相关论文: Circular law, Extreme Singular values and Potentia…

We consider powers of random matrices with independent entries. Let $X_{ij}, i,j\ge 1$, be independent complex random variables with $\E X_{ij}=0$ and $\E |X_{ij}|^2=1$ and let $\mathbf X$ denote an $n\times n$ matrix with $[\mathbf…

Let $A$ be an $n \times n$ random matrix with iid entries over a finite field of order $q$. Suppose that the entries do not take values in any additive coset of the field with probability greater than $1 - \alpha$ for some fixed $0 < \alpha…

We investigate the spectral distribution of random matrix ensembles with correlated entries. We consider symmetric matrices with real valued entries and stochastically independent diagonals. Along the diagonals the entries may be…

We theoretically and numerically investigated the threshold network model with a generic weight function where there were a large number of nodes and a high threshold. Our analysis was based on extreme value theory, which gave us a…

We prove the circular law for a class of non-Hermitian random block band matrices with genuinely sublinear bandwidth. Namely, we show there exists $\tau \in (0,1)$ so that if the bandwidth of the matrix $X$ is at least $n^{1-\tau}$ and the…

In the present paper, we prove that under the assumption of the finite sixth moment for elements of a Wigner matrix, the convergence rate of its empirical spectral distribution to the Wigner semicircular law in probability is $O(n^{-1/2})$…

An equation is obtained for the Stieltjes transform of the normalized distribution of singular values of non-symmetric band random matrices in the limit when the band width and rank of the matrix simultaneously tend to infinity. Conditions…

We study the singular values (and Lyapunov exponents) for products of $N$ independent $n\times n$ random matrices with i.i.d. entries. Such matrix products have been extensively analyzed using free probability, which applies when $n\to…

Exponential distributions appear in a wide range of applications including chemistry, nuclear physics, time series analyses, and stock market trends. There are conceivable circumstances in which one would be interested in the cumulative…

In this paper, we analyse singular values of a large $p\times n$ data matrix $\mathbf{X}_n= (\mathbf{x}_{n1},\ldots,\mathbf{x}_{nn})$ where the column $\mathbf{x}_{nj}$'s are independent $p$-dimensional vectors, possibly with different…

Bivariate partial-sums discrete probability distributions are defined. The question of the existence of a limit distribution for iterated partial summations is solved for finite-support bivariate distributions which satisfy conditions under…

The classical random matrix theory is mostly focused on asymptotic spectral properties of random matrices as their dimensions grow to infinity. At the same time many recent applications from convex geometry to functional analysis to…

Random matrix theory allows for the deduction of stability criteria for complex systems using only a summary knowledge of the statistics of the interactions between components. As such, results like the well-known elliptical law are…

We review briefly the concepts underlying complex systems and probability distributions. The later are often taken as the first quantitative characteristics of complex systems, allowing one to detect the possible occurrence of regularities…

This paper considers random (non-Hermitian) circulant matrices, and proves several results analogous to recent theorems on non-Hermitian random matrices with independent entries. In particular, the limiting spectral distribution of a random…

We apply the Law of Total Probability to the construction of scale-invariant probability distribution functions (pdfs), and require that probability measures be dimensionless and unitless under a continuous change of scales. If the…

Let $X_N$ be an $N\ts N$ random symmetric matrix with independent equidistributed entries. If the law $P$ of the entries has a finite second moment, it was shown by Wigner \cite{wigner} that the empirical distribution of the eigenvalues of…

A block Markov chain is a Markov chain whose state space can be partitioned into a finite number of clusters such that the transition probabilities only depend on the clusters. Block Markov chains thus serve as a model for Markov chains…

In probability theory, there is a tendency to treat one random variable with a given distribution as being just as good as any other. By and large this is fine because probability is (mostly) concerned with distributional properties of…

The distribution of singular values of the propagation operator in a random medium is investigated, in a backscattering configuration. Experiments are carried out with pulsed ultrasonic waves around 3 MHz, using an array of 64 programmable…