#random matrix theory
6 resultsDistribution of Eigenvalues of Random Real Symmetric Block Matrices
Keller Blackwell, Neelima Borade, Charles Devlin VI +5
The paper constructs ensembles of random real symmetric block matrices built from palindromic Toeplitz and general real symmetric matrices, and proves that their eigenvalue distrib…
High-dimensional central limit theorems for eigenvalue distributions of generalized Wishart processes
Jian Song, Jianfeng Yao, Wangjun Yuan
The paper proves central limit theorems describing how the empirical eigenvalue distributions of high‑dimensional generalized Wishart processes fluctuate around their deterministic…
Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles
Mylène Maïda
The paper proves a large deviation principle for the largest eigenvalue of a rank‑one perturbed Gaussian random matrix (GUE or GOE) and shows how, when the perturbation is strong e…
Universal behavior of the corners of Orbital Beta Processes
Cesar Cuenca
The paper studies the eigenvalue distributions of principal submatrices in unitarily‑invariant random matrix ensembles (orbital beta processes) and shows that, after rescaling, the…
Beta Laguerre ensembles in global regime
Hoang Dung Trinh, Khanh Duy Trinh
The paper investigates how the eigenvalue distribution of Beta Laguerre ensembles behaves when the parameter β changes with matrix size, showing convergence to the Marchenko‑Pastur…
Normal Approximation and Confidence Region of Singular Subspaces
Dong Xia
The paper develops non‑asymptotic normal approximations for the distance between empirical and true singular subspaces of a noisy matrix, providing explicit formulas, bias correcti…