Related papers: Real symmetric random matrices and paths counting
We describe a dynamic programming algorithm for exact counting and exact uniform sampling of matrices with specified row and column sums. The algorithm runs in polynomial time when the column sums are bounded. Binary or non-negative integer…
We prove uniform estimates for the expected value of averages of order statistics of matrices in terms of their largest entries. As an application, we obtain similar probabilistic estimates for $\ell_p$ norms via real interpolation.
We investigate the rank of random (symmetric) sparse matrices. Our main finding is that with high probability, any dependency that occurs in such a matrix is formed by a set of few rows that contains an overwhelming number of zeros. This…
In these lectures we discuss some elementary concepts in connection with the theory of symmetric spaces applied to ensembles of random matrices. We review how the relationship between random matrix theory and symmetric spaces can be used in…
In this note, we show that the limiting spectral distribution of symmetric random matrices with stationary entries is absolutely continuous under some sufficient conditions. This result is applied to obtain sufficient conditions on a…
The spectral moments of ensembles of sparse random block matrices are analytically evaluated in the limit of large order. The structure of the sparse matrix corresponds to the Erd\"os-Renyi random graph. The blocks are i.i.d. random…
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…
We consider random symmetric matrices with independent entries distributed according to the Haar measure on $\mathbb{Z}_p$ for odd primes $p$ and derive the distribution of their canonical form with respect to several equivalence relations.…
An ensemble of random unistochastic (orthostochastic) matrices is defined by taking squared moduli of elements of random unitary (orthogonal) matrices distributed according to the Haar measure on U(N) (or O(N), respectively). An ensemble of…
We study the spectral measure of large Euclidean random matrices. The entries of these matrices are determined by the relative position of $n$ random points in a compact set $\Omega_n$ of $\R^d$. Under various assumptions we establish the…
Inter-relations between random matrix ensembles with different symmetry types provide inter-relations between generating functions for the gap probabilites at the spectrum edge. Combining these in the scaled limit with the exact evaluation…
Consider the ensemble of Real Symmetric Toeplitz Matrices, each entry iidrv from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. The limiting spectral measure (the density of normalized eigenvalues)…
This article is concerned with the spectral behavior of $p$-dimensional linear processes in the moderately high-dimensional case when both dimensionality $p$ and sample size $n$ tend to infinity so that $p/n\to0$. It is shown that, under an…
We estimate the frequency of singular matrices and of matrices of a given rank whose entries are parametrised by arbitrary polynomials over the integers and modulo a prime $p$. In particular, in the integer case, we improve a recent bound…
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 investigate the spectral distribution of random matrix ensembles with correlated entries. We consider symmetric matrices with real valued entries and stochastically independent diagonals. Along the diagonals the entries may be…
We study the distribution of entries of a random permutation matrix under a "randomized basis," i.e., we conjugate the random permutation matrix by an independent random orthogonal matrix drawn from Haar measure. It is shown that under…
Random matrix ensembles with orthogonal and unitary symmetry correspond to the cases of real symmetric and Hermitian random matrices respectively. We show that the probability density function for the corresponding spacings between…
In this paper we give a simple, short, and self-contained proof for a non-trivial upper bound on the probability that a random $\pm 1$ symmetric matrix is singular.
We study the empirical spectral distribution (ESD) for complex n x n matrix polynomials of degree k. We obtain exact formulae for the almost sure limit of the ESD in two distinct scenarios: (1) n -> \infty with k constant and (2) k ->…