Related papers: Rigidity and Normal Modes in Random Matrix Spectra
In this paper we discuss general tridiagonal matrix models which are natural extensions of the ones given by Dumitriu and Edelman. We prove here the convergence of the distribution of the eigenvalues and compute the limiting distributions…
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…
In this work, the normal modes of a two-dimensional oscillating system have been studied from a theoretical and experimental point of view. The normal frequencies predicted by the Hessian matrix for a coupled two-dimensional particle system…
In this work, we study a class of random matrices which interpolate between the Wigner matrix model and various types of patterned random matrices such as random Toeplitz, Hankel, and circulant matrices. The interpolation mechanism is…
The Global Magnetorotational Instability (MRI) is investigated for a configuration in which the rotation frequency changes only in a narrow transition region. If the vertical wavelength of the unstable mode is of the same order or smaller…
We introduce the concept of natural connectivity as a robustness measure of complex networks. The natural connectivity has a clear physical meaning and a simple mathematical formulation. It characterizes the redundancy of alternative paths…
We consider nonnormal matrix-valued dynamical systems with discrete time. For an eigenvalue of matrix, the number of times it appears as a root of the characteristic polynomial is called the algebraic multiplicity. On the other hand, the…
We extend a recent theory of parametric correlations in the spectrum of random matrices to study the response to an external perturbation of eigenvalues near the soft edge of the support. We demonstrate by explicit non-perturbative…
This paper studies the spectral behavior of large dimensional Chatterjee's rank correlation matrix when observations are independent draws from a high-dimensional random vector with independent continuous components. We show that the…
Random matrix theory, which characterizes spectral distributions of infinitely large matrices, plays a central role across diverse fields, including high-dimensional data analysis, ecology, neuroscience, and machine learning. Among its key…
Consider a $N\times n$ matrix $\Sigma_n=\frac{1}{\sqrt{n}}R_n^{1/2}X_n$, where $R_n$ is a nonnegative definite Hermitian matrix and $X_n$ is a random matrix with i.i.d. real or complex standardized entries. The fluctuations of the linear…
Random matrix models consisting of normal matrices, defined by the sole constraint $[N^{\dag},N]=0$, will be explored. It is shown that cubic eigenvalue repulsion in the complex plane is universal with respect to the probability…
We consider polynomial transforms (polyspectra) of Berry's model -- the Euclidean Random Wave model -- and of Random Hyperspherical Harmonics. We determine the asymptotic behavior of variance for polyspectra of any order in the…
We prove nonasymptotic matrix concentration inequalities for the spectral norm of (sub)gaussian random matrices with centered independent entries that capture fluctuations at the Tracy-Widom scale. This considerably improves previous bounds…
We analyse the structure of the distribution of eigenvalues of the stock market correlation matrix with increasing length of the time series representing the price changes. We use 100 highly-capitalized stocks from the American market and…
We study fluctuation properties of embedded random matrix ensembles of non-interacting particles. For ensemble of two non-interacting particle systems, we find that unlike the spectra of classical random matrices, correlation functions are…
We propose a renormalization group (RG) approach to compare and collapse eigenvalue densities of random matrix models of complex systems across different system sizes. The approach is to fix a natural spectral scale by letting the model…
Consider a square random matrix with independent and identically distributed entries of mean zero and unit variance. We show that as the dimension tends to infinity, the spectral radius is equivalent to the square root of the dimension in…
We compute spectra of symmetric random matrices describing graphs with general modular structure and arbitrary inter- and intra-module degree distributions, subject only to the constraint of finite mean connectivities. We also evaluate…
The ensemble of random Markov matrices is introduced as a set of Markov or stochastic matrices with the maximal Shannon entropy. The statistical properties of the stationary distribution pi, the average entropy growth rate $h$ and the…