相关论文: Limit Distribution of Eigenvalues for Random Hanke…

We consider the ensemble of $N\times N$ real random symmetric matrices $H_N^{(R)}$ obtained from the determinant form of the Ihara zeta function associated to random graphs $\Gamma_N^{(R)}$ of the long-range percolation radius model with…

We study the normalized eigenvalue counting measure d\sigma of matrices of long-range percolation model. These are (2n+1)\times (2n+1) random real symmetric matrices H=\{H(i,j)\}_{i,j} whose elements are independent random variables taking…

Let $X$ be a real $(\beta=1)$ or complex $(\beta=2)$ Ginibre ensemble. Let $\{\sigma_i\}_{1\le i\le n}$ be the eigenvalues of $X,$ and $Z_n$ be some rescaled version of $\max_i \Re \sigma_i.$ It was proved that $Z_n$ converges weakly to the…

"Toeplitzification" or "redundancy (spatial) averaging", the well-known routine for deriving the Toeplitz covariance matrix estimate from the standard sample covariance matrix, recently regained new attention due to the important Random…

This paper studies the behaviour of the empirical eigenvalue distribution of large random matrices W_N W_N* where W_N is a ML x N matrix, whose M block lines of dimensions L x N are mutually independent Hankel matrices constructed from…

We formulate gaussian and circular random-matrix models representing a coupled system consisting of an absorbing and an amplifying resonator, which are mutually related by a generalized time-reversal symmetry. Motivated by optical…

We consider the limiting spectral distribution of matrices of the form $\frac{1}{2b_{n}+1} (R + X)(R + X)^{*}$, where $X$ is an $n\times n$ band matrix of bandwidth $b_{n}$ and $R$ is a non random band matrix of bandwidth $b_{n}$. We show…

We study the limiting behavior of smooth linear statistics of the spectrum of random permutation matrices in the mesoscopic regime, when the permutation follows one of the Ewens measures on the symmetric group. If we apply a smooth enough…

Universality properties of the distribution of the generalized eigenvalues of a pencil of random Hankel matrices, arising in the solution of the exponential interpolation problem of a complex discrete stationary process, are proved under…

Let $\{x_{\alpha}\}_{\alpha \in \mathbb{Z}}$ and $\{y_{\alpha}\}_{\alpha \in \mathbb{Z}}$ be two independent collections of zero mean, unit variance random variables with uniformly bounded moments of all orders. Consider a nonsymmetric…

It is proved that the limiting distribution of the length of the longest weakly increasing subsequence in an inhomogeneous random word is related to the distribution function for the eigenvalues of a certain direct sum of Gaussian unitary…

We study the fluctuation behavior of individual eigenvalues of kernel matrices arising from dense graphon-based random graphs. Under minimal integrability and boundedness assumptions on the graphon, we establish distributional limits for…

We consider the family of N-dimensional real symmetric matrices H with random independent entries whose variance is determined by a function U((x-y)/b). In the limit of (relatively) narrow band width 1<<b<<N, we obtain explicitly first…

We study the distribution of complex eigenvalues $z_1,\ldots, z_N$ of random Hermitian $N\times N$ block band matrices with a complex deformation of a finite rank. Assuming that the width of the band $W$ grows faster than $\sqrt{N}$, we…

In this paper, we investigate properties of a symmetric Toeplitz matrix and a Hankel matrix by studying the components of its graph. To this end, we introduce the notion of ``weighted Toeplitz graph" and ``weighted Hankel graph", which are…

We consider some random band matrices with band-width $N^\mu$ whose entries are independent random variables with distribution tail in $x^{-\alpha}$. We consider the largest eigenvalues and the associated eigenvectors and prove the…

The limiting distribution of eigenvalues of N x N random matrices has many applications. One of the most studied ensembles are real symmetric matrices with independent entries iidrv; the limiting rescaled spectral measure (LRSM)…

We investigate spacing statistics $p(s)$ and distribution of eigenvalues $D(\epsilon)$ for ensembles of various real random matrices (of order $n \times n, n=2$ and $n>>2$) where the matrix-elements have various Probability Distribution…

We consider the empirical eigenvalue distribution for a class of non-Hermitian random block tridiagonal matrices $T$ with independent entries. The matrix has $n$ blocks on the diagonal and each block has size $\ell_n$, so the whole matrix…

We consider the limiting location and limiting distribution of the largest eigenvalue in real symmetric ($\beta$ = 1), Hermitian ($\beta$ = 2), and Hermitian self-dual ($\beta$ = 4) random matrix models with rank 1 external source. They are…