相关论文: Circular law, Extreme Singular values and Potentia…
We consider non-Hermitian random matrices $X \in \mathbb{C}^{n \times n}$ with general decaying correlations between their entries. For large $n$, the empirical spectral distribution is well approximated by a deterministic density,…
We study the distribution of maxima (Extreme Value Statistics) for sequences of observables computed along orbits generated by random transformations. The underlying, deterministic, dynamical system can be regular or chaotic. In the former…
We study the empirical spectral distribution (ESD) for complex n x n matrix polynomials of degree k. We obtain exact formulae for the almost sure limit of the ESD in two distinct scenarios: (1) n -> \infty with k constant and (2) k ->…
Let $n$ be a large integer and $M_n$ be a random $n$ by $n$ matrix whose entries are i.i.d. Bernoulli random variables (each entry is $\pm 1$ with probability 1/2). We show that the probability that $M_n$ is singular is at most $(3/4…
We equip the polytope of $n\times n$ Markov matrices with the normalized trace of the Lebesgue measure of $\mathbb{R}^{n^2}$. This probability space provides random Markov matrices, with i.i.d. rows following the Dirichlet distribution of…
It is known that the empirical spectral distribution of random matrices obtained from linear codes of increasing length converges to the well-known Marchenko-Pastur law, if the Hamming distance of the dual codes is at least 5. In this…
In this paper we study the distribution of hitting times for a class of random dynamical systems. We prove that for invariant measures with super-polynomial decay of correlations hitting times to dynamically defined cylinders satisfy…
We review the random matrix theory describing elastic scattering through zero-dimensional ballistic cavities (having chaotic classical dynamics) and quasi-one dimensional disordered systems. In zero dimension, general symmetry…
We consider an ensemble of $2\times 2$ normal matrices with complex entries representing operators in the quantum mechanics of 2 - level parity-time reversal (PT) symmetric systems. The randomness of the ensemble is endowed by obtaining…
A well-known conjecture states that a random symmetric $n \times n$ matrix with entries in $\{-1,1\}$ is singular with probability $\Theta\big( n^2 2^{-n} \big)$. In this paper we prove that the probability of this event is at most…
The circular and Jacobi ensembles of random matrices have their eigenvalue support on the unit circle of the complex plane and the interval $(0,1)$ of the real line respectively. The averaged value of the modulus of the corresponding…
One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…
We review some applications of central limit theorems and extreme values statistics in the context of disordered systems. We discuss several problems, in particular concerning Random Matrix Theory and the generalisation of the Tracy-Widom…
We consider a class of rotationally invariant unitary random matrix ensembles where the eigenvalue density falls off as an inverse power law. Under a new scaling appropriate for such power law densities (different from the scaling required…
Probability is an important question in the ontological interpretation of quantum mechanics. It has been discussed in some trajectory interpretations such as Bohmian mechanics and stochastic mechanics. New questions arise when the…
We consider a generalization of the fixed and bounded trace ensembles introduced by Bronk and Rosenzweig up to an arbitrary polynomial potential. In the large-N limit we prove that the two are equivalent and that their eigenvalue…
In this paper, we derive a joint central limit theorem for random vector whose components are function of random sesquilinear forms. This result is a natural extension of the existing central limit theory on random quadratic forms. We also…
We consider the inverse random potential scattering problem for the two- and three-dimensional biharmonic wave equation in lossy media. The potential is assumed to be a microlocally isotropic Gaussian rough field. The main contributions of…
In this paper, we give random matrix theory approach to the quantum mechanics using the quantum Hamilton-Jacobi formalism. We show that the bound state problems in quantum mechanics are analogous to solving Gaussian unitary ensemble of…
Suppose $X_p$ is a real $p \times n$ matrix with independent entries and consider the (unscaled) sample covariance matrix $S_p=X_pX_p^T$. The Marchenko-Pastur law was discovered as the limit of the bulk distribution of the sample covariance…