Related papers: Random matrix ensembles from nonextensive entropy
The averages of ratios of characteristic polynomials det(lambda - X) of N x N random matrices X, are investigated in the large N limit for the GUE, GOE and GSE ensemble. The density of states and the two-point correlation function are…
We prove the universal asymptotically almost sure non-singularity of general Ginibre and Wigner ensembles of random matrices when the distribution of the entries are independent but not necessarily identically distributed and may depend on…
Gaussian mixture distributions are commonly employed to represent general probability distributions. Despite the importance of using Gaussian mixtures for uncertainty estimation, the entropy of a Gaussian mixture cannot be calculated…
We introduce a family of rotationally invariant random matrix ensembles characterized by a parameter $\lambda$. While $\lambda=1$ corresponds to well-known critical ensembles, we show that $\lambda \ne 1$ describes "L\'evy like" ensembles,…
This article concerns the non-asymptotic analysis of the singular values (and Lyapunov exponents) of Gaussian matrix products in the regime where $N,$ the number of term in the product, is large and $n,$ the size of the matrices, may be…
We demonstrate the convergence of the characteristic polynomial of several random matrix ensembles to a limiting universal function, at the microscopic scale. The random matrix ensembles we treat are classical compact groups and the…
We study a new class of matrix models, formulated on a lattice. On each site are $N$ states with random energies governed by a Gaussian random matrix Hamiltonian. The states on different sites are coupled randomly. We calculate the density…
In order to study as a whole a wide part of entropy measures, we introduce a two-parameter non-extensive entropic form with respect to the $h$-derivative, which generalizes the conventional Newton--Leibniz calculus. This new entropy,…
We consider random Hermitian matrices made of complex or real $M\times N$ rectangular blocks, where the blocks are drawn from various ensembles. These matrices have $N$ pairs of opposite real nonvanishing eigenvalues, as well as $M-N$ zero…
In this paper, we are interested in sequences of q-tuple of N-by-N random matrices having a strong limiting distribution (i.e. given any non-commutative polynomial in the matrices and their conjugate transpose, its normalized trace and its…
The Hilbert space of a quantum system with internal global symmetry $G$ decomposes into sectors labelled by irreducible representations of $G$. If the system is chaotic, the energies in each sector should separately resemble ordinary random…
We analyze eigenvalues fluctuations of the Laplacian of various networks under the random matrix theory framework. Analyses of random networks, scale-free networks and small-world networks show that nearest neighbor spacing distribution of…
We construct a very general family of characteristic functions describing Random Matrix Ensembles (RME) having a global unitary invariance, and containing an arbitrary, one-variable probability measure which we characterize by a `spread…
Systems with long-range interactions display a short-time relaxation towards Quasi Stationary States (QSS) whose lifetime increases with the system size. In the paradigmatic Hamiltonian Mean-field Model (HMF) out-of-equilibrium phase…
The time evolution of a bounded quantum system is considered in the framework of the orthogonal, unitary and symplectic circular ensembles of random matrix theory. For an $N$ dimensional Hilbert space we prove that in the large $N$ limit…
Random matrices acting on structured sets play a fundamental role in high-dimensional geometry, compressed sensing, and randomized algorithms. Existing results primarily focus on subgaussian models, when random matrices act as…
We consider random non-normal matrices constructed by removing one row and column from samples from Dyson's circular ensembles or samples from the classical compact groups. We develop sparse matrix models whose spectral measures match these…
The limiting distribution of eigenvalues of N x N random matrices has many applications. One of the most studied ensembles are real symmetric matrices with independent entries iidrv; the limiting rescaled spectral measure (LRSM)…
Recent investigations of turbulent circulation fluctuations have uncovered substantial insights into the statistical organization of flow structures and revealed unexpected geometric features of turbulent intermittency. Of particular…
We analyze the distribution that extremizes a linear combination of the Boltzmann--Gibbs entropy and the nonadditive $q$-entropy. We show that this distribution can be expressed in terms of a Lambert function. Both the entropic functional…