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It is known that the joint limit distribution of independent Wigner matrices satisfies a very special asymptotic independence, called freeness. We study the joint convergence of a few other patterned matrices, providing a framework to…

概率论 · 数学 2012-11-19 Arup Bose , Rajat Subhra Hazra , Koushik Saha

We investigate the joint convergence of independent random Toeplitz matrices with complex input entries that have a pair-correlation structure, along with deterministic Toeplitz matrices and the backward identity permutation matrix.…

概率论 · 数学 2024-10-22 Kartick Adhikari , Arup Bose , Shambhu Nath Maurya

For a sufficiently nice 2 dimensional shape, we define its approximating matrix (or patterned matrix) as a random matrix with iid entries arranged according to a given pattern. For large approximating matrices, we observe that the…

概率论 · 数学 2022-01-04 Tapesh Yadav

Patterned random matrices such as the reverse circulant, the symmetric circulant, the Toeplitz and the Hankel matrices and their almost sure limiting spectral distribution (LSD), have attracted much attention. Under the assumption that the…

概率论 · 数学 2022-03-14 Arup Bose , Koushik Saha , Priyanka Sen

We have calculated the joint probability distribution function for random reverse-cyclic matrices and shown that it is related to an N-body exactly solvable model. We refer to this well-known model potential as a screened harmonic…

数学物理 · 物理学 2013-02-13 Shashi C. L. Srivastava , Sudhir R. Jain

This article deals with the limiting spectral distribution and joint convergence of reverse circulant and symmetric circulant matrices with independent entries. These results are already proved in articles Bose and Sen (2008)…

概率论 · 数学 2022-02-15 Shambhu Nath Maurya

We establish the joint $*$-convergence of a random circulant matrix and a specific deterministic diagonal matrix. We also show that the empirical spectral distributions of skew-circulant and left skew-circulant random matrices converge…

概率论 · 数学 2026-05-18 Arup Bose , Pradeep Vishwakarma

Various ensembles of random matrices with independent entries are analyzed by the replica formalism in the large-N limit. A result on the Laplacian random matrix with Wigner-rescaling is generalized to arbitrary probability distribution.

统计力学 · 物理学 2009-11-11 Giovanni M. Cicuta , Henri Orland

In this paper we describe some properties of companion matrices and demonstrate some special patterns that arise when a Toeplitz or a Hankel matrix is multiplied by a related companion matrix. We present a new condition, generalizing known…

综合数学 · 数学 2014-11-18 Yousong Luo , Robin Hill

The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…

概率论 · 数学 2021-03-18 Arup Bose , Koushik Saha , Arusharka Sen , Priyanka Sen

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

It is a classical result of Wigner that for an hermitian matrix with independent entries on and above the diagonal, the mean empirical eigenvalue distribution converges weakly to the semicircle law as matrix size tends to infinity. In this…

概率论 · 数学 2007-07-17 Katrin Hofmann-Credner , Michael Stolz

We prove the universal asymptotically almost sure non-singularity of general Ginibre and Wigner ensembles of random matrices when the distribution of the entries are independent but not necessarily identically distributed and may depend on…

概率论 · 数学 2016-02-22 Paulo Manrique , Victor Pérez-Abreu , Rahul Roy

The model of heavy Wigner matrices generalizes the classical ensemble of Wigner matrices: the sub-diagonal entries are independent, identically distributed along to and out of the diagonal, and the moments its entries are of order 1/N,…

概率论 · 数学 2012-09-12 Camille Male

In this work, we study a class of random matrices which interpolate between the Wigner matrix model and various types of patterned random matrices such as random Toeplitz, Hankel, and circulant matrices. The interpolation mechanism is…

概率论 · 数学 2024-05-14 Frederick Rajasekaran

We prove that any non commutative polynomial of r independent copies of Wigner matrices converges a.s. towards the polynomial of r free semicircular variables in operator norm. This result extends a previous work of Haagerup and…

概率论 · 数学 2007-05-23 Mireille Capitaine , Catherine Donati-Martin

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

Limiting Spectral Distributions (LSD) of real symmetric patterned matrices have been well-studied. In this article, we consider skew-symmetric/anti-symmetric patterned random matrices and establish the LSDs of several common matrices. For…

概率论 · 数学 2014-02-18 Arup Bose , Soumendu Sundar Mukherjee

This paper considers random (non-Hermitian) circulant matrices, and proves several results analogous to recent theorems on non-Hermitian random matrices with independent entries. In particular, the limiting spectral distribution of a random…

概率论 · 数学 2011-02-01 Mark W. Meckes

We study the spectral norm of large rectangular random Toeplitz and circulant matrices with independent entries. For Toeplitz matrices, we show that the scaled norm converges to the norm of a bilinear operator defined via the pointwise…

概率论 · 数学 2025-09-05 Alexei Onatski
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