Progress on the study of the Ginibre ensembles II: GinOE and GinSE

SS Byun, PJ Forrester - arXiv preprint arXiv:2301.05022, 2023 - arxiv.org
This is part II of a review relating to the three classes of random non-Hermitian Gaussian
matrices introduced by Ginibre in 1965. While part I restricted attention to the GinUE (Ginibre …

Products of many large random matrices and gradients in deep neural networks

B Hanin, M Nica - Communications in Mathematical Physics, 2020 - Springer
We study products of random matrices in the regime where the number of terms and the size
of the matrices simultaneously tend to infinity. Our main theorem is that the logarithm of the ℓ …

Statistical limits of dictionary learning: random matrix theory and the spectral replica method

J Barbier, N Macris - Physical Review E, 2022 - APS
We consider increasingly complex models of matrix denoising and dictionary learning in the
Bayes-optimal setting, in the challenging regime where the matrices to infer have a rank …

QCQP with extra constant modulus constraints: Theory and application to SINR constrained mmwave hybrid beamforming

X He, J Wang - IEEE Transactions on Signal Processing, 2022 - ieeexplore.ieee.org
The constant modulus constraint is widely used in analog beamforming, hybrid
beamforming, intelligent reflecting surface design, and radar waveform design. The …

Universality of the number variance in rotational invariant two-dimensional Coulomb gases

G Akemann, SS Byun, M Ebke - Journal of Statistical Physics, 2023 - Springer
An exact map was established by Lacroix-A-Chez-Toine et al. in (Phys Rev A 99 (2):
021602, 2019) between the N complex eigenvalues of complex non-Hermitian random …

Random-matrix models of monitored quantum circuits

VB Bulchandani, SL Sondhi, JT Chalker - Journal of Statistical Physics, 2024 - Springer
We study the competition between Haar-random unitary dynamics and measurements for
unstructured systems of qubits. For projective measurements, we derive various properties …

Bulk and soft-edge universality for singular values of products of Ginibre random matrices

DZ Liu, D Wang, L Zhang - 2016 - projecteuclid.org
It has been shown by Akemann, Ipsen and Kieburg that the squared singular values of
products of M rectangular random matrices with independent complex Gaussian entries are …

Lyapunov exponent, universality and phase transition for products of random matrices

DZ Liu, D Wang, Y Wang - Communications in Mathematical Physics, 2023 - Springer
Products of M iid random matrices of size N× N are related to classical limit theorems in
probability theory (N= 1 and large M), to Lyapunov exponents in dynamical systems (finite N …

From integrable to chaotic systems: Universal local statistics of Lyapunov exponents

G Akemann, Z Burda, M Kieburg - Europhysics Letters, 2019 - iopscience.iop.org
Abstract Systems where time evolution follows a multiplicative process are ubiquitous in
physics. We study a toy model for such systems where each time step is given by …

Improved Fréchet–Hoeffding bounds on -copulas and applications in model-free finance

T Lux, A Papapantoleon - 2017 - projecteuclid.org
We derive upper and lower bounds on the expectation of f(S) under dependence
uncertainty, that is, when the marginal distributions of the random vector S=(S_1,...,S_d) are …