相关论文: Asymptotics of random density matrices

In this paper, we investigate the testing problem that the spectral density matrices of several, not necessarily independent, stationary processes are equal. Based on an $L_2$-type test statistic, we propose a new nonparametric approach,…

We study the behavior of a real $p$-dimensional Wishart random matrix with $n$ degrees of freedom when $n,p\rightarrow\infty$ but $p/n\rightarrow 0$. We establish the existence of phase transitions when $p$ grows at the order…

Our goal is to study statistical properies of "dielectric resonances" which are poles of conductance of a large random $LC$ network. Such poles are a particular example of eigenvalues $\lambda_n$ of matrix pencils ${\bf H}-\lambda {\bf W}$,…

The paper discusses progress in understanding statistical properties of complex eigenvalues (and corresponding eigenvectors) of weakly non-unitary and non-Hermitian random matrices. Ensembles of this type emerge in various physical…

We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We…

Wishart ensembles of random matrix theory have been useful in modeling positive definite matrices encountered in classical and quantum chaotic systems. We consider nonzero means for the entries of the constituting matrix A which defines the…

We compute analytically the density $\varrho_{N,M}(\lambda)$ of Schmidt eigenvalues, distributed according to a fixed-trace Wishart-Laguerre measure, and the average R\'enyi entropy $\langle\mathcal{S}_q\rangle$ for reduced density matrices…

We analyze the eigenvalues of the adjacency matrices of a wide variety of random trees. Using general, broadly applicable arguments based on the interlacing inequalities for the eigenvalues of a principal submatrix of a Hermitian matrix and…

These lecture notes provide a comprehensive, self-contained introduction to the analysis of Wishart matrix moments. This study may act as an introduction to some particular aspects of random matrix theory, or as a self-contained exposition…

We study random graphs with arbitrary distributions of expected degree and derive expressions for the spectra of their adjacency and modularity matrices. We give a complete prescription for calculating the spectra that is exact in the limit…

We study largest singular values of large random matrices, each with mean of a fixed rank $K$. Our main result is a limit theorem as the number of rows and columns approach infinity, while their ratio approaches a positive constant. It…

We consider random hermitian matrices made of complex blocks. The symmetries of these matrices force them to have pairs of opposite real eigenvalues, so that the average density of eigenvalues must vanish at the origin. These densities are…

A given density matrix may be represented in many ways as a mixture of pure states. We show how any density matrix may be realized as a uniform ensemble. It has been conjectured that one may realize all probability distributions that are…

The extreme-value statistics of the entanglement spectrum in disordered spin chains possessing a many-body localization transition is examined. It is expected that eigenstates in the metallic or ergodic phase, behave as random states and…

The noncentral Wishart distribution has become more mainstream in statistics as the prevalence of applications involving sample covariances with underlying multivariate Gaussian populations as dramatically increased since the advent of…

We consider the density of states of structured Hermitian random matrices with a variance profile. As the dimension tends to infinity the associated eigenvalue density can develop a singularity at the origin. The severity of this…

We describe the resolvent approach for the rigorous study of the mescoscopic regime of Hermitian matrix spectra. We present results reflecting the universal behavior of the smoothed density of eigenvalue distribution of large random…

We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…

We study complex networks under random matrix theory (RMT) framework. Using nearest-neighbor and next-nearest-neighbor spacing distributions we analyze the eigenvalues of adjacency matrix of various model networks, namely, random,…

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…