Related papers: Thinned COE random matrix models for DNA replicati…
We analyse the statistical properties of genealogical trees in a neutral model of a closed population with sexual reproduction and non-overlapping generations. By reconstructing the genealogy of an individual from the population evolution,…
The Eigenstate Thermalization Hypothesis makes a prediction for the statistical distribution of matrix elements of simple operators in energy eigenstates of chaotic quantum systems. As a leading approximation, off-diagonal matrix elements…
Correlation functions involving products and ratios of half-integer powers of characteristic polynomials of random matrices from the Gaussian Orthogonal Ensemble (GOE) frequently arise in applications of Random Matrix Theory (RMT) to…
We consider elastic reflection and transmission of electrons by a disordered system characterized by a $2N\!\times\!2N$ scattering matrix $S$. Expressing $S$ in terms of the $N$ radial parameters and of the four $N\!\times\!N$ unitary…
As a unifying framework for examining several properties that nominally involve eigenvalues, we present a particular structure of the singular values of the Gaussian orthogonal ensemble (GOE): the even-location singular values are…
A class of 2x2 random-matrix models is introduced for which the Brody distribution is the exact eigenvalue spacing distribution. The matrix elements consist of constrained finite sums of an exponential random variable raised to various…
We show the convergence of the characteristic polynomial for random permutation matrices sampled from the generalized Ewens distribution. Under this distribution, the measure of a given permutation depends only on its cycle structure,…
Variational autoencoders (VAE) often use Gaussian or category distribution to model the inference process. This puts a limit on variational learning because this simplified assumption does not match the true posterior distribution, which is…
Many models for point process data are defined through a thinning procedure where locations of a base process (often Poisson) are either kept (observed) or discarded (thinned). In this paper, we go back to the fundamentals of the…
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…
The Poisson distribution is the probability distribution of the number of independent events in a given period of time. Although the Poisson distribution appears ubiquitously in various stochastic dynamics of gene expression, both as…
We consider pairs of GOE (Gaussian Orthogonal Ensemble) matrices which are correlated with each others, and subject to additive and multiplicative rank-one perturbations. We focus on the regime of parameters in which the finite-rank…
There has been a lot of recent interest in designing neural network models to estimate a distribution from a set of examples. We introduce a simple modification for autoencoder neural networks that yields powerful generative models. Our…
We discuss probabilistic models of random covariance structures defined by distributions over sparse eigenmatrices. The decomposition of orthogonal matrices in terms of Givens rotations defines a natural, interpretable framework for…
We present a novel approach to study eigenvalues of deformed random matrices. This approach applies to many deformed Gaussian matrix models; two such models are studied in detail: the deformed GOE and the spiked population model.
Recent theoretical studies of chaotic scattering have encounted ensembles of random matrices in which the eigenvalue probability density function contains a one-body factor with an exponent proportional to the number of eigenvalues. Two…
Statistical properties of non--symmetric real random matrices of size $M$, obtained as truncations of random orthogonal $N\times N$ matrices are investigated. We derive an exact formula for the density of eigenvalues which consists of two…
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…
We investigate eigenvalue moments of matrices from Circular Orthogonal Ensemble multiplicatively perturbed by a permutation matrix. More precisely we investigate variance of the sum of the eigenvalues raised to power $k$, for arbitrary but…
Let $\underline{a}$ and $\underline{b}$ be primitive sequences over $\mathbb{Z}/(p^e)$ with odd prime $p$ and $e\ge 2$. For certain compressing maps, we consider the distribution properties of compressing sequences of $\underline{a}$ and…