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Related papers: Random unistochastic matrices

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We give a generalization of the random matrix ensembles, including all lassical ensembles. Then we derive the joint density function of the generalized ensemble by one simple formula, which give a direct and unified way to compute the…

Mathematical Physics · Physics 2007-05-23 Jinpeng An , Zhengdong Wang , Kuihua Yan

Theory of Random Matrix Ensembles have proven to be a useful tool in the study of the statistical distribution of energy or transmission levels of a wide variety of physical systems. We give an overview of certain q-generalizations of the…

Disordered Systems and Neural Networks · Physics 2007-05-23 K. A. Muttalib , Y. Chen , M. E. H. Ismail

We introduce qustochastic matrices as the bistochastic matrices arising from quaternionic unitary matrices by replacing each entry with the square of its norm. This is the quaternionic analogue of the unistochastic matrices studied by…

Mathematical Physics · Physics 2009-03-18 Oleg Chterental , Dragomir Z. Djokovic

We study the spectrum of a random matrix, whose elements depend on the Euclidean distance between points randomly distributed in space. This problem is widely studied in the context of the Instantaneous Normal Modes of fluids and is…

Disordered Systems and Neural Networks · Physics 2009-10-31 M. Mezard , G. Parisi , A. Zee

A one-parameter random matrix model is proposed for describing the statistics of the local amplitudes and phases of electron eigenfunctions in a mesoscopic quantum dot in an arbitrary magnetic field. Comparison of the statistics obtained…

Condensed Matter · Physics 2009-10-28 E. Kanzieper , V. Freilikher

We present a Gaussian ensemble of random cyclic matrices on the real field and study their spectral fluctuations. These cyclic matrices are shown to be pseudo-symmetric with respect to generalized parity. We calculate the joint probability…

Mathematical Physics · Physics 2013-02-13 Sudhir R. Jain , Shashi C. L. Srivastava

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…

Statistical Mechanics · Physics 2007-05-23 John Evans , Fredrick Michael

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…

Probability · Mathematics 2014-09-10 Kenneth Maples , Joseph Najnudel , Ashkan Nikeghbali

Stochastic linear combinations of some random vectors are studied where the distribution of the random vectors and the joint distribution of their coefficients are Dirichlet. A method is provided for calculating the distribution of these…

Statistics Theory · Mathematics 2016-03-03 Hazhir Homei

Integrable differential identities, together with ensemble-specific initial conditions, provide an effective approach for the characterisation of relevant observables and state functions in random matrix theory. We develop this approach for…

Mathematical Physics · Physics 2026-05-04 Costanza Benassi , Marta Dell'Atti , Antonio Moro

It is known that hermitean random matrix ensembles can be identified with symmetric coset spaces of Lie groups, or else with tangent spaces of the same. This results in a classification of random matrix ensembles as well as applications in…

Mathematical Physics · Physics 2009-11-13 Ulrika Magnea

Given a random quantum state of multiple distinguishable or indistinguishable particles, we provide an effective method, rooted in symplectic geometry, to compute the joint probability distribution of the eigenvalues of its one-body reduced…

Quantum Physics · Physics 2014-10-21 Matthias Christandl , Brent Doran , Stavros Kousidis , Michael Walter

Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…

Mathematical Physics · Physics 2022-02-03 Joshua Feinberg , Roman Riser

We study the distribution of the least singular value associated to an ensemble of sparse random matrices. Our motivating example is the ensemble of $N\times N$ matrices whose entries are chosen independently from a Bernoulli distribution…

Probability · Mathematics 2019-01-25 Ziliang Che , Patrick Lopatto

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…

Functional Analysis · Mathematics 2022-08-25 Tom Needham , Clayton Shonkwiler

We consider symmetric and Hermitian random matrices whose entries are independent and symmetric random variables with an arbitrary variance pattern. Under a novel Short-to-Long Mixing condition, which is sharp in the sense that it precludes…

Probability · Mathematics 2025-11-12 Dang-Zheng Liu , Guangyi Zou

In this paper, an analysis of the undetected error probability of ensembles of binary matrices is presented. The ensemble called the Bernoulli ensemble whose members are considered as matrices generated from i.i.d. Bernoulli source is…

Information Theory · Computer Science 2008-04-08 Tadashi Wadayama

For a broad class of unitary ensembles of random matrices we demonstrate the universal nature of the Janossy densities of eigenvalues near the spectral edge, providing a different formulation of the probability distributions of the limiting…

Probability · Mathematics 2008-04-08 Brian Rider , Xin Zhou

The spectra of random feature matrices provide essential information on the conditioning of the linear system used in random feature regression problems and are thus connected to the consistency and generalization of random feature models.…

Machine Learning · Statistics 2022-12-13 Zhijun Chen , Hayden Schaeffer , Rachel Ward

The set of bistochastic or doubly stochastic N by N matrices form a convex set called Birkhoff's polytope, that we describe in some detail. Our problem is to characterize the set of unistochastic matrices as a subset of Birkhoff's polytope.…

Combinatorics · Mathematics 2009-11-10 Ingemar Bengtsson , Asa Ericsson , Marek Kus , Wojciech Tadej , Karol Zyczkowski