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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…

Probability · Mathematics 2015-10-23 Kristina Schubert

We discuss applications of some concepts of Compressed Sensing in the recent work on invertibility of random matrices due to Rudelson and the author. We sketch an argument leading to the optimal bound N^{-1/2} on the median of the smallest…

Numerical Analysis · Mathematics 2016-12-23 Roman Vershynin

We investigate the spectral statistics of the difference of two density matrices, each of which is independently obtained by partially tracing a random bipartite pure quantum state. We first show how a closed-form expression for the exact…

Mathematical Physics · Physics 2016-12-12 José Mejía , Camilo Zapata , Alonso Botero

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…

Mathematical Physics · Physics 2025-01-14 Stalin Abraham , A. Bhagwat , Sudhir Ranjan Jain

A theoretical analysis of the statistical distributions of the reflected intensities from random media is presented. We use random matrix theory to analytically deduce the probability densities in the localization regime. Numerical…

Disordered Systems and Neural Networks · Physics 2009-10-31 A. Garcia-Martin , T. Lopez-Ciudad , J. J. Saenz , M. Nieto-Vesperinas

The entanglement spectrum, i.e., the full distribution of Schmidt eigenvalues of the reduced density matrix, contains more information than the conventional entanglement entropy and has been studied recently in several many-particle…

Strongly Correlated Electrons · Physics 2011-02-02 Maurizio Fagotti , Pasquale Calabrese , Joel E. Moore

We introduce an analytical iterative method, the density matrix recursion method, to generate arbitrary reduced density matrices of superpositions of short-range dimer coverings on periodic or non-periodic quantum spin-1/2 ladder lattices,…

Quantum Physics · Physics 2013-01-22 Himadri Shekhar Dhar , Aditi Sen De , Ujjwal Sen

In the sufficiently sparse case, we find the probability that a uniformly random bipartite graph with given degree sequence contains no edge from a specified set of edges. This enables us to enumerate loop-free digraphs and oriented graphs…

Combinatorics · Mathematics 2026-01-09 Catherine Greenhill , Mahdieh Hasheminezhad , Isaiah Iliffe , Brendan D. McKay

This article provides a new toolbox to derive sparse recovery guarantees from small deviations on extreme singular values or extreme eigenvalues obtained in Random Matrix Theory. This work is based on Restricted Isometry Constants (RICs)…

Statistics Theory · Mathematics 2018-11-15 Sandrine Dallaporta , Yohann De Castro

We consider non-Hermitian random matrices $X \in \mathbb{C}^{n \times n}$ with general decaying correlations between their entries. For large $n$, the empirical spectral distribution is well approximated by a deterministic density,…

Probability · Mathematics 2021-02-25 Johannes Alt , Torben Krüger

This paper examines the relationship between sparse random network architectures and neural network stability by examining the eigenvalue spectral distribution. Specifically, we generalise classical eigenspectral results to sparse…

Neurons and Cognition · Quantitative Biology 2023-10-12 Isabelle D Harris , Hamish Meffin , Anthony N Burkitt , Andre D. H Peterson

We derive a message passing method for computing the spectra of locally tree-like networks and an approximation to it that allows us to compute closed-form expressions or fast numerical approximates for the spectral density of random graphs…

Physics and Society · Physics 2019-04-19 M. E. J. Newman , Xiao Zhang , Raj Rao Nadakuditi

In the context of the compressed sensing problem, we propose a new ensemble of sparse random matrices which allow one (i) to acquire and compress a {\rho}0-sparse signal of length N in a time linear in N and (ii) to perfectly recover the…

Information Theory · Computer Science 2013-04-15 Maria Chiara Angelini , Federico Ricci-Tersenghi , Yoshiyuki Kabashima

The information content of continuous quantum variables systems is usually studied using a number of well known approximation methods. The approximations are made to obtain the spectrum, eigenfunctions or the reduced density matrices that…

Quantum Physics · Physics 2016-03-09 Omar Osenda , Federico M. Pont , Anna Okopińska , Pablo Serra

We compute the distribution of the number of negative eigenvalues (the index) for an ensemble of Gaussian random matrices, by means of the replica method. This calculation has important applications in the context of statistical mechanics…

Statistical Mechanics · Physics 2009-10-31 Andrea Cavagna , Juan P. Garrahan , Irene Giardina

We show that, under mild assumptions, the spectrum of a sum of independent random matrices is close to that of the Gaussian random matrix whose entries have the same mean and covariance. This nonasymptotic universality principle yields…

Probability · Mathematics 2024-06-26 Tatiana Brailovskaya , Ramon van Handel

In this paper we show that inverses of well-conditioned, finite-time Gramians and impulse response matrices of large-scale interconnected systems described by sparse state-space models, can be approximated by sparse matrices. The…

Systems and Control · Computer Science 2014-05-13 Aleksandar Haber , Michel Verhaegen

Traditional numerical methods for calculating matrix eigenvalues are prohibitively expensive for high-dimensional problems. Iterative random sparsification methods allow for the estimation of a single dominant eigenvalue at reduced cost by…

Numerical Analysis · Mathematics 2023-10-03 Samuel M. Greene , Robert J. Webber , Timothy C. Berkelbach , Jonathan Weare

We consider large random matrices with a general slowly decaying correlation among its entries. We prove universality of the local eigenvalue statistics and optimal local laws for the resolvent away from the spectral edges, generalizing the…

Probability · Mathematics 2020-06-01 László Erdős , Torben Krüger , Dominik Schröder

We derive exact equations that determine the spectra of undirected and directed sparsely connected regular graphs containing loops of arbitrary length. The implications of our results to the structural and dynamical properties of networks…

Statistical Mechanics · Physics 2011-12-07 F. L. Metz , I. Neri , D. Bollé
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