Related papers: Long-Range Correlated Random Matrices
We derive the statistical limit of the spectral autocorrelation function and of the survival probability for the indirect photodissociation of molecules in the regime of non-overlapping resonances. The results are derived in the framework…
We study the statistics of eigenvectors in correlated random band matrix models. These models are characterized by two parameters, the band width B(N) of a Hermitian N times N matrix and the correlation parameter C(N) describing…
Global physical properties of random media change qualitatively at a percolation threshold, where isolated clusters merge to form one infinite connected component. The precise knowledge of percolation thresholds is thus of paramount…
We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…
We discuss the limiting spectral density of real symmetric random matrices. Other than in standard random matrix theory the upper diagonal entries are not assumed to be independent, but we will fill them with the entries of a stochastic…
We study the eigenvalue correlations of random Hermitian $n\times n$ matrices of the form $S=M+\epsilon H$, where $H$ is a GUE matrix, $\epsilon>0$, and $M$ is a positive-definite Hermitian random matrix, independent of $H$, whose…
We analyze statistical properties of complex eigenvalues of random matrices $\hat{A}$ close to unitary. Such matrices appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with…
The power-law random banded matrices and the ultrametric random matrices are investigated numerically in the regime where eigenstates are extended but all integer matrix moments remain finite in the limit of large matrix dimensions. Though…
It was shown roughly thirty years ago that the density correlations of eigenvalues of large random matrices display a universal form, independent of most of the details of the distribution of the random matrix itself. We show that when the…
We consider the empirical eigenvalue distribution of random real symmetric matrices with stochastically independent skew-diagonals and study its limit if the matrix size tends to infinity. We allow correlations between entries on the same…
We use methods of random matrix theory to analyze the cross-correlation matrix C of price changes of the largest 1000 US stocks for the 2-year period 1994-95. We find that the statistics of most of the eigenvalues in the spectrum of C agree…
The paper discusses progress in understanding statistical properties of complex eigenvalues (and corresponding eigenvectors) of weakly non-unitary and non-Hermitian random matrices. Ensembles of this type emerge in various physical…
We establish the limiting spectral distribution of Kendall's correlation matrices in the moderate high-dimensional regime where the dimension grows slower than the sample size. Our framework allows observations to be independent but not…
In fluids under temperature gradients, long-range correlations (LRCs) emerge generically, leading to enhanced density fluctuations. This phenomenon, characterized by the $\boldsymbol{q}^{-4}$ divergence in the static structure factor (where…
We explore the influence of an arbitrary external potential perturbation V on the spectral properties of a weakly disordered conductor. In the framework of a statistical field theory of a nonlinear sigma-model type we find, depending on the…
We analyze the spectral properties of large, time-lagged correlation matrices using the tools of random matrix theory. We compare predictions of the one-dimensional spectra, based on approaches already proposed in the literature. Employing…
Using the superstatistics method, we propose an extension of the random matrix theory to cover systems with mixed regular-chaotic dynamics. Unlike most of the other works in this direction, the ensembles of the proposed approach are basis…
We introduce a family of random matrices where correlations between matrix elements are induced via interaction-derived Boltzmann factors. Varying these yields access to different ensembles. We find a universal scaling behavior of the…
The theory of random matrices with eigenvalues distributed in the complex plane and more general "beta-ensembles" (logarithmic gases in 2D) is reviewed. The distribution and correlations of the eigenvalues are investigated in the large N…
Spectral properties of random matrices play an important role in statistics, machine learning, communications, and many other areas. Engaging results regarding the convergence of the empirical spectral distribution (ESD) and the…