Related papers: Surmise for random matrices' level spacing distrib…
This paper aims to examine the characteristics of the posterior distribution of covariance/precision matrices in a "large $p$, large $n$" scenario, where $p$ represents the number of variables and $n$ is the sample size. Our analysis…
What is the connection of random matrices with integrable systems? Is this connection really useful? Introducing apprpriate times in the distribution of the ensemble of matrices, one shows that the corresponding distribution of the…
We study statistical properties of a class of band random matrices which naturally appears in systems of interacting particles. The local spectral density is shown to follow the Breit-Wigner distribution in both localized and delocalized…
We investigate the noise sensitivity of the top eigenvector of a sparse random symmetric matrix. Let $v$ be the top eigenvector of an $N\times N$ sparse random symmetric matrix with an average of $d$ non-zero centered entries per row. We…
We consider the problem of selecting non-zero entries of a matrix $A$ in order to produce a sparse sketch of it, $B$, that minimizes $\|A-B\|_2$. For large $m \times n$ matrices, such that $n \gg m$ (for example, representing $n$…
We consider a random symmetric matrix ${\bf X} = [X_{jk}]_{j,k=1}^n$ with upper triangular entries being i.i.d. random variables with mean zero and unit variance. We additionally suppose that $\mathbb E |X_{11}|^{4 + \delta} =:…
We analyze physical spacings between locations of safety rest areas on interstates in the United States. We show normalized safety rest area spacings on major interstates exhibit Wigner surmise statistics, which align with the eigenvalue…
We consider the frequency at which avoided crossings appear in an energy level structure when an external field is applied to a quantum chaotic system. The distribution of the spacing in the parameter between two adjacent avoided crossings…
Let $\mathbf X=(X_{jk})_{j,k=1}^n$ denote a Hermitian random matrix with entries $X_{jk}$, which are independent for $1\le j\le k\le n$. We consider the rate of convergence of the empirical spectral distribution function of the matrix…
We study the statistical properties of eigenvalues of the Hessian matrix ${\cal H}$ (matrix of second derivatives of the potential energy) for a classical atomic liquid, and compare these properties with predictions for random matrix models…
Graphs arising in statistical problems, signal processing, large networks, combinatorial optimization, and data analysis are often dense, which causes both computational and storage bottlenecks. One way of \textit{sparsifying} a…
The density matrices are positively semi-definite Hermitian matrices of unit trace that describe the state of a quantum system. The goal of the paper is to develop minimax lower bounds on error rates of estimation of low rank density…
Wideband communication receivers often deal with the problems of detecting weak signals from distant sources received together with strong nearby interferers. When the techniques of random modulation are used in communication system…
We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…
We analyze the effects of noise correlations in the input to, or among, BCM neurons using the Wigner semicircular law to construct random, positive-definite symmetric correlation matrices and compute their eigenvalue distributions. In the…
S=1/2 quantum spin chains and ladders with random exchange coupling are studied by using an effective low-energy field theory and transfer matrix methods. Effects of the nonlocal correlations of exchange couplings are investigated…
The complexity of quantum many-body systems is manifested in the vast diversity of their correlations, making it challenging to distinguish the generic from the atypical features. This can be addressed by analyzing correlations through…
This paper is centred on the spectral study of a Random Fourier matrix, that is an $n\times n$ matrix $A$ whose $(j, k)$ entries are $\exp(2i\pi m X_jY_k)$, with $X_j$ and $Y_k$ two i.i.d sequences of random variables and $1\leq m\leq n$ is…
Using the superstatistics method, we propose an extension of the random matrix theory to cover systems with mixed regular-chaotic dynamics. Unlike most of the other works in this direction, the ensembles of the proposed approach are basis…
Level statistics of systems that undergo many--body localization transition are studied. An analysis of the gap ratio statistics from the perspective of inter- and intra-sample randomness allows us to pin point differences between…