Related papers: Eigenvalue distribution analysis of multidimension…
We study complex networks under random matrix theory (RMT) framework. Using nearest-neighbor and next-nearest-neighbor spacing distributions we analyze the eigenvalues of adjacency matrix of various model networks, namely, random,…
Suppose $X$ is an $N \times n$ complex matrix whose entries are centered, independent, and identically distributed random variables with variance $1/n$ and whose fourth moment is of order ${\mathcal O}(n^{-2})$. In the first part of the…
We present an analytic random matrix theory for the effect of incomplete channel control on the measured statistical properties of the scattering matrix of a disordered multiple-scattering medium. When the fraction of the controlled input…
In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…
We analyse the eigenvectors of the adjacency matrix of a random inhomogeneous graph constructed from a specified degree sequence. We assume that the empirical degree sequence has bounded mean and variance. We show that near the edges of the…
We provide asymptotic theory for certain functions of the sample autocovariance matrices of a high-dimensional time series with infinite fourth moment. The time series exhibits linear dependence across the coordinates and through time.…
We prove a concentration phenomenon on the empirical eigenvalue distribution (EED) of the principal submatrix in a random hermitian matrix whose distribution is invariant under unitary conjugacy; for example, this class includes GUE…
This paper can be thought of as a remark of \cite{llw}, where the authors studied the eigenvalue distribution $\mu_{X_N}$ of random block Toeplitz band matrices with given block order $m$. In this note we will give explicit density…
Mathematical modeling of resonant waves propagating in 2D periodic infinite lattices is conducted. Rectangular-cell, triangular-cell and hexagonal-cell lattices are considered. Eigenvalues (here eigenfrequencies) of steady-state problems…
Let $X,X_1,\ldots,X_n$ be independent identically distributed random variables. The paper deals with the question about the behavior of the concentration function of the random variable $\sum\limits_{k=1}^{n}X_k a_k$ according to the…
The correlated Wishart model provides a standard tool for the analysis of correlations in a rich variety of systems. Although much is known for complex correlation matrices, the empirically much more important real case still poses…
We use a power-series expansion to calculate the eigenvalues of anharmonic oscillators bounded by two infinite walls. We show that for large finite values of the separation of the walls, the calculated eigenvalues are of the same high…
Fundamental concepts in the quasi-one-dimensional geometry of disordered wires and random waveguides in which ideas of scaling and the transmission matrix were first introduced are reviewed. We discuss the use of the transmission matrix to…
Motivated by the recent demonstration of its use as a tool for the detection and characterization of phase-shape correlations in multivariate time series, we show that eigenvalue decomposition can also be applied to a matrix of indices of…
It has been recently shown that complex two-dimensional (2D) potentials $V_\varepsilon(x,y)=V(y+\mathrm{i}\varepsilon\eta(x))$ can be used to emulate non-Hermitian matrix gauge fields in optical waveguides. Here $x$ and $y$ are the…
High-dimensional sample correlation matrices are a crucial class of random matrices in multivariate statistical analysis. The central limit theorem (CLT) provides a theoretical foundation for statistical inference. In this paper, assuming…
Using thermodynamic arguments we find that the probability that there are no eigenvalues in the interval (-s,\infty) in the double scaling limit of Hermitean matrix models is O(exp(-s^{2m+1})) as s\to+\infty.Here m=1,2,3.. determine the…
The problem of sampling a discrete-time sequence of spatially bandlimited fields with a bounded dynamic range, in a distributed, communication-constrained, processing environment is addressed. A central unit, having access to the data…
Maximum eigenvalue detection (MED) is an important application of random matrix theory in spectrum sensing and signal detection. However, in small signal-to-noise ratio environment, the maximum eigenvalue of the representative signal is at…
We introduce a new multidimensional representation, named eigenprogression transform, that characterizes some essential patterns of Western tonal harmony while being equivariant to time shifts and pitch transpositions. This representation…