Mathematics â€ș Statistics and Probability

Random Matrices and Applications

Description

This cluster of papers covers the topic of Random Matrix Theory and its applications in various fields such as eigenvalues, covariance matrices, universality, spectral statistics, large dimensional data, spiked population models, principal component analysis, determinantal processes, and growth processes.

Keywords

Random Matrix Theory; Eigenvalues; Covariance Matrices; Universality; Spectral Statistics; Large Dimensional Data; Spiked Population Models; Principal Component Analysis; Determinantal Processes; Growth Processes

Most Cited Works

Action Title Date Authors
On the distribution of the largest eigenvalue in principal components analysis 2001-04-01 Iain M. Johnstone
+
Interacting Particle Systems 2016-11-30 Thomas M. Liggett
Spectral Analysis of Large Dimensional Random Matrices 2009-12-09 Zhidong Bai Jack W. Silverstein
+
Group representations in probability and statistics 1988-01-01 Persi Diaconis
+
Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach 2000-10-06 Percy Deift
Eigenvalues and expanders 1986-06-01 Ilan Alon
+
On the distribution of the length of the longest increasing subsequence of random permutations 1999-06-24 Jinho Baik Percy Deift Kurt Johansson
Negative Association of Random Variables with Applications 1983-03-01 Kumar Joag‐Dev Frank Proschan
Eigenvalues and Condition Numbers of Random Matrices 1988-10-01 Alan Edelman
+
Writing on dirty paper (Corresp.) 1983-05-01 MĂłnica Costa
+
Statistical Ensembles of Complex, Quaternion, and Real Matrices 1965-03-01 J. Ginibre
+
New results on the single server queue with a batch markovian arrival process 1991-01-01 David M. Lucantoni
+
A Brownian-Motion Model for the Eigenvalues of a Random Matrix 1962-11-01 Freeman J. Dyson
A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation 2011-03-29 Tommaso Cai Weidong Liu Xi Luo
On the product of semi-groups of operators 1959-08-01 H. F. Trotter
+
On the computational complexity of Ising spin glass models 1982-10-01 Francisco Barahona
+
Conformal algebra and multipoint correlation functions in 2D statistical models 1984-10-01 Vl.S. Dotsenko V.A. Fateev
+
Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory 1999-11-01 Percy Deift T. Kriecherbauer K. T-R McLaughlin Stephanos Venakides Xin Zhou
+
Operator content of two-dimensional conformally invariant theories 1986-01-01 John Cardy
+
An exact recursion for the composite nearest-neighbor degeneracy for a 2×<i>N</i> lattice space 1984-02-01 R. B. McQuistan J.L. Hock
Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions 1951-09-01 T. W. Anderson
+
Statistical Theory of the Energy Levels of Complex Systems. I 1962-01-01 Freeman J. Dyson
+
For most large underdetermined systems of linear equations the minimal 𝓁<sub>1</sub>‐norm solution is also the sparsest solution 2006-03-23 David L. Donoho
+
DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES 1967-04-30 V A Marčenko L. А. Pastur
A well-conditioned estimator for large-dimensional covariance matrices 2003-07-16 Olivier Ledoit Michael Wolf
Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices 2005-09-01 Jinho Baik Gérard Ben Arous Sandrine Péché
+
Random Matrix Theory and Wireless Communications 2004-01-01 Antonia M. Tulino Sergio VerdĂș
+
Methods of quantum field theory in statistical physics 1964-01-01 А. А. АбрОĐșĐŸŃĐŸĐČ L. P. Gor’kov I. E. Dzyaloshinski Richard A. Silverman George H. Weiss
+
Operator Algebras and Quantum Statistical Mechanics 1997-01-01 Ola Bratteli Derek W. Robinson
The Three Sigma Rule 1994-05-01 Friedrich Pukelsheim
Quantum Ito's formula and stochastic evolutions 1984-09-01 R. L. Hudson K. R. Parthasarathy
+
Quantum statistical mechanics in a closed system 1991-02-01 J. M. Deutsch
+
Infinite Number of Order Parameters for Spin-Glasses 1979-12-03 Giorgio Parisi
+
Differential Privacy: A Survey of Results 2008-04-29 Cynthia Dwork
Random difference equations and Renewal theory for products of random matrices 1973-01-01 Harry Kesten
+
Poisson Arrivals See Time Averages 1982-04-01 Ronald W. Wolff
Eigenvalue-based spectrum sensing algorithms for cognitive radio 2009-06-01 Yonghong Zeng Ying‐Chang Liang
Noise Dressing of Financial Correlation Matrices 1999-08-16 Laurent Laloux Pierre Cizeau Jean‐Philippe Bouchaud Marc Potters
Level-spacing distributions and the Airy kernel 1994-01-01 Craig A. Tracy Harold Widom
+
Structured Stochastic Matrices of M/G/1 Type and Their Applications. 1991-01-01 B. W. Conolly Marcel F. Neuts
+
Statistical Methods in Quantum Optics 1 1999-01-01 H. J. Carmichael
Introduction to the non-asymptotic analysis of random matrices 2012-05-17 Roman Vershynin
+
A Unifying Tool for Linear Multivariate Statistical Methods: The RV- Coefficient 1976-01-01 P. C. Robert Yves Escoufier
User-Friendly Tail Bounds for Sums of Random Matrices 2011-08-01 Joel A. Tropp
Shape Fluctuations and Random Matrices 2000-02-01 Kurt Johansson
Regularized estimation of large covariance matrices 2008-02-01 Peter J. Bickel Elizaveta Levina
+
Operator Algebras and Quantum Statistical Mechanics 1979-01-01 Ola Bratteli Derek W. Robinson
+
Concentration inequalities : a non asymptotic theory of independence 2013-01-01 Stéphane Boucheron Gåbor Lugosi Pascal Massart
Topics in Random Matrix Theory 2012-03-21 Terence Tao
An Introduction to Random Matrices 2009-11-19 Greg W. Anderson Alice Guionnet Ofer Zeitouni

Most Recent Works

Action Title Date Authors
+
Maximum of the characteristic polynomial of i.i.d. matrices 2025-04-08 Giorgio Cipolloni Bruce E. Landon
+
Edgeworth expansion by Stein’s method 2025-04-09 Fang Xiao Songhao Liu
A Generalization of Cardy’s and Schramm’s Formulae 2025-04-10 Mikhail Khristoforov Mikhail Skopenkov Stanislav Smirnov
Operator-Valued Twisted Araki–Woods Algebras 2025-04-10 R. Rahul Kumar Melchior Wirth
+
Computational Aspects of L0 Linking in the Rasch Model 2025-04-09 Alexander Robitzsch
Semi-Quenched Invariance Principle for the Random Lorentz Gas: Beyond the Boltzmann–Grad Limit 2025-04-08 Bálint Tóth
+
Asymptotic normality of log likelihood ratio and fundamental limit of the weak detection for spiked Wigner matrices 2025-04-09 Hye Won Chung Ji-Ho Lee Ji Oon Lee
+
Asymptotic limits of spiked eigenvalues and eigenvectors of signal-plus-noise matrices with weak signals and heteroskedastic noise 2025-04-09 Xiaoyu Liu Yiming Liu Guangming Pan Lingyue Zhang Zhixiang Zhang
+
Limiting Spectral Distributions of Random Matrices Having Equi-Correlated Normal Structure 2025-04-10 Atina Husnaqilati
+
Numerical algorithms for the asymptotic mean and variance of linear spectral statistics of high-dimensional correlation matrices 2025-04-10 B. Shen Wenya Luo Jing Chen Jingru Liu
+
Delocalisation and Continuity in 2D: Loop $$\textrm{O}(2)$$, Six-Vertex, and Random-Cluster Models 2025-04-10 Alexander Glazman Piet Lammers
+
Nonequivalence between absolute separability and positive partial transposition in the symmetric subspace 2025-04-11 Jonathan Louvet Eduardo Serrano-EnsĂĄstiga Thierry Bastin John Martin
The cokernel of a polynomial push-forward of a random integral matrix with concentrated residue 2025-04-11 Gilyoung Cheong Yifeng Huang
+
Sampling spiked Wishart eigenvalues 2025-04-10 Thomas G. Brooks
+
Linear Eigenvalue Statistics at the cusp 2025-04-15 Volodymyr Riabov
+
Asymptotic independence for random permutations from surface groups 2025-04-17 Yotam Maoz
+
Solvent Induced Transformation of Homoleptic Alkynyl‐Protected Large Silver Nanoclusters 2025-04-16 Lu-Ming Zheng Zhi Long Feng Hu Jiangtao Chan Wan-Qi Shi Zhaohui Wang Ben Zhang Quan‐Ming Wang
+
Universal properties of Wigner delay times and resonance widths of tight-binding random graphs 2025-04-17 K. B. Hidalgo-Castro Luis A. Razo-LĂłpez A. M. MartĂ­nez-ArgĂŒello J. A. MĂ©ndez‐BermĂșdez
+
Surface Structural Symmetry Breaking of Highly Symmetrical Ag<sub>29</sub> Nanoclusters 2025-04-17 Wenqiang Duan Chen Zhu Xi Kang Manzhou Zhu
+
Moments of Colored Permutation Statistics on Conjugacy Classes 2025-04-21 Jesse Campion Loth Michael Levet Kevin Liu Sheila Sundaram Mei Yin
+
Restart Perturbations for Reversible Markov Chains: Trichotomy and Pre‐Cutoff Equivalence 2025-04-21 Daniel Vial Vijay Subramanian
+
A Note on the Convergence of the Extreme Eigenvalues of a Large-Dimensional Sample Covariance Matrix 2025-04-22 Shizhe Hong Haiyan Song Jiang Hu Zhidong Bai
+
Coupled minimal models revisited II: Constraints from permutation symmetry 2025-04-23 AntĂłnio Pais Antunes Connor Behan
+
Injectivity, Stability, and Positive Definiteness of Max Filtering 2025-04-23 Dustin G. Mixon Yousef Qaddura
+
A Counterexample to the Weak Shanks Conjecture 2025-04-23 Catherine Bénéteau Dmitry Khavinson Daniel Seco
+
Eigenvector overlaps of random covariance matrices and their submatrices 2025-04-24 Elie Attal Romain Allez
+
A non-gaussian limit for linear eigenvalue statistics of hankel matrices 2025-04-18 Arun Kumar Shambhu Nath Maurya Koushik Saha
Collective vs. individual behaviour for sums of i.i.d. random variables: appearance of the one-big-jump phenomenon 2025-04-24 Quentin Berger Matthias Birkner Linglong Yuan
+
Boundary statistics for the six‐vertex model with DWBC 2025-04-24 Vadim Gorin Karl Liechty
Remarks on the one-point density of Hele-Shaw $\beta$-ensembles 2025-04-25 Yacin Ameur Erik Troedsson
+
Mean field limits of interacting particle systems with positive stable jumps 2025-04-28 Eva Löcherbach Dasha Loukianova
+
Direct Observation of Three Chiral Conformers of an Atomically Precise Metal Nanoparticle 2025-04-28 Anish Kumar Das Swastik Hegde Toby J. Woods Vaibhav S. Wani Mikael P. Backlund
Spectral Properties of Elementwise-Transformed Spiked Matrices 2025-04-28 Michael J. Feldman
On Fock covariance for product systems and the reduced Hao–Ng isomorphism problem by discrete actions 2025-04-28 Evgenios T. A. Kakariadis Ioannis Apollon Paraskevas
+
1D ïŹ‚uids with repulsive nearest-neighbour interactions: Low-temperature anomalies 2025-04-29 Igor Travěnec Ladislav Ć amaj
+
Second-order intrinsic Wiedemann-Franz law 2025-04-29 Y. Zhang Zhi-Fan Zhang Zhen‐Gang Zhu Gang Su
+
Unveiling Kagome superlattices in nonconvex nanocrystals 2025-04-27 Wei Tang Bing Chen
+
Stationary entrance chains and applications to random walks 2025-05-01 Aleksandar Mijatović Vladislav Vysotsky
+
Baxter Solution Sets with Duo-Vent Spike 2025-05-05
+
Indefinite determinantal representations versus nonsingularities on the noncommutative d-torus 2025-05-01 G. J. Groenewald S. ter Horst Hugo J. Woerdeman
Exact mean and variance of the squared Hellinger distance for random density matrices 2025-05-05 Vinay Kumar Kaushik Vasan Santosh Kumar
+
On Approximation of Sums of Locally Dependent Random Variables via Perturbations of Stein Operator 2025-05-01 Zhonggen Su Vladimir V. Ulyanov Xuejun Wang
+
Absence of weak disorder for directed polymers on supercritical percolation clusters 2025-05-01 Maximilian Nitzschner
+
A lower-tail limit in the weak noise theory 2025-05-01 Yier Lin Li‐Cheng Tsai
+
Infinite geodesics, competition interfaces and the second class particle in the scaling limit 2025-05-01 Mustazee Rahman BĂĄlint VirĂĄg
+
Representations of Hecke algebras and Markov dualities for interacting particle systems 2025-05-01 Alexander Povolotsky Pavel Pyatov Roger Tribe Bruce W. Westbury Oleg Zaboronski
+
Brownian Motion on the Star Like Quantum Graphs 2025-05-06 Stanislav Molchanov Madhumita Paul
Local Statistics in Normal Matrix Models with Merging Singularity 2025-05-07 Torben KrĂŒger Seung‐Yeop Lee Yang Meng
+
Time and Band Limiting: From the Early Days to the Present 2025-05-09 F. Alberto GrĂŒnbaum
+
Pfaffian Structure of the Eigenvector Overlap for the Symplectic Ginibre Ensemble 2025-05-10 Gernot Akemann Sung‐Soo Byun Kohei Noda