相关论文: Spectral Measures of Spiked Random Matrices

The spectral properties of a multilevel atomic system interacting with multiple electromagnetic fields, a modified inverted-Y system, have been theoretically investigated. In this study, a numerical matrix propagation method has been…

In this article we show the existence of limiting spectral distribution of a symmetric random matrix whose entries come from a stationary Gaussian process with covariances satisfying a summability condition. We provide an explicit…

Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…

We take on a Random Matrix theory viewpoint to study the spectrum of certain reversible Markov chains in random environment. As the number of states tends to infinity, we consider the global behavior of the spectrum, and the local behavior…

We define a graph to be $S$-regular if it contains an equitable partition given by a matrix $S$. These graphs are generalizations of both regular and bipartite, biregular graphs. An $S$-regular matrix is defined then as a matrix on an…

It is well established numerically that spectral statistics of pseudo-integrable models differs considerably from the reference statistics of integrable and chaotic systems. In [PRL,93 (2004) 254102] statistical properties of a certain…

The out-of-plane vibration of a rough surface causes an in-plane vibration of its speckle pattern when observed with a defocused optical photographic system. If the frequency of the oscillations is high enough, a time-averaged specklegram…

Let A and E be Hermitian self-adjoint matrices, where A is fixed and E a small perturbation. We study how the eigenvalues and eigenvectors of A+E depend on E, with the aim of obtaining first order formulas (and when possible also second…

In the spiked population model introduced by Johnstone (2001),the population covariance matrix has all its eigenvalues equal to unit except for a few fixed eigenvalues (spikes). The question is to quantify the effect of the perturbation…

Consider an $n \times p$ data matrix $X$ whose rows are independently sampled from a population with covariance $\Sigma$. When $n,p$ are both large, the eigenvalues of the sample covariance matrix are substantially different from those of…

In this paper, we consider the singular values and singular vectors of finite, low rank perturbations of large rectangular random matrices. Specifically, we prove almost sure convergence of the extreme singular values and appropriate…

We examine perturbations of eigenvalues and resonances for a class of multi-channel quantum mechanical model-Hamiltonians describing a particle interacting with a localized spin in dimension $d=1,2,3$. We consider unperturbed Hamiltonians…

To study how geometrical shape affect the light scattering properties for an ensemble of randomly orientated particles, the single scattering matrices including complete polarization information are calculated statistically for a group of…

We conduct a study of the aliased spectral densities of Mat\'ern covariance functions on a regular grid of points, providing clarity on the properties of a popular approximation based on stochastic partial differential equations; while…

We present an analytic method to determine spectral properties of the covariance matrices constructed of correlated Wishart random matrices. The method gives, in the limit of large matrices, exact analytic relations between the spectral…

Given the adjacency matrix of an undirected graph, we define a coupling of the spectral measures at the vertices, whose moments count the rooted closed paths in the graph. The resulting joint spectral measure verifies numerous interesting…

Concatenating matrices is a common technique for uncovering shared structures in data through singular value decomposition (SVD) and low-rank approximations. The fundamental question arises: How does the singular value spectrum of the…

Random optical fields with two widely different correlation lengths generate far field speckle spots that are themselves highly speckled. We call such patterns speckled speckle, and study their critical points (singularities and stationary…

We consider the convergence of the empirical spectral measures of random $N \times N$ unitary matrices. We give upper and lower bounds showing that the Kolmogorov distance between the spectral measure and the uniform measure on the unit…

We investigate joint spectral characteristics of a family of matrices $\mathcal F $, associated with products in the semigroup generated by $\mathcal F$. In the literature, extremal measures such as the well-known joint spectral radius and…