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Related papers: Random unistochastic matrices

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We compute exact asymptotic of the statistical density of random matrices belonging to invariant random matrices ensemble (RMT) orthogonal, unitary and symplectic ensembles, where all its eigenvalues lie within the interval $[\sigma,…

Probability · Mathematics 2015-09-23 Mohamed Bouali

We investigate the spectral statistics of Hermitian matrices in which the elements are chosen uniformly from U (1), called the uni-modular ensemble (UME), in the limit of large matrix size. Using three complimentary methods; a…

Mathematical Physics · Physics 2017-09-13 Christopher H. Joyner , Uzy Smilansky , Hans A. Weidenmüller

Recently, the supersymmetry method was extended from Gaussian ensembles to arbitrary unitarily invariant matrix ensembles by generalizing the Hubbard-Stratonovich transformation. Here, we complete this extension by including arbitrary…

Mathematical Physics · Physics 2009-06-17 Mario Kieburg , Johan Grönqvist , Thomas Guhr

We use random matrix theory to study the spectrum of random geometric graphs, a fundamental model of spatial networks. Considering ensembles of random geometric graphs we look at short range correlations in the level spacings of the…

Physics and Society · Physics 2017-06-08 Carl P. Dettmann , Orestis Georgiou , Georgie Knight

We compute analytically the joint probability density of eigenvalues and the level spacing statistics for an ensemble of random matrices with interesting features. It is invariant under the standard symmetry groups (orthogonal and unitary)…

Statistical Mechanics · Physics 2015-07-21 Zdzisław Burda , Giacomo Livan , Pierpaolo Vivo

In this paper we construct a class of random matrix ensembles labelled by a real parameter $\alpha \in (0,1)$, whose eigenvalue density near zero behaves like $|x|^\alpha$. The eigenvalue spacing near zero scales like $1/N^{1/(1+\alpha)}$…

High Energy Physics - Theory · Physics 2015-06-26 Romuald A. Janik

We present a five-step method for the calculation of eigenvalue correlation functions for various ensembles of real random matrices, based upon the method of (skew-) orthogonal polynomials. This scheme systematises existing methods and also…

Mathematical Physics · Physics 2012-02-07 Anthony Mays

A structured random matrix ensemble that maintains constant modulus entries and unit-norm columns, often called a random phase-rotated (RPR) matrix, is considered in this paper. We analyze the coherence statistics of RPR measurement…

Signal Processing · Electrical Eng. & Systems 2019-10-23 Qiyou Duan , Taejoon Kim , Lin Dai , Erik Perrins

Orthogonal - unitary and symplectic - unitary crossover ensembles of random matrices are relevant in many contexts, especially in the study of time reversal symmetry breaking in quantum chaotic systems. Using skew-orthogonal polynomials we…

Mathematical Physics · Physics 2011-05-30 Santosh Kumar , Akhilesh Pandey

We introduce a new class of large structured random matrices characterized by four fundamental properties which we discuss. We prove that this class is stable under matrix-valued and pointwise non-linear operations. We then formulate an…

Probability · Mathematics 2025-06-09 Denis Bernard , Ludwig Hruza

We consider ensembles of random matrices, known as biorthogonal ensembles, whose eigenvalue probability density function can be written as a product of two determinants. These systems are closely related to multiple orthogonal functions. It…

Mathematical Physics · Physics 2012-08-13 Patrick Desrosiers , Peter J. Forrester

We review elementary properties of random matrices and discuss widely used mathematical methods for both hermitian and nonhermitian random matrix ensembles. Applications to a wide range of physics problems are summarized. This paper…

High Energy Physics - Phenomenology · Physics 2007-05-23 M. A. Stephanov , J. J. M. Verbaarschot , T. Wettig

We compute the joint distributions of arbitrary numbers of eigenvectors of real and complex symmetric random tensors by the quantum field theoretical methods which were previously used to compute the mean distributions. We obtain the random…

High Energy Physics - Theory · Physics 2026-05-12 Naoki Sasakura

We describe a framework for random pairwise comparisons matrices, inspired by selected constructions releted to the so called inconsistency reduction of pairwise comparisons (PC) matrices. In to build up structures on random pairwise…

Statistics Theory · Mathematics 2023-12-04 Jean-Pierre Magnot

A square matrix is called stochastic (or row-stochastic) if it is non-negative and has each row sum equal to unity. Here, we constitute an eigenvalue localization theorem for a stochastic matrix, by using its principal submatrices. As an…

Combinatorics · Mathematics 2016-05-02 Anirban Banerjee , Ranjit Mehatari

Random orthogonal matrices play an important role in probability and statistics, arising in multivariate analysis, directional statistics, and models of physical systems, among other areas. Calculations involving random orthogonal matrices…

Statistics Theory · Mathematics 2018-10-09 Michael Jauch , Peter D. Hoff , David B. Dunson

The circular unitary ensemble and its generalizations concern a random matrix from a compact classical group $\mathrm{U}(N)$, $\mathrm{SU}(N)$, $\mathrm{O}(N)$, $\mathrm{SO}(N)$ or $\mathrm{USp}(N)$ distributed according to the Haar…

Probability · Mathematics 2025-01-07 Bence Borda

Exact evaluation of $<{\rm Tr} S^p>$ is here performed for real symmetric matrices $S$ of arbitrary order $n$, up to some integer $p$, where the matrix entries are independent identically distributed random variables, with an arbitrary…

Statistical Mechanics · Physics 2009-11-10 Giovanni M. Cicuta

The permanent of unitary matrices and their blocks has attracted increasing attention in quantum physics and quantum computation because of connections with the Hong-Ou-Mandel effect and the Boson Sampling problem. In that context, it would…

Mathematical Physics · Physics 2021-07-05 Lucas H. Oliveira , Marcel Novaes

We investigate the eigenvalue statistics of random Bernoulli matrices, where the matrix elements are chosen independently from a binary set with equal probability. This is achieved by initiating a discrete random walk process over the space…

Mathematical Physics · Physics 2015-01-21 Christopher H. Joyner , Uzy Smilansky