Related papers: Riemannian symmetric superspaces and their origin …
We analyze statistical properties of the complex system with conditions which manifests through specific constraints on the column/row sum of the matrix elements. The presence of additional constraints besides symmetry leads to new…
A homogeneous Riemannian space $(M= G/H,g)$ is called a geodesic orbit space (shortly, GO-space) if any geodesic is an orbit of one-parameter subgroup of the isometry group $G$. We study the structure of compact GO-spaces and give some…
We give a constructive proof for the superbosonization formula for invariant random matrix ensembles, which is the supersymmetry analog of the theory of Wishart matrices. Formulas are given for unitary, orthogonal and symplectic symmetry,…
Symmetric R-spaces can be characterized as real forms of Hermitian symmetric spaces, and as such, they are all embedded as Lagrangian submanifolds. We show that their maximal Weinstein tubular neighborhoods are dense and use this property…
The classical Gaussian ensembles of random matrices can be constructed by maximizing Boltzmann-Gibbs-Shannon's entropy, S_{BGS} = - \int d{\bf H} [P({\bf H})] \ln [P({\bf H})], with suitable constraints. Here we construct and analyze…
A submanifold of a Riemannian symmetric space is called parallel if its second fundamental form is a parallel section of the appropriate tensor bundle. We classify parallel submanifolds of the Grassmannian $\rmG^+_2(\R^{n+2})$ which…
Random matrix theory has proven very successful in the understanding of the spectra of chaotic systems. Depending on symmetry with respect to time reversal and the presence or absence of a spin 1/2 there are three ensembles, the Gaussian…
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…
In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parametrized non-extensive statistics power-law distribution are investigated. In the limit as q->1 the well known Gaussian…
We show that each classical pseudoriemann symmetric space G/H can be realized as space of pairs of complementary subspaces in a linear space. For each classical symmetric space we construct an open embedding to a grassmannian or to a…
Random matrix theory is a well-developed area of probability theory that has numerous connections with other areas of mathematics and its applications. Much of the literature in this area is concerned with matrices that possess many exact…
In this paper we generalize a result in [1], showing that an arbitrary Riemannian symmetric space can be realized as a closed submanifold of a covering group of the Lie group defining the symmetric space. Some properties of the subgroups of…
Random Matrix Theory is a powerful tool in applied mathematics. Three canonical models of random matrix distributions are the Gaussian Orthogonal, Unitary and Symplectic Ensembles. For matrix ensembles defined on k-fold tensor products of…
Many models for chaotic systems consist of joining two integrable systems with incompatible constants of motion. The quantum counterparts of such models have a propagator which factorizes into two integrable parts. Each part can be…
Composed ensembles of random unitary matrices are defined via products of matrices, each pertaining to a given canonical circular ensemble of Dyson. We investigate statistical properties of spectra of some composed ensembles and demonstrate…
Data which lie in the space $\mathcal{P}_{m\,}$, of $m \times m$ symmetric positive definite matrices, (sometimes called tensor data), play a fundamental role in applications including medical imaging, computer vision, and radar signal…
The collection of $d \times N$ complex matrices with prescribed column norms and prescribed (nonzero) singular values forms a compact algebraic variety, which we refer to as a frame space. Elements of frame spaces -- i.e., frames -- are…
Using the simple procedure, recently introduced, of dividing Gaussian matrices by a positive random variable, a family of random matrices is generated characterized by a behavior ruled by the generalized hyperbolic distribution. The…
Harmonic maps from Riemann surfaces arise from a conformally invariant variational problem. Therefore, on one hand, they are intimately connected with moduli spaces of Riemann surfaces, and on the other hand, because the conformal group is…
We apply Tsallis's q-indexed nonextensive entropy to formulate a random matrix theory (RMT), which may be suitable for systems with mixed regular-chaotic dynamics. We consider the super-extensive regime of q < 1. We obtain analytical…