相关论文: Parametrising correlation matrices

We discuss spectral correlations in coarse-grained chaotic two-dimensional CFTs with large central charge. We study a partition function describing the dense part of the spectrum of primary states in a way that disentangles the chaotic…

A superposition of a matrix ensemble refers to the ensemble constructed from two independent copies of the original, while a decimation refers to the formation of a new ensemble by observing only every second eigenvalue. In the cases of the…

The question of when zeros (i.e., sparsity) in a positive definite matrix $A$ are preserved in its Cholesky decomposition, and vice versa, was addressed by Paulsen et al. in the Journal of Functional Analysis (85, pp151-178). In particular,…

Smoothness of the subdiagonals of the Cholesky factor of large covariance matrices is closely related to the degrees of nonstationarity of autoregressive models for time series and longitudinal data. Heuristically, one expects for a nearly…

The Cholesky decomposition plays an important role in finding the inverse of the correlation matrices. As it is a fast and numerically stable for linear system solving, inversion, and factorization compared to singular valued decomposition…

We study the induced spherical ensemble of non-Hermitian matrices with real quaternion entries (considering each quaternion as a $2\times 2$ complex matrix). We define the ensemble by the matrix probability distribution function that is…

We analyze the spectral distribution of symmetric random matrices with correlated entries. While we assume that the diagonals of these random matrices are stochastically independent, the elements of the diagonals are taken to be correlated.…

Matrix properties are a type of property of categories which includes the ones of being Mal'tsev, arithmetical, majority, unital, strongly unital and subtractive. Recently, an algorithm has been developed to determine implications…

A growing body of research on probabilistic programs and causal models has highlighted the need to reason compositionally about model classes that extend directed graphical models. Both probabilistic programs and causal models define a…

Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…

Asymptotic distribution for the proportional covariance model under multivariate normal distributions is derived. To this end, the parametrization of the common covariance matrix by its Cholesky root is adopted. The derivations are made in…

We investigate the spectral distribution of random matrix ensembles with correlated entries. We consider symmetric matrices with real valued entries and stochastically independent diagonals. Along the diagonals the entries may be…

The particular symmetry of the random-phase-approximation (RPA) matrix has been utilized in the past to reduce the RPA eigenvalue problem into a symmetric-matrix problem of half the dimension. The condition of positive definiteness of at…

We investigate the universality of microscopic eigenvalue correlations for Random Matrix Theories with the global symmetries of the QCD partition function. In this article we analyze the case of real valued chiral Random Matrix Theories…

We consider a Hamiltonian $H$ which is the sum of a deterministic part $H_0$ and of a random potential $V$. For finite $N \times N$ matrices, following a method introduced by Kazakov, we derive a representation of the correlation functions…

A real symmetric matrix $M$ is completely positive semidefinite if it admits a Gram representation by (Hermitian) positive semidefinite matrices of any size $d$. The smallest such $d$ is called the (complex) completely positive semidefinite…

This paper continues the authors' work on the question of unitary equivalence of matrices with entries in the complex-valued functions of a topological space (matrices over spaces). Specifically, we here consider the question of unitary…

Integrable theory is formulated for correlation functions of characteristic polynomials associated with invariant non-Gaussian ensembles of Hermitean random matrices. By embedding the correlation functions of interest into a more general…

We analyze the empirical spectral distribution of random periodic band matrices with correlated entries. The correlation structure we study was first introduced in 2015 by Hochst\"attler, Kirsch and Warzel, who named their setup "almost…

Simulating sample correlation matrices is important in many areas of statistics. Approaches such as generating Gaussian data and finding their sample correlation matrix or generating random uniform $[-1,1]$ deviates as pairwise correlations…