Figure 1: One-dimensional lattices with diagonal and off-diagonal disorder. In investigating these questions, optics provides a particularly useful platform to explore random matrix theory and the ...

For matrices with positive diagonal elements and nonpositive off-diagonal elements (so-called L-matrices), a "generalized" diagonal dominance is found to be necessary for convergence of the ...

This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle Approximating Shrinkage (OAS) of Chen et al. (2009) to target the diagonal elements of ...