Related papers: The spectrum of random matrices and integrable sys…

We study the gaps between consecutive singular values of random rectangular matrices. Specifically, if $M$ is an $n \times p$ random matrix with independent and identically distributed entries and $\Sigma$ is a $n \times n$ deterministic…

In this paper, we study the empirical spectral distribution of Spearman's rank correlation matrices, under the assumption that the observations are independent and identically distributed random vectors and the features are correlated. We…

We study multiplicative statistics for the eigenvalues of unitarily-invariant Hermitian random matrix models. We consider one-cut regular polynomial potentials and a large class of multiplicative statistics. We show that in the large matrix…

Random matrices whose entries come from a stationary Gaussian process are studied. The limiting behavior of the eigenvalues as the size of the matrix goes to infinity is the main subject of interest in this work. It is shown that the…

Using random matrix technique we determine an exact relation between the eigenvalue spectrum of the covariance matrix and of its estimator. This relation can be used in practice to compute eigenvalue invariants of the covariance…

We consider the joint distribution of real and imaginary parts of eigenvalues of random matrices with independent entries with mean zero and unit variance. We prove the convergence of this distribution to the uniform distribution on the…

Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…

We calculate the probability distribution of the matrix Q = -i \hbar S^{-1} dS/dE for a chaotic system with scattering matrix S at energy E. The eigenvalues \tau_j of Q are the so-called proper delay times, introduced by E. P. Wigner and F.…

We calculate the joint probability distribution of the Wigner-Smith time-delay matrix $Q=-i\hbar S^{-1} \partial S/\partial \epsilon$ and the scattering matrix $S$ for scattering from a chaotic cavity with ideal point contacts. Hereto we…

We introduce a new random matrix model called distance covariance matrix in this paper, whose normalized trace is equivalent to the distance covariance. We first derive a deterministic limit for the eigenvalue distribution of the distance…

In this review we discuss the relationship between random matrix theories and symmetric spaces. We show that the integration manifolds of random matrix theories, the eigenvalue distribution, and the Dyson and boundary indices characterizing…

We consider the empirical eigenvalue distribution of random real symmetric matrices with stochastically independent skew-diagonals and study its limit if the matrix size tends to infinity. We allow correlations between entries on the same…

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…

We define a class of random matrix ensembles that pertain to random looped polymers. Such random looped polymers are a possible model for bio-polymers such as chromatin in the cell nucleus. It is shown that the distribution of the largest…

There are well-known constructions of integrable systems which are chains of infinitely many copies of the equations of the KP hierarchy ``glued'' together with some additional variables, e.g., the modified KP hierarchy. Another…

We consider the adjacency matrices of sparse random graphs from the Chung-Lu model, where edges are added independently between the $N$ vertices with varying probabilities $p_{ij}$. The rank of the matrix $(p_{ij})$ is some fixed positive…

We compute the spectral density for ensembles of of sparse symmetric random matrices using replica, managing to circumvent difficulties that have been encountered in earlier approaches along the lines first suggested in a seminal paper by…

We introduce a random matrix model where the entries are dependent across both rows and columns. More precisely, we investigate matrices of the form $\X=(X_{(i-1)n+t})_{it}\in\R^{p\times n}$ derived from a linear process $X_t=\sum_j c_j…

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…

We study the spectral properties of the transfer matrix for a gonihedric random surface model on a three-dimensional lattice. The transfer matrix is indexed by generalized loops in a natural fashion and is invariant under a group of motions…