Related papers: Symmetric random matrices and the Pfaff lattice

Employing the currently discussed notion of pseudo-Hermiticity, we define a pseudo-unitary group. Further, we develop a random matrix theory which is invariant under such a group and call this ensemble of pseudo-Hermitian random matrices as…

Kolo\u{g}lu, Kopp and Miller compute the limiting spectral distribution of a certain class of real random matrix ensembles, known as $k$-block circulant ensembles, and discover that it is exactly equal to the eigenvalue distribution of an…

We study numerically and analytically the spectrum of incidence matrices of random labeled graphs on N vertices : any pair of vertices is connected by an edge with probability p. We give two algorithms to compute the moments of the…

We study the joint probability density of the eigenvalues of a product of rectangular real, complex or quaternion random matrices in a unified way. The random matrices are distributed according to arbitrary probability densities, whose only…

The spectral density of various ensembles of sparse symmetric random matrices is analyzed using the cavity method. We consider two cases: matrices whose associated graphs are locally tree-like, and sparse covariance matrices. We derive a…

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…

Curious spectral properties of an ensemble of random unitary matrices appearing in the quantization of a map p -> p+alpha, q -> q+f(p+alpha) in [Giraud et al. nlin.CD/0403033] are investigated. When alpha=m/n with integer co-prime m,n and…

For a large class of quantum systems the statistical properties of their spectrum show remarkable agreement with random matrix predictions. Recent advances show that the scope of random matrix theory is much wider. In this work, we show…

The Freud ensemble of random matrices is the unitary invariant ensemble corresponding to the weight $\exp(-n |x|^{\beta})$, $\beta>0$, on the real line. We consider the local behaviour of eigenvalues near zero, which exhibits a transition…

We show that a nearly square iid random integral matrix is surjective over the integral lattice with very high probability. This answers a question by Koplewitz. Our result extends to sparse matrices as well as to matrices of dependent…

We show that the dispersionless limits of the Pfaff-KP (also known as the DKP or Pfaff lattice) and the Pfaff-Toda hierarchies admit a reformulation through elliptic functions. In the elliptic form they look like natural elliptic…

We study limit distributions of independent random matrices as well as limit joint distributions of their blocks under normalized partial traces composed with classical expectation. In particular, we are concerned with the ensemble of…

The restricted isometry property (RIP) is a well-known matrix condition that provides state-of-the-art reconstruction guarantees for compressed sensing. While random matrices are known to satisfy this property with high probability,…

We analyze the eigenvalues of the adjacency matrices of a wide variety of random trees. Using general, broadly applicable arguments based on the interlacing inequalities for the eigenvalues of a principal submatrix of a Hermitian matrix and…

Recently the study of Fay-type identities revealed some new features of the DKP hierarchy (also known as "the coupled KP hierarchy" and "the Pfaff lattice"). Those results are now extended to a Toda version of the DKP hierarchy (tentatively…

We consider ensembles of real symmetric band matrices with entries drawn from an infinite sequence of exchangeable random variables, as far as the symmetry of the matrices permits. In general the entries of the upper triangular parts of…

We exhibit an explicit formula for the spectral density of a (large) random matrix which is a diagonal matrix whose spectral density converges, perturbated by the addition of a symmetric matrix with Gaussian entries and a given (small)…

We study n by n symmetric random matrices H, possibly discrete, with iid above-diagonal entries. We show that H is singular with probability at most exp(-n^c), and the spectral norm of the inverse of H is O(sqrt{n}). Furthermore, the…

A possibly fruitful extension of conventional random matrix ensembles is proposed by imposing symmetry constraints on conventional Hermitian matrices or parity-time- (PT-) symmetric matrices. To illustrate the main idea, we first study 2*2…

In the epsilon-regime of QCD the main features of the spectrum of the low-lying eigenvalues of the (euclidean) Dirac operator are expected to be described by a certain universality class of random matrix models. In particular, the latter…