相关论文: Products of Random Matrices

This paper uses an incremental matrix expansion approach to derive asymptotic eigenvalue distributions (a.e.d.'s) of sums and products of large random matrices. We show that the result can be derived directly as a consequence of two common…

Conditional on the extended Riemann hypothesis, we show that with high probability, the characteristic polynomial of a random symmetric $\{\pm 1\}$-matrix is irreducible. This addresses a question raised by Eberhard in recent work. The main…

We study the spectral norm of matrices M that can be factored as M=BA, where A is a random matrix with independent mean zero entries, and B is a fixed matrix. Under the (4+epsilon)-th moment assumption on the entries of A, we show that the…

We introduce a new matrix product, that we call the wreath product of matrices. The name is inspired by the analogous product for graphs, and the following important correspondence is proven: the wreath product of the adjacency matrices of…

This note examines the infinite divisibility of density-based transformations of normal random variables. We characterize a class of density-based transformations of normal variables which produces non-infinitely divisible distributions. We…

We study the eigenvalue distribution of a random matrix, at a transition where a new connected component of the eigenvalue density support appears away from other connected components. Unlike previously studied critical points, which…

We study the properties of the eigenvalues of real random matrices and their products. It is known that when the matrix elements are Gaussian-distributed independent random variables, the fraction of real eigenvalues tends to unity as the…

We consider the asymmetric random average process which is a one-dimensional stochastic lattice model with nearest neighbour interaction but continuous and unbounded state variables. First, the explicit functional representations, so-called…

We consider the logarithm of the characteristic polynomial of random permutation matrices, evaluated on a finite set of different points. The permutations are chosen with respect to the Ewens distribution on the symmetric group. We show…

We consider properties of determinants of some random symmetric matrices issued from multivariate statistics: Wishart/Laguerre ensemble (sample covariance matrices), Uniform Gram ensemble (sample correlation matrices) and Jacobi ensemble…

Random matrix models consisting of normal matrices, defined by the sole constraint $[N^{\dag},N]=0$, will be explored. It is shown that cubic eigenvalue repulsion in the complex plane is universal with respect to the probability…

We prove some probabilistic estimates for tensor products of random vectors. As an application we obtain embeddings of certain matrix spaces into $L_1$.

We give a combinatorial interpretation of the determinant of a matrix as a generating function over Brauer diagrams in two different but related ways. The sign of a permutation associated to its number of inversions in the Leibniz formula…

The probability of the small deviations of the matrix $AA^T$ determinant is estimated, where $A$ is an $n\times\infty$ random matrix with centered entries having joint Gaussian distribution. The inequality obtained is sharp in a sence.

Random matrix theory allows for the deduction of stability criteria for complex systems using only a summary knowledge of the statistics of the interactions between components. As such, results like the well-known elliptical law are…

A formula is presented for the determinant of the second additive compound of a square matrix in terms of coefficients of its characteristic polynomial. This formula can be used to make claims about the eigenvalues of polynomial matrices,…

Rank two parametric perturbations of operators and matrices are studied in various settings. In the finite dimensional case the formula for a characteristic polynomial is derived and the large parameter asymptotics of the spectrum is…

A notable difference between the ordinary and Hadamard products is that the Hadamard product of two singular positive semidefinite matrices can be nonsingular, and one of the factors can even be indefinite. We present an eigenvalue lower…

In this paper, we introduce a particular class of matrices. We study the concept of a matrix to be \emph{balanced}. We study some properties of this concept in the context of matrix operations. We examine the behaviour of various matrix…

Consider the product $X = X_{1}\cdots X_{m}$ of $m$ independent $n\times n$ iid random matrices. When $m$ is fixed and the dimension $n$ tends to infinity, we prove Gaussian limits for the centered linear spectral statistics of $X$ for…