Related papers: The spectrum of random matrices and integrable sys…
We examine the empirical distribution of the eigenvalues and the eigenvectors of adjacency matrices of sparse regular random graphs. We find that when the degree sequence of the graph slowly increases to infinity with the number of…
Recently, S\'a, Ribeiro and Prosen introduced complex spacing ratios to analyze eigenvalue correlations in non-Hermitian systems. At present there are no analytical results for the probability distribution of these ratios in the limit of…
We present a possible extension of the random-matrix theory, which is widely used to describe spectral fluctuations of chaotic systems. By considering the Kaniadakis non-Gaussian statistics, characterized by the index {\kappa}…
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…
In the framework of a random matrix description of chaotic quantum scattering the positions of $S-$matrix poles are given by complex eigenvalues $Z_i$ of an effective non-Hermitian random-matrix Hamiltonian. We put forward a conjecture on…
Sparse non-Hermitian random matrices arise in the study of disordered physical systems with asymmetric local interactions, and have applications ranging from neural networks to ecosystem dynamics. The spectral characteristics of these…
In the present note we consider a type of matrices stemming in the context of the numerical approximation of distributed order fractional differential equations (FDEs): from one side they could look standard, since they are, real, symmetric…
In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…
This paper investigates limiting spectral distribution of a high-dimensional Kendall's rank correlation matrix. The underlying population is allowed to have general dependence structure. The result no longer follows the generalized…
An ensemble of random unistochastic (orthostochastic) matrices is defined by taking squared moduli of elements of random unitary (orthogonal) matrices distributed according to the Haar measure on U(N) (or O(N), respectively). An ensemble of…
The discrete spectrum of complex banded matrices which are compact perturbations of the standard banded matrix of order $p$ is under consideration. The rate of stabilization for the matrix entries sharp in the sense of order which provides…
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)…
Consider an $n \times p$ data matrix $X$ whose rows are independently sampled from a population with covariance $\Sigma$. When $n,p$ are both large, the eigenvalues of the sample covariance matrix are substantially different from those of…
An elliptic random matrix $X$ is a square matrix whose $(i,j)$-entry $X_{ij}$ is independent of the rest of the entries except possibly $X_{ji}$. Elliptic random matrices generalize Wigner matrices and non-Hermitian random matrices with…
We study operators obtained by coupling an $n \times n$ random matrix from one of the Gaussian ensembles to the discrete Laplacian. We find the joint distribution of the eigenvalues and resonances of such operators. This is one of the…
Spectral and numerical properties of classes of random orthogonal butterfly matrices, as introduced by Parker (1995), are discussed, including the uniformity of eigenvalue distributions. These matrices are important because the…
We include the relativistic lattice KP hierarchy, introduced by Gibbons and Kupershmidt, into the $r$-matrix framework. An $r$-matrix account of the nonrelativistic lattice KP hierarchy is also provided for the reader's convenience. All…
We investigate the spread complexity of a generic two-level subsystem of a larger system to analyze the influence of energy level statistics, comparing chaotic and integrable systems. Initially focusing on the nearest-neighbor level…
We discuss how an eigenvalue perturbation formula for transfer operators of dynamical systems is related to exponential hitting time distributions and extreme value theory for processes generated by chaotic dynamical systems. We also list a…
We consider $N\times N$ Hermitian or symmetric random matrices with independent entries. The distribution of the $(i,j)$-th matrix element is given by a probability measure $\nu_{ij}$ whose first two moments coincide with those of the…