Related papers: Analytical Results for Random Band Matrices with P…
We examine the empirical distribution of the eigenvalues and the eigenvectors of adjacency matrices of sparse regular random graphs. We find that when the degree sequence of the graph slowly increases to infinity with the number of…
This paper is concerned with complex eigenvalues of truncated unitary quaternion matrices equipped with the Haar measure. The joint eigenvalue probability density function is obtained for truncations of any size. We also obtain the spectral…
We propose a real-space approach explaining and controlling the occurrence of edge-localized gap states between the spectral quasibands of binary tight binding chains with deterministic aperiodic long-range order. The framework is applied…
The paper is devoted to the derivation of random unitary matrices whose spectral statistics is the same as statistics of quantum eigenvalues of certain deterministic two-dimensional barrier billiards. These random matrices are extracted…
Non-asymptotic theory of random matrices strives to investigate the spectral properties of random matrices, which are valid with high probability for matrices of a large fixed size. Results obtained in this framework find their applications…
We generally study the density of eigenvalues in unitary ensembles of random matrices from the recurrence coefficients with regularly varying conditions for the orthogonal polynomials. First we calculate directly the moments of the density.…
A new technique towards finding asymptotic normalization coefficients in the complex-ranged Gaussian basis is presented. It is shown that a diagonalisation procedure for the total Hamiltonian matrix in the given basis results in…
We investigate concentration properties of spectral measures of Hermitian random matrices with partially dependent entries. More precisely, let $X_n$ be a Hermitian random matrix of size $n\times n$ that can be split into independent blocks…
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…
The paper continues previous works which study the behavior of second correlation function of characteristic polynomials of the special case of $n\times n$ one-dimensional Gaussian Hermitian random band matrices, when the covariance of the…
We prove the universality for the eigenvalue gap statistics in the bulk of the spectrum for band matrices, in the regime where the band width is comparable with the dimension of the matrix, $W\sim N$. All previous results concerning…
We show in this note that the asymptotic spectral distribution, location and distribution of the largest eigenvalue of a large class of random density matrices coincide with that of Wishart-type random matrices using proper scaling. As an…
In this paper, we investigate the asymptotic properties of nonparametric Bayesian mixtures of Betas for estimating a smooth density on $[0,1]$. We consider a parametrization of Beta distributions in terms of mean and scale parameters and…
We use supersymmetry to calculate exact spectral densities for a class of complex random matrix models having the form $M=S+LXR$, where $X$ is a random noise part $X$ and $S,L,R$ are fixed structure parts. This is a certain version of the…
We consider random matrix ensembles on the set of Hermitian matrices that are heavy tailed, in particular not all moments exist, and that are invariant under the conjugate action of the unitary group. The latter property entails that the…
We present some extensions of Bernstein's concentration inequality for random matrices. This inequality has become a useful and powerful tool for many problems in statistics, signal processing and theoretical computer science. The main…
The distribution of eigenvalues of N times N random matrices in the limit N to infinity is the solution to a variational principle that determines the ground state energy of a confined fluid of classical unit charges. This fact is a…
We suggest a method of studying the joint probability density (JPD) of an eigenvalue and the associated 'non-orthogonality overlap factor' (also known as the 'eigenvalue condition number') of the left and right eigenvectors for…
This paper is about models for a vector of probabilities whose elements must have a multiplicative structure and sum to 1 at the same time; in certain applications, as basket analysis, these models may be seen as a constrained version of…
We compare the spectrum and the localisation properties of the eigenmodes of the Laplacian and the adjacency matrix of 2D random geometric graphs, using numerical diagonalization of these matrices for different system sizes and…