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Pré-Publication, Document De Travail Année : 2021

Empirical deviations of semicircle law in mixed-matrix ensembles

Résumé

An algorithm is introduced for sampling a set of matrices from mixed orders random matrix ensembles, i.e., Mixed Matrix Ensemble Sampling (MMES). The concept of the degree of mixture of the matrix ensemble provides a balanced sampling of the mixed matrix ensemble. As an application of MMES, we have shown how the semicircle law deviates from the conventional behaviour in mixed Gaussian Orthogonal Ensemble (mGOE) as a novel finding.
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Dates et versions

hal-03464130 , version 1 (03-12-2021)

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  • HAL Id : hal-03464130 , version 1

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Mehmet Süzen. Empirical deviations of semicircle law in mixed-matrix ensembles. 2021. ⟨hal-03464130⟩
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