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We introduce a new matrix operation on a pair of matrices, $text{swirl}(A,X),$ and discuss its implications on the limiting spectral distribution. In a special case, the resultant ensemble converges almost surely to the Rayleigh distribution. In proving this, we provide a novel combinatorial proof that the random matrix ensemble of circulant Hankel matrices converges almost surely to the Rayleigh distribution, using the method of moments.
Given an ensemble of NxN random matrices, a natural question to ask is whether or not the empirical spectral measures of typical matrices converge to a limiting spectral measure as N --> oo. While this has been proved for many thin patterned ensemble
Lattice spin models in statistical physics are used to understand magnetism. Their Hamiltonians are a discrete form of a version of a Dirichlet energy, signifying a relationship to the Harmonic map heat flow equation. The Gibbs distribution, defined
The spherical orthogonal, unitary, and symplectic ensembles (SOE/SUE/SSE) $S_beta(N,r)$ consist of $N times N$ real symmetric, complex hermitian, and quaternionic self-adjoint matrices of Frobenius norm $r$, made into a probability space with the uni
In this paper we consider suitable families of power series distributed random variables, and we study their asymptotic behavior in the fashion of large (and moderate) deviations. We also present applications of our results to some fractional counting processes in the literature.
We consider a family of random normal matrix models whose eigenvalues tend to occupy lemniscate type droplets as the size of the matrix increases. Under the insertion of a point charge, we derive the scaling limit at the singular boundary point, whic