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Random matrix theory and the scaling theory of localization
Physical Review Letters, 1990We consider the most probable value of conductance of a disordered quantum conductor in the framework of the random matrix theory developed earlier. Analytic calculations are possible in the metallic as well as strongly localized regimes. We make a simple assumption on the eigenvalue density, as suggested by numerical work, and explore the consequences
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On Random Matrix Theory for stationary processes
2010 IEEE International Conference on Acoustics, Speech and Signal Processing, 2010Random Matrix Theory has generated tremendous interest in recent years, partly from powerful results developed for multi-user detection theory but also for growing applications in statistics, signal processing and econometrics. However the current theory has emphasized white noise data.
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2004
In this chapter, we will work not with \(\mathrm{GL}(n, \mathbb{C})\) but with its compact subgroup U(n). As in the previous chapters, we will consider elements of \(\mathcal{R}_{k}\) as generalized characters on S k . If \(\mathbf{f} \in \mathcal{R}_{k}\), then \(f ={ \mathrm{ch}}^{(n)}(\mathbf{f}) \in \varLambda _{k}^{(n)}\) is a symmetric polynomial
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In this chapter, we will work not with \(\mathrm{GL}(n, \mathbb{C})\) but with its compact subgroup U(n). As in the previous chapters, we will consider elements of \(\mathcal{R}_{k}\) as generalized characters on S k . If \(\mathbf{f} \in \mathcal{R}_{k}\), then \(f ={ \mathrm{ch}}^{(n)}(\mathbf{f}) \in \varLambda _{k}^{(n)}\) is a symmetric polynomial
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On Random Matrix Theory and Autoregressive Modeling
2019 IEEE 58th Conference on Decision and Control (CDC), 2019Random matrix theory has attracted growing interest in signal processing and communications over the last one or two decades. It has gained further impetus due to the upsurge in the occurrence of ’big data’. However so far little of this interest has seeped into system identification.
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Test of the Eigenstate Thermalization Hypothesis Based on Local Random Matrix Theory
Physical Review Letters, 2021Masahito Ueda +2 more
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Higher-order level spacings in random matrix theory based on Wigner's conjecture
Physical Review B, 2020Wen-Jia Rao, Wen-Jia Rao
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Random Matrix Theory Approach to Chaotic Coherent Perfect Absorbers
Physical Review Letters, 2017Tsampikos Kottos +2 more
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Cleaning large correlation matrices: Tools from Random Matrix Theory
Physics Reports, 2017Joel Bun +2 more
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