Related papers: Eigenvalue Statistics for CMV Matrices: From Poiss…
The framework of spherical transforms and P\'olya ensembles is of utility in deriving structured analytic results for sums and products of random matrices in a unified way. In the present work, we will carry over this framework to study…
Introduced in the early days of random matrix theory, the autocovariances $\delta I^j_k={\rm cov}(s_j, s_{j+k})$ of level spacings $\{s_j\}$ accommodate a detailed information on correlations between individual eigenlevels. It was first…
This paper studies beta ensembles on the real line in a high temperature regime, that is, the regime where $\beta N \to const \in (0, \infty)$, with $N$ the system size and $\beta$ the inverse temperature. In this regime, the convergence to…
For purely leptonic decays of pseudoscalar mesons, the decay rates are related to the product of the relevant weak interaction-based CKM matrix element of the constituent quarks on the one hand, and the strong interaction parameter, the…
The paper considers high frequency sampled multivariate continuous-time ARMA (MCARMA) models, and derives the asymptotic behavior of the sample autocovariance function to a normal random matrix. Moreover, we obtain the asymptotic behavior…
We investigate the statistical properties of the eigenvalues and eigenvectors in a random matrix ensemble with $H_{ij}\sim |i-j|^{-\mu}$. It is known that this model shows a localization-delocalization transition (LDT) as a function of the…
Let $\theta_1,\ldots,\theta_n$ be random variables from Dyson's circular $\beta$-ensemble with probability density function $\operatorname {Const}\cdot\prod_{1\leq j<k\leq n}|e^{i\theta_j}-e^{i\theta _k}|^{\beta}$. For each $n\geq2$ and…
Principal component analysis (PCA) is a widely used technique for dimension reduction. As datasets continue to grow in size, distributed-PCA (DPCA) has become an active research area. A key challenge in DPCA lies in efficiently aggregating…
We consider the empirical eigenvalue distribution of an $m\times m$ principal submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. For $n$ and $m$ large with $\frac{m}{n}=\alpha$, the empirical spectral…
We study the local eigenvalue statistics (LES) associated with one-dimensional lattice models of random polymers. We consider models constructed from two polymers. Each polymer is a finite interval of lattice points with a finite potential.…
The Cavity Master Equation (CME) is a closure scheme to the usual Master Equation representing the dynamics of discrete variables in continuous time. In this work we explore the CME for a ferromagnetic model in a random graph. We first…
We establish a general framework to explore parametric statistics of individual energy levels in unitary random matrix ensembles. For a generic confinement potential $W(H)$, we (i) find the joint distribution functions of the eigenvalues of…
It is known that a unitary matrix can be decomposed into a product of reflections, one for each dimension, and the Haar measure on the unitary group pushes forward to independent uniform measures on the reflections. We consider the sequence…
We study the distribution of the minimum spacing between eigenvalues of a random n by n unitary matrix. The minimum spacing scales as $n^{-4/3}$, not $n^{-2}$ as would be the case for n independent points on the unit circle, illustrating…
We consider the eigenvalues of sample covariance matrices of the form $\mathcal{Q}=(\Sigma^{1/2}X)(\Sigma^{1/2}X)^*$. The sample $X$ is an $M\times N$ rectangular random matrix with real independent entries and the population covariance…
We investigate the eigenvalues and eigenvectors of the staggered Dirac operator in the vicinity of the chiral phase transition of quenched SU(3) lattice gauge theory. We consider both the global features of the spectrum and the local…
We are interested in two random matrix ensembles related to permutations: the ensemble of permutation matrices following Ewens' distribution of a given parameter $\theta >0$, and its modification where entries equal to $1$ in the matrices…
We consider the empirical eigenvalue distribution of an $m\times m$ principle submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. Earlier work of Petz and R\'effy identified the limiting spectral measure…
We consider real symmetric or complex hermitian random matrices with correlated entries. We prove local laws for the resolvent and universality of the local eigenvalue statistics in the bulk of the spectrum. The correlations have fast decay…
The spontaneous relaxation rates for an atom in free space and close to an absorbing surface are calculated to various orders of the electromagnetic multipole expansion. The spontaneous decay rates for dipole, quadrupole and octupole…