Related papers: Solvable Families of Random Block Tridiagonal Matr…
We define a class of random matrix ensembles that pertain to random looped polymers. Such random looped polymers are a possible model for bio-polymers such as chromatin in the cell nucleus. It is shown that the distribution of the largest…
It is well known that if a matrix $A\in\mathbb C^{n\times n}$ solves the matrix equation $f(A,A^H)=0$, where $f(x, y)$ is a linear bivariate polynomial, then $A$ is normal; $A$ and $A^H$ can be simultaneously reduced in a finite number of…
This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for some intermediate eigenvalues. Relying on the GUE example,…
The "2-variable general-$\lambda$-matrix polynomials (2VG$\lambda$MP)" is a new family of matrix polynomials, introduced and studied in this article. These matrix polynomials are constructed using umbral and symbolic methods. We delve into…
A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…
We start from a seven parameters (six continuous and one discrete) family of non-central exactly solvable potential in three dimensions and construct a wide class of ten parameters (six continuous and four discrete) family of rationally…
The top eigenvalues of rank $r$ spiked real Wishart matrices and additively perturbed Gaussian orthogonal ensembles are known to exhibit a phase transition in the large size limit. We show that they have limiting distributions for…
We calculate the probability to find exactly $n$ eigenvalues in a spectral interval of a large random $N \times N$ matrix when this interval contains $s \ll N$ eigenvalues on average. The calculations exploit an analogy to the problem of…
The paper considers the general form of self-adjoint boundary value problems for momentum operators with nonlocal potentials. We give an analysis of the eigenvalue distribution as zeros of the characteristic functions, for which their…
We consider the edge-triangle model, a two-parameter family of exponential random graphs in which dependence between edges is introduced through triangles. In the so-called replica symmetric regime, the limiting free energy exists together…
In the present work we show that the joint probability distribution of the eigenvalues can be expressed in terms of a differential operator acting on the distribution of some other matrix quantities. Those quantities might be the diagonal…
In this paper, we analyze the large n-limit for random matrix with external source with three distinct eigenvalues. And we confine ourselves in the Hermite case and the three distinct eigenvalues are $-a,0,a$. For the case $a^2>3$, we…
A large i.i.d. random matrix with deterministic low-rank perturbation has been extensively studied, particularly in the aspects of the ESD (Empirical Spectral Distribution) and the outliers of eigenvalues. In this work, we investigate the…
As an extension of the theory of Dyson's Brownian motion models for the standard Gaussian random-matrix ensembles, we report a systematic study of hermitian matrix-valued processes and their eigenvalue processes associated with the chiral…
The wonderful formulas by I.Dumitriu and A.Edelman rewrite $\beta$-ensemble, with eigenvalue integrals containing Vandermonde factors in the power $2\beta$, through integrals over tridiagonal matrices, where $\beta$-dependent are the powers…
The ability to estimate joint, conditional and marginal probability distributions over some set of variables is of great utility for many common machine learning tasks. However, estimating these distributions can be challenging,…
A sum of a large-dimensional random matrix polynomial and a fixed low-rank matrix polynomial is considered. The main assumption is that the resolvent of the random polynomial converges to some deterministic limit. A formula for the limit of…
This work examines various statistical distributions in connection with random Vandermonde matrices and their extension to $d$--dimensional phase distributions. Upper and lower bound asymptotics for the maximum singular value are found to…
In this paper we study the adjacency spectrum of families of finite rooted trees with regular branching properties. In particular, we show that in the case of constant branching, the eigenvalues are realized as the roots of a family of…
A new generator of univariate continuous distributions, with two additional parameters, called the Log-Lindley generated family is introduced. Some special distributions in the new family are presented. Some mathematical properties of the…