اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدDensity of eigenvalues and its perturbation invariance in unitary ensembles of random matrices
291
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
We generally study the density of eigenvalues in unitary ensembles of random matrices from the recurrence coefficients with regularly varying conditions for the orthogonal polynomials. First we calculate directly the moments of the density. Then, by studying some deformation of the moments, we get a family of differential equations of first order which the densities satisfy (see Theorem 1.2), and give the densities by solving them. Further, we prove that the density is invariant after the polynomial perturbation of the weight function (see Theorem 1.5).
قيم البحث
اقرأ أيضاً
Using operator methods, we generally present the level densities for kinds of random matrix unitary ensembles in weak sense. As a corollary, the limit spectral distributions of random matrices from Gaussian, Laguerre and Jacobi unitary ensembles are
recovered. At the same time, we study the perturbation invariability of the level densities of random matrix unitary ensembles. After the weight function associated with the 1-level correlation function is appended a polynomial multiplicative factor, the level density is invariant in the weak sense.
This is an elementary review, aimed at non-specialists, of results that have been obtained for the limiting distribution of eigenvalues and for the operator norms of real symmetric random matrices via the method of moments. This method goes back to a
remarkable argument of Eugen Wigner some sixty years ago which works best for independent matrix entries, as far as symmetry permits, that are all centered and have the same variance. We then discuss variations of this classical result for ensembles for which the variance may depend on the distance of the matrix entry to the diagonal, including in particular the case of band random matrices, and/or for which the required independence of the matrix entries is replaced by some weaker condition. This includes results on ensembles with entries from Curie-Weiss random variables or from sequences of exchangeable random variables that have been obtained quite recently.
We consider large complex random sample covariance matrices obtained from spiked populations, that is when the true covariance matrix is diagonal with all but finitely many eigenvalues equal to one. We investigate the limiting behavior of the largest
eigenvalues when the population and the sample sizes both become large. Under some conditions on moments of the sample distribution, we prove that the asymptotic fluctuations of the largest eigenvalues are the same as for a complex Gaussian sample with the same true covariance. The real setting is also considered.
The eigenvalues of the matrix structure $X + X^{(0)}$, where $X$ is a random Gaussian Hermitian matrix and $X^{(0)}$ is non-random or random independent of $X$, are closely related to Dyson Brownian motion. Previous works have shown how an infinite h
ierarchy of equations satisfied by the dynamical correlations become triangular in the infinite density limit, and give rise to the complex Burgers equation for the Greens function of the corresponding one-point density function. We show how this and analogous partial differential equations, for chiral, circular and Jaco
The celebrated elliptic law describes the distribution of eigenvalues of random matrices with correlations between off-diagonal pairs of elements, having applications to a wide range of physical and biological systems. Here, we investigate the genera
lization of this law to random matrices exhibiting higher-order cyclic correlations between $k$-tuples of matrix entries. We show that the eigenvalue spectrum in this ensemble is bounded by a hypotrochoid curve with $k$-fold rotational symmetry. This hypotrochoid law applies to full matrices as well as sparse ones, and thereby holds with remarkable universality. We further extend our analysis to matrices and graphs with competing cycle motifs, which are described more generally by polytrochoid spectral boundaries.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
