Related papers: Global Fluctuations of Gaussian Elliptic Matrices

We consider the asymmetric simple exclusion process (ASEP) on the positive integers with an open boundary condition. We show that, when starting devoid of particles and for a certain boundary condition, the height function at the origin…

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 introduce a random two-matrix model interpolating between a chiral Hermitian (2n+nu)x(2n+nu) matrix and a second Hermitian matrix without symmetries. These are taken from the chiral Gaussian Unitary Ensemble (chGUE) and Gaussian Unitary…

We establish non-asymptotic bounds on the finite-sample behavior of generalized first-order iterative algorithms -- including gradient-based optimization methods and approximate message passing (AMP) -- with Gaussian data matrices and…

We consider probabilistic models of N identical distinguishable, binary random variables. If these variables are strictly or asymptotically independent, then, for N>>1, (i) the attractor in distribution space is, according to the standard…

For random matrices with block correlation structure we show that the fluctuations of linear eigenvalue statistics are Gaussian on all mesoscopic scales with universal variance which coincides with that of the Gaussian unitary or Gaussian…

We require decomposition methods for the ABCD-matrix formulation in rotationally symmetric paraxial geometric optics when designing a multi-component optical system from a given single paraxial specification (represented by an ABCD matrix)…

In this work, we study a class of random matrices which interpolate between the Wigner matrix model and various types of patterned random matrices such as random Toeplitz, Hankel, and circulant matrices. The interpolation mechanism is…

Correlation functions of the two-dimensional Ising model on the periodic lattice can be expressed in terms of form factors - matrix elements of the spin operator in the basis of common eigenstates of the transfer matrix and translation…

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…

We present novel understandings of the Gamma-Poisson (GaP) model, a probabilistic matrix factorization model for count data. We show that GaP can be rewritten free of the score/activation matrix. This gives us new insights about the…

We present a quantifier of non-classical correlations for bipartite, multi-mode Gaussian states. It is derived from the Discriminating Strength measure, introduced for finite dimensional systems in A. Farace et al., New. J. Phys. 16, 073010…

It is shown that under essentially all conditions, the non-linear classical equations governing gravitation and matter in cosmology have a solution in which far outside the horizon in a suitable gauge the reduced spatial metric (the spatial…

We present two novel, explicit representations of Cholesky factor of a nonsingular correlation matrix. The first representation uses semi-partial correlation coefficients as its entries. The second, uses an equivalent form of the square…

The envelope of an elliptical Gaussian complex vector, or equivalently, the amplitude or norm of a bivariate normal random vector has application in many weather and signal processing contexts. We explicitly characterize its distribution in…

We enumerate factorizations of a Coxeter element in a well generated complex reflection group into arbitrary factors, keeping track of the fixed space dimension of each factor. In the infinite families of generalized permutations, our…

We construct a family of random matrix models for the q-deformed Gaussian random variables G_\mu=a_\mu+a^\star_\mu where the annihilation operators a_\mu and creation operators a^\star_\nu fulfil the q-deformed commutation relation a_\mu…

We consider an ensemble of $2\times 2$ normal matrices with complex entries representing operators in the quantum mechanics of 2 - level parity-time reversal (PT) symmetric systems. The randomness of the ensemble is endowed by obtaining…

For random matrix ensembles with non-gaussian matrix elements that may exhibit some correlations, it is shown that centered traces of polynomials in the matrix converge in distribution to a Gaussian process whose covariance matrix is…

Gaussian quadrature rules are a classical tool for the numerical approximation of integrals with smooth integrands and positive weight functions. We derive and expicitly list asymptotic expressions for the points and weights of Gaussian…