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Results on the spectral behavior of random matrices as the dimension increases are applied to the problem of detecting the number of sources impinging on an array of sensors. A common strategy to solve this problem is to estimate the…

Statistics Theory · Mathematics 2022-12-09 J. W. Silverstein , P. L. Combettes

Distributed consensus and other linear systems with system stochastic matrices $W_k$ emerge in various settings, like opinion formation in social networks, rendezvous of robots, and distributed inference in sensor networks. The matrices…

Probability · Mathematics 2015-06-04 Dragana Bajovic , Joao Xavier , Jose M. F. Moura , Bruno Sinopoli

Employing the currently discussed notion of pseudo-Hermiticity, we define a pseudo-unitary group. Further, we develop a random matrix theory which is invariant under such a group and call this ensemble of pseudo-Hermitian random matrices as…

Quantum Physics · Physics 2009-11-07 Zafar Ahmed , Sudhir R. Jain

We use random matrix theory to study the spectrum of random geometric graphs, a fundamental model of spatial networks. Considering ensembles of random geometric graphs we look at short range correlations in the level spacings of the…

Physics and Society · Physics 2017-06-08 Carl P. Dettmann , Orestis Georgiou , Georgie Knight

We present a Gaussian ensemble of random cyclic matrices on the real field and study their spectral fluctuations. These cyclic matrices are shown to be pseudo-symmetric with respect to generalized parity. We calculate the joint probability…

Mathematical Physics · Physics 2013-02-13 Sudhir R. Jain , Shashi C. L. Srivastava

Understanding the limiting behavior of eigenvalues of random matrices is the central problem of random matrix theory. Classical limit results are known for many models, and there has been significant recent progress in obtaining more…

Probability · Mathematics 2017-09-05 Elizabeth S. Meckes , Mark W. Meckes

We demonstrate that the long-time dynamics of an observable associated with a single lattice site is sufficient to determine whether a many-body quantum system exhibits level statistics characteristic of random matrix theory, a widely used…

Statistical Mechanics · Physics 2025-10-20 Isaías Vallejo-Fabila , Adway Kumar Das , Sayan Choudhury , Lea F. Santos

Recent work has generalized several results concerning the well-understood spiked Wigner matrix model of a low-rank signal matrix corrupted by additive i.i.d. Gaussian noise to the inhomogeneous case, where the noise has a variance profile.…

Statistics Theory · Mathematics 2025-10-10 Debsurya De , Dmitriy Kunisky

In this paper three different scenarios in wide band spectrum sensing have been studied. While the signal and noise statistics are supposed to be unspecified, random matrixes have been utilized in order to estimate the noise variance. These…

Signal Processing · Electrical Eng. & Systems 2018-03-14 Sajjad Imani , Amin Banitalebi-Dehkordi , Mehdi Cheraghi

The quasiprobability distribution of the discrete Wigner function provides a complete description of a quantum state and is, therefore, a useful alternative to the usual density matrix description. Moreover, the experimental quantum state…

Quantum Physics · Physics 2023-10-13 Deepesh Khushwani , Priya Batra , V. R. Krithika , T. S. Mahesh

In this letter we explore the suggestion of Quashnock and Lamb (1993) that nearest neighbor correlations among gamma ray burst positions indicate the possibility of burst repetitions within various burst sub-classes. With the aid of Monte…

Astrophysics · Physics 2007-05-23 Michael A. Nowak

We consider the weak detection problem in a rank-one spiked Wigner data matrix where the signal-to-noise ratio is small so that reliable detection is impossible. We propose a hypothesis test on the presence of the signal by utilizing the…

Statistics Theory · Mathematics 2022-06-28 Hye Won Chung , Ji Oon Lee

In this paper we consider a new normalization of matrices obtained by choosing distinct codewords at random from linear codes over finite fields and find that under some natural algebraic conditions of the codes their empirical spectral…

Information Theory · Computer Science 2018-08-29 Chin Hei Chan , Enoch Kung , Maosheng Xiong

This paper is devoted to the study of the performance of the Linear Minimum Mean-Square Error receiver for (receive) correlated Multiple-Input Multiple-Output systems. By the random matrix theory, it is well-known that the Signal-to-Noise…

Information Theory · Computer Science 2008-10-17 Abla Kammoun , Malika Kharouf , Walid Hachem , Jamal Najim

This article is an introductory review of random matrix theory (RMT) and its applications, with special focus on quantum chaos. Random matrices were first used by Wigner to understand the spectra of complex nuclei from a statistical…

Statistical Mechanics · Physics 2019-05-28 Akhilesh Pandey , Avanish Kumar , Sanjay Puri

Universality of local eigenvalue statistics is one of the most striking phenomena of Random Matrix Theory, that also accounts for a lot of the attention that the field has attracted over the past 15 years. In this paper we focus on the…

Probability · Mathematics 2015-10-29 Thomas Kriecherbauer , Kristina Schubert

We compare the continuous and discrete truncated Wigner approximations of various spin models' dynamics to exact analytical and numerical solutions. We account for all components of spin-spin correlations on equal footing, facilitated by a…

Quantum Physics · Physics 2019-04-29 Bhuvanesh Sundar , Kenneth C Wang , Kaden R A Hazzard

Limiting Spectral Distributions (LSD) of real symmetric patterned matrices have been well-studied. In this article, we consider skew-symmetric/anti-symmetric patterned random matrices and establish the LSDs of several common matrices. For…

Probability · Mathematics 2014-02-18 Arup Bose , Soumendu Sundar Mukherjee

We present a possible extension of the random-matrix theory, which is widely used to describe spectral fluctuations of chaotic systems. By considering the Kaniadakis non-Gaussian statistics, characterized by the index {\kappa}…

Chaotic Dynamics · Physics 2012-04-24 A. Y. Abul-Magd , M. Abdel-Mageed

We study the probability distribution of the ratio of consecutive level spacings for embedded one plus two-body random matrix ensembles with and without spin degree of freedom and for both fermion and boson systems. The agreement between…

Chaotic Dynamics · Physics 2015-06-16 N. D. Chavda , V. K. B. Kota