相关论文: Eigenvalue distributions of large Euclidean random…

We generalize the invariant imbedding theory of the wave propagation and derive new invariant imbedding equations for the propagation of arbitrary number of coupled waves of any kind in arbitrarily-inhomogeneous stratified media, where the…

The problem of estimating the smallest singular value of random square matrices is important in connection with matrix computations and analysis of the spectral distribution. In this survey, we consider recent developments in the study of…

Consider the chiral non-Hermitian random matrix ensemble with parameters $n$ and $v,$ and let $(\zeta_i)_{1\le i\le n}$ be its $n$ eigenvalues with positive $x$-coordinate. In this paper, we establish deviation probabilities and moderate…

Large H-selfadjoint random matrices are considered. The matrix $H$ is assumed to have one negative eigenvalue, hence the matrix in question has precisely one eigenvalue of nonpositive type. It is showed that this eigenvalue converges in…

Random matrix models consisting of normal matrices, defined by the sole constraint $[N^{\dag},N]=0$, will be explored. It is shown that cubic eigenvalue repulsion in the complex plane is universal with respect to the probability…

In this paper, we investigate the eigenvalue distribution of a class of kernel random matrices whose $(i,j)$-th entry is $f(X_i,X_j)$ where $f$ is a symmetric function belonging to the Paley-Wiener space $\mathcal{B}_c$ and $(X_i)_{1\leq i…

Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…

The impact of surface reflection on the statistics of transmission eigenvalues is a largely unexplored subject of fundamental and practical importance in statistical optics. Here, we develop a first-principles theory and confirm numerically…

We investigate the distribution of eigenvalues of weighted adjacency matrices from a specific ensemble of random graphs. We distribute $N$ vertices across a fixed number $\kappa$ of components, with asymptotically $\alpha_j \dot N$ vertices…

Correlation function of complex eigenvalues of N by N random matrices drawn from non-Hermitean random matrix ensemble of symplectic symmetry is given in terms of a quaternion determinant. Spectral properties of Gaussian ensembles are…

We consider large Hermitian matrices whose entries are defined by evaluating the exponential function along orbits of the skew-shift $\binom{j}{2} \omega+jy+x \mod 1$ for irrational $\omega$. We prove that the eigenvalue distribution of…

We prove quadratic eigenvalue perturbation bounds for generalized Hermitian eigenvalue problems. The bounds are proportional to the square of the norm of the perturbation matrices divided by the gap between the spectrums. Using the results…

We analyze mechanisms and regimes of wave packet spreading in nonlinear disordered media. We predict that wave packets can spread in two regimes of strong and weak chaos. We discuss resonance probabilities, nonlinear diffusion equations,…

Eigenvectors of matrices on a network have been used for understanding spectral clustering and influence of a vertex. For matrices with small geodesic-width, we propose a distributed iterative algorithm in this letter to find eigenvectors…

Let $\mathbf{W}$ be a correlated complex non-central Wishart matrix defined through $\mathbf{W}=\mathbf{X}^H\mathbf{X}$, where $\mathbf{X}$ is $n\times m \, (n\geq m)$ complex Gaussian with non-zero mean $\boldsymbol{\Upsilon}$ and…

We study the eigenvalue distribution of a random matrix, at a transition where a new connected component of the eigenvalue density support appears away from other connected components. Unlike previously studied critical points, which…

Consider the product of $m$ independent $n\times n$ random matrices from the spherical ensemble for $m\ge 1$. The empirical distribution based on the $n$ eigenvalues of the product is called the empirical spectral distribution. Two recent…

Spectral properties of Hermitian Toeplitz, Hankel, and Toeplitz-plus-Hankel random matrices with independent identically distributed entries are investigated. Combining numerical and analytic arguments it is demonstrated that spectral…

In this survey, we discuss some basic problems concerning random matrices with discrete distributions. Several new results, tools and conjectures will be presented.

We review our recent results on pseudo-hermitian random matrix theory which were hitherto presented in various conferences and talks. (Detailed accounts of our work will appear soon in separate publications.) Following an introduction of…