Search results for "Random matrix"

showing 10 items of 21 documents

Statistical properties of the eigenvalue spectrum of the three-dimensional Anderson Hamiltonian

1993

A method to describe the metal-insulator transition (MIT) in disordered systems is presented. For this purpose the statistical properties of the eigenvalue spectrum of the Anderson Hamiltonian are considered. As the MIT corresponds to the transition between chaotic and nonchaotic behavior, it can be expected that the random matrix theory enables a qualitative description of the phase transition. We show that it is possible to determine the critical disorder in this way. In the thermodynamic limit the critical point behavior separates two different regimes: one for the metallic side and one for the insulating side.

PhysicsPhase transitionCritical phenomenaCondensed Matter::Disordered Systems and Neural Networkssymbols.namesakeCritical point (thermodynamics)Thermodynamic limitsymbolsCondensed Matter::Strongly Correlated ElectronsStatistical physicsHamiltonian (quantum mechanics)Random matrixAnderson impurity modelEigenvalues and eigenvectorsPhysical Review B
researchProduct

Structural change in multipartite entanglement sharing: a random matrix approach

2010

We study the typical entanglement properties of a system comprising two independent qubit environments interacting via a shuttling ancilla. The initial preparation of the environments is modeled using random-matrix techniques. The entanglement measure used in our study is then averaged over many histories of randomly prepared environmental states. Under a Heisenberg interaction model, the average entanglement between the ancilla and one of the environments remains constant, regardless of the preparation of the latter and the details of the interaction. We also show that, upon suitable kinematic and dynamical changes in the ancilla-environment subsystems, the entanglement-sharing structure u…

PhysicsQuantum PhysicsQuantum decoherencequantum information theory open quantum systemsFOS: Physical sciencesQuantum entanglementQuantum PhysicsSquashed entanglementMultipartite entanglementAtomic and Molecular Physics and OpticsQuantum mechanicsQubitStatistical physicsW stateQuantum Physics (quant-ph)Random matrixRandomness
researchProduct

Toeplitz band matrices with small random perturbations

2021

We study the spectra of $N\times N$ Toeplitz band matrices perturbed by small complex Gaussian random matrices, in the regime $N\gg 1$. We prove a probabilistic Weyl law, which provides an precise asymptotic formula for the number of eigenvalues in certain domains, which may depend on $N$, with probability sub-exponentially (in $N$) close to $1$. We show that most eigenvalues of the perturbed Toeplitz matrix are at a distance of at most $\mathcal{O}(N^{-1+\varepsilon})$, for all $\varepsilon >0$, to the curve in the complex plane given by the symbol of the unperturbed Toeplitz matrix.

Pure mathematicsSpectral theoryGeneral Mathematics010103 numerical & computational mathematics01 natural sciencesMathematics - Spectral TheoryMathematics - Analysis of PDEsFOS: MathematicsAsymptotic formula0101 mathematicsSpectral Theory (math.SP)Eigenvalues and eigenvectorsMathematics010102 general mathematicsProbability (math.PR)Toeplitz matrixComplex normal distribution[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]Weyl lawRandom perturbationsRandom matrixComplex planeSpectral theoryMathematics - ProbabilityNon-self-adjoint operators[MATH.MATH-SP]Mathematics [math]/Spectral Theory [math.SP]Analysis of PDEs (math.AP)
researchProduct

Structure of eigenvectors of random regular digraphs

2018

Let $d$ and $n$ be integers satisfying $C\leq d\leq \exp(c\sqrt{\ln n})$ for some universal constants $c, C>0$, and let $z\in \mathbb{C}$. Denote by $M$ the adjacency matrix of a random $d$-regular directed graph on $n$ vertices. In this paper, we study the structure of the kernel of submatrices of $M-z\,{\rm Id}$, formed by removing a subset of rows. We show that with large probability the kernel consists of two non-intersecting types of vectors, which we call very steep and gradual with many levels. As a corollary, we show, in particular, that every eigenvector of $M$, except for constant multiples of $(1,1,\dots,1)$, possesses a weak delocalization property: its level sets have cardin…

Random graphDegree (graph theory)Applied MathematicsGeneral MathematicsProbability (math.PR)010102 general mathematicsBlock matrix16. Peace & justice01 natural sciencesCombinatoricsCircular lawFOS: MathematicsRank (graph theory)60B20 15B52 46B06 05C80Adjacency matrix0101 mathematicsRandom matrixEigenvalues and eigenvectorsMathematics - ProbabilityMathematics
researchProduct

Spectral properties of correlation matrices for some hierarchically nested factor models

2007

We show that spectral methods, such as Principal Component Analysis and Random Matrix Theory, are unable to reveal the hierarchical (or nested) structure of a set of mutivariate data. We consider the method introduced in M. Tumminello et al., EPL 78, 30006 (2007) to associate a hierarchical factor model with a set of data by making use of clustering algorithms. This is done by proving the existence of a bijective correspondence between a hierarchical tree and a factor model.

Set (abstract data type)Discrete mathematicsTree (data structure)Multiple correspondence analysisPrincipal component analysisBijectionCluster analysisRandom matrixFactor analysisMathematics
researchProduct

The rank of random regular digraphs of constant degree

2018

Abstract Let d be a (large) integer. Given n ≥ 2 d , let A n be the adjacency matrix of a random directed d -regular graph on n vertices, with the uniform distribution. We show that the rank of A n is at least n − 1 with probability going to one as n grows to infinity. The proof combines the well known method of simple switchings and a recent result of the authors on delocalization of eigenvectors of A n .

Statistics and ProbabilityControl and OptimizationUniform distribution (continuous)General Mathematics0102 computer and information sciencesrandom matrices01 natural sciencesCombinatoricsIntegerFOS: Mathematics60B20 15B52 46B06 05C80Rank (graph theory)Adjacency matrix0101 mathematicsEigenvalues and eigenvectorsMathematicsNumerical AnalysisAlgebra and Number TheoryDegree (graph theory)Applied MathematicsProbability (math.PR)010102 general mathematicsrandom regular graphssingularity probabilityrank010201 computation theory & mathematicsRegular graphRandom matrixMathematics - ProbabilityJournal of Complexity
researchProduct

The smallest singular value of a shifted $d$-regular random square matrix

2017

We derive a lower bound on the smallest singular value of a random d-regular matrix, that is, the adjacency matrix of a random d-regular directed graph. Specifically, let $$C_1<d< c n/\log ^2 n$$ and let $$\mathcal {M}_{n,d}$$ be the set of all $$n\times n$$ square matrices with 0 / 1 entries, such that each row and each column of every matrix in $$\mathcal {M}_{n,d}$$ has exactly d ones. Let M be a random matrix uniformly distributed on $$\mathcal {M}_{n,d}$$ . Then the smallest singular value $$s_{n} (M)$$ of M is greater than $$n^{-6}$$ with probability at least $$1-C_2\log ^2 d/\sqrt{d}$$ , where c, $$C_1$$ , and $$C_2$$ are absolute positive constants independent of any other parameter…

Statistics and ProbabilityIdentity matrixAdjacency matrices01 natural sciencesSquare matrixCombinatorics010104 statistics & probabilityMatrix (mathematics)Mathematics::Algebraic GeometryFOS: MathematicsMathematics - Combinatorics60B20 15B52 46B06 05C80Adjacency matrix0101 mathematicsCondition numberCondition numberMathematicsRandom graphsRandom graphLittlewood–Offord theorySingularity010102 general mathematicsProbability (math.PR)InvertibilityRegular graphsSingular valueSmallest singular valueAnti-concentrationSingular probabilitySparse matricesCombinatorics (math.CO)Statistics Probability and UncertaintyRandom matricesRandom matrixMathematics - ProbabilityAnalysis
researchProduct

Central Limit Theorem for Linear Eigenvalue Statistics for a Tensor Product Version of Sample Covariance Matrices

2017

For $$k,m,n\in {\mathbb {N}}$$ , we consider $$n^k\times n^k$$ random matrices of the form $$\begin{aligned} {\mathcal {M}}_{n,m,k}({\mathbf {y}})=\sum _{\alpha =1}^m\tau _\alpha {Y_\alpha }Y_\alpha ^T,\quad {Y}_\alpha ={\mathbf {y}}_\alpha ^{(1)}\otimes \cdots \otimes {\mathbf {y}}_\alpha ^{(k)}, \end{aligned}$$ where $$\tau _{\alpha }$$ , $$\alpha \in [m]$$ , are real numbers and $${\mathbf {y}}_\alpha ^{(j)}$$ , $$\alpha \in [m]$$ , $$j\in [k]$$ , are i.i.d. copies of a normalized isotropic random vector $${\mathbf {y}}\in {\mathbb {R}}^n$$ . For every fixed $$k\ge 1$$ , if the Normalized Counting Measures of $$\{\tau _{\alpha }\}_{\alpha }$$ converge weakly as $$m,n\rightarrow \infty $$…

Statistics and ProbabilityMathematics(all)Multivariate random variableGeneral Mathematics010102 general mathematicslinear eigenvalue statisticsrandom matrices01 natural sciencesSample mean and sample covariance010104 statistics & probabilityDistribution (mathematics)Tensor productStatisticssample covariance matricescentral Limit Theorem0101 mathematicsStatistics Probability and UncertaintyRandom matrixEigenvalues and eigenvectorsMathematicsReal numberCentral limit theoremJournal of Theoretical Probability
researchProduct

On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations

2021

Given [Formula: see text], we study two classes of large random matrices of the form [Formula: see text] where for every [Formula: see text], [Formula: see text] are iid copies of a random variable [Formula: see text], [Formula: see text], [Formula: see text] are two (not necessarily independent) sets of independent random vectors having different covariance matrices and generating well concentrated bilinear forms. We consider two main asymptotic regimes as [Formula: see text]: a standard one, where [Formula: see text], and a slightly modified one, where [Formula: see text] and [Formula: see text] while [Formula: see text] for some [Formula: see text]. Assuming that vectors [Formula: see t…

Statistics and ProbabilityPhysicsAlgebra and Number TheorySpectral power distributionComputer Science::Information RetrievalProbability (math.PR)Astrophysics::Instrumentation and Methods for AstrophysicsBlock (permutation group theory)Marchenko–Pastur lawComputer Science::Computation and Language (Computational Linguistics and Natural Language and Speech Processing)Bilinear form60F05 60B20 47N30Sample mean and sample covarianceCombinatoricsConvergence of random variablesFOS: Mathematicssample covariance matricesComputer Science::General LiteratureDiscrete Mathematics and CombinatoricsRandom matriceshigh dimensional statisticsStatistics Probability and UncertaintyRandom matrixRandom variableMathematics - ProbabilityRandom Matrices: Theory and Applications
researchProduct

Self-consistent Euclidean-random-matrix theory

2019

Statistics and ProbabilityPhysicsGeneral Physics and AstronomyStatistical and Nonlinear PhysicsSelf consistentsymbols.namesakeModeling and SimulationEuclidean geometrysymbolsBoson peakRayleigh scatteringRandom matrixMathematical PhysicsMathematical physicsJournal of Physics A: Mathematical and Theoretical
researchProduct