相关论文: Density of eigenvalues of random normal matrices

We prove the universality for the eigenvalue gap statistics in the bulk of the spectrum for band matrices, in the regime where the band width is comparable with the dimension of the matrix, $W\sim N$. All previous results concerning…

We derive the exact form of the eigenvalue spectra of correlation matrices derived from a set of time-shifted, finite Brownian random walks (time-series). These matrices can be seen as random, real, asymmetric matrices with a special…

In this paper we consider Wigner random matrices -- symmetric n by n random matrices whose entries are independent identically distributed real random variables. We prove that the probability distribution of one or several eigenvalues close…

Using a character expansion method, we calculate exactly the eigenvalue density of random matrices of the form M^\dagger M where M is a complex matrix drawn from a normalized distribution P(M) ~ exp(-\Tr(A M B M^\dagger) with A and B…

We consider a class of sparse random matrices, which includes the adjacency matrix of Erd\H{o}s-R\'enyi graph ${\bf G}(N,p)$. For $N^{-1+o(1)}\leq p\leq 1/2$, we show that the non-trivial edge eigenvectors are asymptotically jointly normal.…

In the recent paper [17] the first experimental determination of the density matrix of a free electron beam has been reported. The employed method leads to a linear inverse problem with a positive semidefinite operator as unknown. The…

We study the statistical properties of eigenvalues of the Hessian matrix ${\cal H}$ (matrix of second derivatives of the potential energy) for a classical atomic liquid, and compare these properties with predictions for random matrix models…

We study statistical properties of a class of band random matrices which naturally appears in systems of interacting particles. The local spectral density is shown to follow the Breit-Wigner distribution in both localized and delocalized…

Copulas are known to satisfy a number of regularity properties, and one might therefore believe that their densities, when they exist, admit a certain degree of regularity themselves. We show that this is not true in general by constructing…

In 2003, van Dam and Haemers posed a fundamental question in spectral graph theory: does there exist a ``sensible'' matrix whose spectrum determines a random graph up to isomorphism? This paper introduces the class of {\em natural graph…

We consider a Wigner-type ensemble, i.e. large hermitian $N\times N$ random matrices $H=H^*$ with centered independent entries and with a general matrix of variances $S_{xy}=\mathbb E|H_{xy}|^2$. The norm of $H$ is asymptotically given by…

Consider the matrix $A_{\mathcal{G}}$ chosen uniformly at random from the finite set of all $N$-dimensional matrices of zero main-diagonal and binary entries, having each row and column of $A_{\mathcal{G}}$ sum to $d$. That is, the…

We consider a set of probability measures on a finite event space $\Omega$. The mutual affinity is introduced in terms of the spectrum of the associated Gram matrix. We show that, for randomly chosen measures, the empirical eigenvalue…

We extend a recent theory of parametric correlations in the spectrum of random matrices to study the response to an external perturbation of eigenvalues near the soft edge of the support. We demonstrate by explicit non-perturbative…

The circular and Jacobi ensembles of random matrices have their eigenvalue support on the unit circle of the complex plane and the interval $(0,1)$ of the real line respectively. The averaged value of the modulus of the corresponding…

We are interested in the challenging problem of modelling densities on Riemannian manifolds with a known symmetry group using normalising flows. This has many potential applications in physical sciences such as molecular dynamics and…

It has been observed that the statistical distribution of the eigenvalues of random matrices possesses universal properties, independent of the probability law of the stochastic matrix. In this article we find the correlation functions of…

We present an alternative proof of asymptotic freeness of independent sample covariance matrices, when the dimension and the sample size grow at the same rate, by embedding these matrices into Wigner matrices of a larger order and using…

We derive the spectral density of the equiprobable mixture of two random density matrices of a two-level quantum system. We also work out the spectral density of mixture under the so-called quantum addition rule. We use the spectral…

We develop a theory for the eigenvalue density of arbitrary non-Hermitian Euclidean matrices. Closed equations for the resolvent and the eigenvector correlator are derived. The theory is applied to the random Green's matrix relevant to wave…