相关论文: Eigenvalue distributions of large Euclidean random…
The reflection matrix R=S^{\dagger}S, with S being the scattering matrix, differs from the unit one, when absorption is finite. Using the random matrix approach, we calculate analytically the distribution function of its eigenvalues in the…
The propagation of electromagnetic waves in unmagnetized periodic plasma media is studied using the semiclassical wave packet approximation. The formalism gives rise to Berry effect terms in the equation of motion. The Berry effect…
Two key types of inhomogeneous spatially dispersive media are described, both based on a spatially dispersive generalisation of the single resonance model of permittivity. The boundary conditions for two such media with different properties…
Pseudo-Hermitian operators appear in the solution of Maxwell's equations for stationary non-dispersive media with arbitrary (space-dependent) permittivity and permeability tensors. We offer an extension of the results in this direction to…
Consider a Hermitian matrix model under an external potential with spiked external source. When the external source is of rank one, we compute the limiting distribution of the largest eigenvalue for general, regular, analytic potential for…
A large i.i.d. random matrix with deterministic low-rank perturbation has been extensively studied, particularly in the aspects of the ESD (Empirical Spectral Distribution) and the outliers of eigenvalues. In this work, we investigate the…
We study random graphs with arbitrary distributions of expected degree and derive expressions for the spectra of their adjacency and modularity matrices. We give a complete prescription for calculating the spectra that is exact in the limit…
Multiscale problems are computationally costly to solve by direct simulation because the smallest scales must be represented over a domain determined by the largest scales of the problem. We have developed and analyzed new numerical methods…
We explore the limiting empirical eigenvalue distributions arising from matrices of the form \[A_{n+1} = \begin{bmatrix} A_n & I\\ I & A_n \end{bmatrix} , \]where $A_0$ is the adjacency matrix of a $k$-regular graph. We find that for…
We develop a field-theoretic framework, called radiant field theory, to calculate the distribution of transmission eigenvalues for coherent wave propagation in disordered media. At its core is a self-consistent transport equation for a…
We discuss non-Gaussian random matrices whose elements are random variables with heavy-tailed probability distributions. In probability theory heavy tails of the distributions describe rare but violent events which usually have dominant…
We study the eigenvalues and the eigenvectors of $N\times N$ structured random matrices of the form $H = W\tilde{H}W+D$ with diagonal matrices $D$ and $W$ and $\tilde{H}$ from the Gaussian Unitary Ensemble. Using the supersymmetry technique…
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…
In this text, based on elementary computations, we provide a perturbative expansion of the coordinates of the eigenvectors of a Hermitian matrix of large size perturbed by a random matrix with small operator norm whose entries in the…
In this paper we study an ensemble of random matrices called Elliptic Volatility Model, which arises in finance as models of stock returns. This model consists of a product of independent matrices $X = \Sigma Z $ where $Z$ is a $T$ by $S$…
Let $A$ be a $n\times n$ complex Hermitian matrix and let $\lambda(A)=(\lambda_1,\ldots,\lambda_n)\in \mathbb{R}^n$ denote the eigenvalues of $A$, counting multiplicities and arranged in non-increasing order. Motivated by problems arising…
Characterizing electromagnetic wave propagation in nonlinear and inhomogeneous media is of great interest from both theoretical and practical perspectives, even though it is extremely complicated. In fact, it is still an unresolved issue to…
Let M be an arbitrary Hermitian matrix of order n, and k be a positive integer less than or equal to n. We show that if k is large, the distribution of eigenvalues on the real line is almost the same for almost all principal submatrices of…
We investigate the statistical properties of eigenvalues of pseudo-Hermitian random matrices whose eigenvalues are real or complex conjugate. It is shown that when the spectrum splits into separated sets of real and complex conjugate…
We introduce a method for describing eigenvalue distributions of correlation matrices from multidimensional time series. Using our newly developed matrix H theory, we improve the description of eigenvalue spectra for empirical correlation…