Related papers: Addition to "Structured random matrices and cyclic…
Fourier matrices naturally appear in many applications and their stability is closely tied to performance guarantees of algorithms. The starting point of this article is a result that characterizes properties of an exponential system on a…
The classical Gaussian ensembles of random matrices can be constructed by maximizing Boltzmann-Gibbs-Shannon's entropy, S_{BGS} = - \int d{\bf H} [P({\bf H})] \ln [P({\bf H})], with suitable constraints. Here we construct and analyze…
We describe a refinement of the general theory of higher rank Euler, Kolyvagin and Stark systems in the setting of the multiplicative group over arbitrary number fields. We use the refined theory to prove new results concerning the Galois…
In this brief paper the probability density of a random real, complex and quaternion determinant is rederived using singular values. The behaviour of suitably rescaled random determinants is studied in the limit of infinite order of the…
In this thesis we study convolutions that arise from noncommutative probability theory. We prove several regularity results for free convolutions, and for measures in partially defined one-parameter free convolution semigroups. We discuss…
We address the construction of stable random matrix ensembles as the generalization of the stable random variables (Levy distributions). With a simple method we derive the Cauchy case, which is known to have remarkable properties. These…
In this paper we construct cumulants for stable random matrix models with single trace interactions of arbitrarily high even order. We obtain explicit and convergent expansions for it and we prove that it is an analytic function inside a…
In this paper, an analysis of the undetected error probability of ensembles of binary matrices is presented. The ensemble called the Bernoulli ensemble whose members are considered as matrices generated from i.i.d. Bernoulli source is…
Using the standard concepts of free random variables, we show that for a large class of nonhermitean random matrix models, the support of the eigenvalue distribution follows from their hermitean analogs using a conformal transformation. We…
We characterize asymptotic collective behaviour of rectangular random matrices, the sizes of which tend to infinity at different rates: when embedded in a space of larger square matrices, independent rectangular random matrices are…
We investigate the implications of free probability for random matrices. From rules for calculating all possible joint moments of two free random matrices, we develop a notion of partial freeness which is quantified by the breakdown of…
Embedded random matrix ensembles are generic models for describing statistical properties of finite isolated quantum many-particle systems. For the simplest spinless fermion (or boson) systems with say $m$ fermions (or bosons) in $N$ single…
We numerically analyze the random matrix ensembles of real-symmetric matrices with column/row constraints for many system conditions e.g. disorder type, matrix-size and basis-connectivity. The results reveal a rich behavior hidden beneath…
In a recent work [1] we consider the topological expansion for the non-mixed observables (including the free energy) for the formal Cauchy matrix model. The only restriction in [1] was the fact that all the branch points have to be simple.…
The Fluctuation Theorem gives an analytical expression for the probability of observing second law violating dynamical fluctuations, in nonequilibrium systems. At equilibrium statistical mechanical fluctuations are known to be ensemble…
We extend the relation between random matrices and free probability theory from the level of expectations to the level of fluctuations. We introduce the concept of "second order freeness" and derive the global fluctuations of Gaussian and…
First we survey generating function methods for obtaining useful probability estimates about random matrices in the finite classical groups. Then we describe a probabilistic picture of conjugacy classes which is coherent and beautiful.…
Matrix theory, foundational in diverse fields such as mathematics, physics, and computational sciences, typically categorizes matrices based strictly on their invertibility-determined by a sharply defined singular or nonsingular…
We propose new classes of random matrix ensembles whose statistical properties are intermediate between statistics of Wigner-Dyson random matrices and Poisson statistics. The construction is based on integrable N-body classical systems with…
Random matrices are used in fields as different as the study of multi-orthogonal polynomials or the enumeration of discrete surfaces. Both of them are based on the study of a matrix integral. However, this term can be confusing since the…