Related papers: Real symmetric random matrices and replicas

In this paper we study the cokernels of various random integral matrix models, including random symmetric, random skew-symmetric, and random Laplacian matrices. We provide a systematic method to establish universality under very general…

The Wishart probability distribution on symmetricmatrices has been initially defined by mean of the multivariateGaussian distribution as an of the chi-square distribution. A moregeneral definition is given using results for harmonic…

In this paper, we survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner Hermitian random matrix ensembles, focusing on the Four Moment Theorem and its refinements and applications,…

By using the matrix formulation of the two-step approach to distributions of patterns in random sequences, recurrence and explicit formulas for the generating functions of successions in random permutations of arbitrary multisets are…

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 consider increasingly complex models of matrix denoising and dictionary learning in the Bayes-optimal setting, in the challenging regime where the matrices to infer have a rank growing linearly with the system size. This is in contrast…

We give an overview of the recursive characterisations of random matrix ensembles that are currently at the forefront of random matrix theory by way of studying two classes of ensembles using two different types of recursive schemes:…

We analyse products of random $R\times R$ matrices by means of a variant of the replica trick which was recently introduced for one-dimensional disordered Ising models. The replicated transfer matrix can be block-diagonalized with help of…

We extend the random characteristics approach to Wigner matrices whose entries are not required to have a normal distribution. As an application, we give a simple and fully dynamical proof of the weak local semicircle law in the bulk.

Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…

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…

Integer sequences where each element is determined by a previous randomly chosen element are investigated analytically. In particular, the random geometric series x_n=2x_p with 0<=p<=n-1 is studied. At large n, the moments grow…

We study random normal matrix models whose eigenvalues tend to be distributed within a narrow "band" around the unit circle of width proportional to $\frac1n$, where $n$ is the size of matrices. For general radially symmetric potentials…

We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…

In this paper we consider a new normalization of matrices obtained by choosing distinct codewords at random from linear codes over finite fields and find that under some natural algebraic conditions of the codes their empirical spectral…

This Chapter outlines the replica approach in Random Matrix Theory. Both fermionic and bosonic versions of the replica limit are introduced and its trickery is discussed. A brief overview of early heuristic treatments of zero-dimensional…

We investigate parameter identifiability of spectral distributions of random matrices. In particular, we treat compound Wishart type and signal-plus-noise type. We show that each model is identifiable up to some kind of rotation of…

Suppose that A_1,\dots, A_N are independent random matrices whose atoms are iid copies of a random variable \xi of mean zero and variance one. It is known from the works of Newman et. al. in the late 80s that when \xi is gaussian then…

We compute the limit distribution of partial transposes (when both the number and the size of blocks tends to infinity) for a large class of ensembles of unitarily invariant random matrices. Furthermore, it is shown the asymptotic freeness…

We show that the Riemannian Gaussian distributions on symmetric spaces, introduced in recent years, are of standard random matrix type. We exploit this to compute analytically marginals of the probability density functions. This can be done…