Related papers: Kac-Rice inspired approach to non-Hermitian random…

In this work, we study non-parametric estimation of joint probabilities of a given set of discrete and continuous random variables from their (empirically estimated) 2D marginals, under the assumption that the joint probability could be…

Random matrix models consisting of normal matrices, defined by the sole constraint $[N^{\dag},N]=0$, will be explored. It is shown that cubic eigenvalue repulsion in the complex plane is universal with respect to the probability…

Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…

We study the integrable structure and scaling limits of the conditioned eigenvector overlap of the symplectic Ginibre ensemble of Gaussian non-Hermitian random matrices with independent quaternion elements. The average of the overlap matrix…

The classical methods of multivariate analysis are based on the eigenvalues of one or two sample covariance matrices. In many applications of these methods, for example to high dimensional data, it is natural to consider alternative…

We present a classification of non-hermitian random matrices based on implementing commuting discrete symmetries. It contains 38 classes. This generalizes the classification of hermitian random matrices due to Altland-Zirnbauer and it also…

Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…

We describe Generalized Hermitian matrices ensemble sometimes called Chiral ensemble. We give global asymptotic of the density of eigenvalues or the statistical density. We will calculate a Laplace transform of such a density for finite…

The density matrix renormalization group (DMRG) method introduced by White for the study of strongly interacting electron systems is reviewed; the method is variational and considers a system of localized electrons as the union of two…

The conjectured three generic local bulk statistics amongst all non-Hermitian random matrix symmetry classes have recently been extended to three generic local edge statistics. We study analytically and numerically complex spacing ratios…

We consider large non-Hermitian $N\times N$ matrices with an additive independent, identically distributed (i.i.d.) noise for each matrix elements. We show that already a small noise of variance $1/N$ completely thermalises the bulk…

Motivated by applications in statistics and machine learning, we consider a problem of unmixing convex combinations of nonparametric densities. Suppose we observe $n$ groups of samples, where the $i$th group consists of $N_i$ independent…

We analyze gene co-expression network under the random matrix theory framework. The nearest neighbor spacing distribution of the adjacency matrix of this network follows Gaussian orthogonal statistics of random matrix theory (RMT). Spectral…

Large H-selfadjoint random matrices are considered. The matrix $H$ is assumed to have one negative eigenvalue, hence the matrix in question has precisely one eigenvalue of nonpositive type. It is showed that this eigenvalue converges in…

We study the joint probability density of the eigenvalues of a product of rectangular real, complex or quaternion random matrices in a unified way. The random matrices are distributed according to arbitrary probability densities, whose only…

This paper seeks to further explore the distribution of the real roots of random polynomials with non-centered coefficients. We focus on polynomials where the typical values of the coefficients have power growth and count the average number…

Let $G$ be an $N \times N$ real matrix whose entries are independent identically distributed standard normal random variables $G_{ij} \sim \mathcal{N}(0,1)$. The eigenvalues of such matrices are known to form a two-component system…

We determine the joint probability density function (JPDF) of reflection eigenvalues in three Dyson's ensembles of normal-conducting chaotic cavities coupled to the outside world through both ballistic and tunnel point contacts. Expressing…

Recently, it was shown that the probability distribution function (PDF) of the free energy of a single continuum directed polymer (DP) in a random potential, equivalently of the height of a growing interface described by the…

We provide a unified analysis of the predictive risk of ridge regression and regularized discriminant analysis in a dense random effects model. We work in a high-dimensional asymptotic regime where $p, n \to \infty$ and $p/n \to \gamma \in…