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We present a new approach, based on graphon theory, to finding the limiting spectral distributions of general Wigner-type matrices. This approach determines the moments of the limiting measures and the equations of their Stieltjes…

概率论 · 数学 2020-08-11 Yizhe Zhu

This paper develops an inferential framework for matrix completion when missing is not at random and without the requirement of strong signals. Our development is based on the observation that if the number of missing entries is small…

统计方法学 · 统计学 2023-08-07 Jungjun Choi , Ming Yuan

Several well-known results from the random matrix theory, such as Wigner's law and the Marchenko--Pastur law, can be interpreted (and proved) in terms of non-backtracking walks on a certain graph. Orthogonal polynomials with respect to the…

数学物理 · 物理学 2009-11-13 Sasha Sodin

We investigate the level spacing distribution for three ensembles of real symmetric matrices having additional structural constraint to reduce the number of independent entries to only $ (n+1)/2 $ in contrast to the $ n(n+1)/2 $ for a real…

数学物理 · 物理学 2022-12-13 Md. Sabir Ali , Shashi C. L. Srivastava

We consider the problem of characterizing entrywise functions that preserve the cone of positive definite matrices when applied to every off-diagonal element. Our results extend theorems of Schoenberg [Duke Math. J. 9], Rudin [Duke Math. J.…

经典分析与常微分方程 · 数学 2013-05-17 Dominique Guillot , Bala Rajaratnam

It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…

概率论 · 数学 2024-05-28 Terence Tao , Van Vu

It is well known that the product of two independent regularly varying random variables with the same tail index is again regularly varying with this index. In this paper, we provide sharp sufficient conditions for the regular variation…

概率论 · 数学 2019-03-27 Piotr Dyszewski , Thomas Mikosch

We show that the fluctuations of the largest eigenvalue of any generalized Wigner matrix $H$ converge to the Tracy-Widom laws at a rate nearly $O(N^{-1/3})$, as the matrix dimension $N$ tends to infinity. We allow the variances of the…

概率论 · 数学 2022-08-04 Kevin Schnelli , Yuanyuan Xu

We consider the nearest-neighbor spacing distributions of mixed random matrix ensembles interpolating between different symmetry classes, or between integrable and non-integrable systems. We derive analytical formulas for the spacing…

数学物理 · 物理学 2012-08-22 Sebastian Schierenberg , Falk Bruckmann , Tilo Wettig

We study the non-equilibrium stationary fluctuations of a symmetric zero-range process on the discrete interval $\{1, \ldots, N-1\}$ coupled to reservoirs at sites $1$ and $N-1$, which inject and remove particles at rates proportional to…

概率论 · 数学 2026-01-09 Patrícia Gonçalves , Adriana Neumann , Maria Chiara Ricciuti

The equivalence of regularity of a Q-matrix with its bounded perturbations is proved and a integration by parts formula is established for the associated Feller minimal transition functions.

概率论 · 数学 2016-11-07 Pei-Sen Li

In this note, we prove Gaussian field convergence of fluctuations of eigenvalues of random normal matrices in the interior of a quantum droplet.

概率论 · 数学 2019-12-19 Yacin Ameur , Haakan Hedenmalm , Nikolai Makarov

We consider the ``visible'' Wigner matrix, a Wigner matrix whose $(i, j)$-th entry is coerced to zero if $i, j$ are co-prime. Using a recent result from elementary number theory on co-primality patterns in integers, we show that the…

概率论 · 数学 2023-12-20 Arup Bose , Soumendu Sundar Mukherjee

The second part of the article is devoted to field transfers by diffraction that are represented by fractional Fourier transformations whose orders are complex numbers. The corresponding effects on the Wigner distributions associated with…

光学 · 物理学 2022-03-29 Pierre Pellat-Finet , Éric Fogret

In this short note we derive concentration inequalities for the empirical absolute moments of square symmetric matrices with independent symmetrically distributed +/-1 entries. Most of the previous results of this type are limited to…

概率论 · 数学 2017-04-25 Ilya Soloveychik , Vahid Tarokh

Can the behavior of a random matrix be improved by modifying a small fraction of its entries? Consider a random matrix $A$ with i.i.d. entries. We show that the operator norm of $A$ can be reduced to the optimal order $O(\sqrt{n})$ by…

概率论 · 数学 2017-11-02 Elizaveta Rebrova , Roman Vershynin

The purpose of this paper is to establish universality of the fluctuations of the largest eigenvalue of some non necessarily Gaussian complex Deformed Wigner Ensembles. The real model is also considered. Our approach is close to the one…

概率论 · 数学 2015-06-26 Delphine Féral , Sandrine Péché

A discussion of discrete Wigner functions in phase space related to mutually unbiased bases is presented. This approach requires mathematical assumptions which limits it to systems with density matrices defined on complex Hilbert spaces of…

量子物理 · 物理学 2009-11-11 Arthur O. Pittenger , Morton H. Rubin

We show that the distribution of (a suitable rescaling of) a single eigenvalue gap $\lambda_{i+1}(M_n)-\lambda_i(M_n)$ of a random Wigner matrix ensemble in the bulk is asymptotically given by the Gaudin-Mehta distribution, if the Wigner…

概率论 · 数学 2012-09-03 Terence Tao

Relationships are obtained expressing the breaking of spin-reversal symmetry by an external magnetic field in Gibbsian canonical equilibrium states of spin systems under specific assumptions. These relationships include an exact fluctuation…

统计力学 · 物理学 2015-06-05 Pierre Gaspard
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