Related papers: Symmetric random matrices and the Pfaff lattice
In this paper, we study the gap probability problem of the (symmetric) Jacobi unitary ensemble of Hermitian random matrices, namely the probability that the interval $(-a,a)\:(0<a<1)$ is free of eigenvalues. Using the ladder operator…
In several applications, one must estimate a real-valued (symmetric) Toeplitz covariance matrix, typically shifted by the conjugated diagonal matrices of phase progression and phase "calibration" errors. Unlike the Hermitian Toeplitz…
Matrix integrals used in random matrix theory for the study of eigenvalues of matrix ensembles have been shown to provide $ \tau $-functions for several hierarchies of integrable equations. In this paper, we construct the matrix integral…
We introduce the notion of \emph{joint spectrum} of a compact set of matrices $S \subset GL_d(\mathbb{C})$, which is a multi-dimensional generalization of the joint spectral radius. We begin with a thorough study of its properties (under…
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 paper, we consider the problem of deriving new eigenvalue distributions of real-valued Wishart matrices that arises in many scientific and engineering applications. The distributions are derived using the tools from the theory of…
Affinity has proven to be a useful tool for quantifying the non-equilibrium character of time continuous Markov processes since it serves as a measure for the breaking of time reversal symmetry. It has recently been conjectured that the…
We investigate the spectral statistics of an interacting fermionic system derived by projecting the Hubbard interaction onto the two lowest-energy, degenerate flat bands of the dice lattice subjected to a $\pi$-flux. Surprisingly, the…
We study the probability distribution of the ratio of consecutive level spacings for embedded one plus two-body random matrix ensembles with and without spin degree of freedom and for both fermion and boson systems. The agreement between…
When inferring parameters from a Gaussian-distributed data set by computing a likelihood, a covariance matrix is needed that describes the data errors and their correlations. If the covariance matrix is not known a priori, it may be…
It is a classical result of Wigner that for an hermitian matrix with independent entries on and above the diagonal, the mean empirical eigenvalue distribution converges weakly to the semicircle law as matrix size tends to infinity. In this…
Let $D$ be an oriented link diagram with the set of regions $\operatorname{r}_{D}$. We define a symmetric map (or matrix) $\operatorname{\tau}_{D}\colon\operatorname{r}_{D}\times \operatorname{r}_{D} \to \mathbb{Z}[x]$ that gives rise to an…
We prove the existence of the limiting spectral distribution (LSD) of symmetric triangular patterned matrices and also establish the joint convergence of sequences of such matrices. For the particular case of the symmetric triangular Wigner…
Correlation matrices are the sub-class of positive definite real matrices with all entries on the diagonal equal to unity. Earlier work has exhibited a parametrisation of the corresponding Cholesky factorisation in terms of partial…
It is shown that the correlation functions of the random variables $\det(\lambda - X)$, in which $X$ is a real symmetric $ N\times N$ random matrix, exhibit universal local statistics in the large $N$ limit. The derivation relies on an…
For two lacunary sequences $(M_{n,1})_{n\geq 2},(M_{n,2})_{n\geq 0}$ and suitable functions $f$ we introduce random matrix ensembles with \begin{equation*} X_{n,n'}=f(M_{n+n',1}x_1,M_{|n-n'|,2}x_2). \end{equation*} We prove weak convergence…
A unified classification and analysis is presented of two dimensional Dirac operators of QCD-like theories in the continuum as well as in a naive lattice discretization. Thereby we consider the quenched theory in the strong coupling limit.…
In this note, we show that the limiting spectral distribution of symmetric random matrices with stationary entries is absolutely continuous under some sufficient conditions. This result is applied to obtain sufficient conditions on a…
Understanding the singular value spectrum of a matrix $A \in \mathbb{R}^{n \times n}$ is a fundamental task in countless applications. In matrix multiplication time, it is possible to perform a full SVD and directly compute the singular…
In this article we show the existence of limiting spectral distribution of a symmetric random matrix whose entries come from a stationary Gaussian process with covariances satisfying a summability condition. We provide an explicit…