Related papers: Regularization by free additive convolution, squar…
Consider a square random matrix with independent and identically distributed entries of mean zero and unit variance. We show that as the dimension tends to infinity, the spectral radius is equivalent to the square root of the dimension in…
We propose a technique for calculating and understanding the eigenvalue distribution of sums of random matrices from the known distribution of the summands. The exact problem is formidably hard. One extreme approximation to the true density…
We consider a stochastic process in which independent identically distributed random matrices are multiplied and where the Lyapunov exponent of the product is positive. We continue multiplying the random matrices as long as the norm,…
Let $\mu$ be a compactly supported probability measure on the positive half-line and let $\mu^{\boxtimes t}$ be the free multiplicative convolution semigroup. We show that the support of $\mu^{\boxtimes t}$ varies continuously as $t$…
We consider renormalization groups of transformations composed of a Gaussian convolution and a field dilatation. As an example, we consider perturbations of a single component real Euclidean free field $\phi$ with covariance…
Simulating a Gaussian process requires sampling from a high-dimensional Gaussian distribution, which scales cubically with the number of sample locations. Spectral methods address this challenge by exploiting the Fourier representation,…
We study the absolute continuity with respect to the Lebesgue measure of the distribution of the nodal volume associated with a smooth, non-degenerated and stationary Gaussian field $(f(x), {x \in \mathbb R^d})$. Under mild conditions, we…
Free regular convolution semigroups describe the distribution of free subortinators, while Bondesson class convolution semigroups correspond to classical subordinators with completely monotone Levy density. We show that these two classes of…
Three operations on eigenvalues of real/complex/quaternion (corresponding to $\beta=1,2,4$) matrices, obtained from cutting out principal corners, adding, and multiplying matrices can be extrapolated to general values of $\beta>0$ through…
We consider the inverse problem of reconstructing inhomogeneities by performing a finite number of scattering measurements of acoustic type in the time-harmonic setting. We set up the reconstruction as a fully discrete variational problem…
We prove that if a rectangular matrix with uniformly small entries and approximately orthogonal rows is applied to the independent standardized random variables with uniformly bounded third moments, then the empirical CDF of the resulting…
An equivalent condition for the product of elements of an independent random sample on a compact algebraic group converging in distribution to some random variable as the sample size increases is obtained. Namely, a limit distribution…
Classical random matrix ensembles with orthogonal symmetry have the property that the joint distribution of every second eigenvalue is equal to that of a classical random matrix ensemble with symplectic symmetry. These results are shown to…
Let $\mu,\nu$ be Radon measures on $\mathbb{R}$, with $\mu$ non-atomic and $\nu$ doubling, and write $\mu = \mu_{a} + \mu_{s}$ for the Lebesgue decomposition of $\mu$ relative to $\nu$. For an interval $I \subset \mathbb{R}$, define…
An arbitrary homomorphism between groups is nonincreasing for stable commutator length, and there are infinitely many (injective) homomorphisms between free groups which strictly decrease the stable commutator length of some elements.…
We characterize semicircular distribution by the freeness of linear and quadratic forms in noncommutative random variables from a tracial $W^*$-probability space with relaxed moment conditions.
Recently, M. Badger and R. Schul proved that for a $1$-rectifiable Radon measure $\mu$, the density weighted Jones' square function $$ J_{1}(x) = \mathop{\sum_{Q \in \mathcal{D}}}_{\ell(Q) \leq 1} \beta_{2,\mu}^{2}(3Q)\frac{\ell(Q)}{\mu(Q)}…
We study the freely infinitely divisible distributions that appear as the laws of free subordinators. This is the free analog of classically infinitely divisible distributions supported on [0,\infty), called the free regular measures. We…
We show how Lasry-Lions's result on regularization of functions defined on $\mathbb{R}^n$ or on Hilbert spaces by sup-inf convolutions with squares of distances can be extended to (finite or infinite dimensional) Riemannian manifolds $M$ of…
In this paper, we study the summability properties of double sequences of real constants which map sequences of random variables to sequences of random variables that are defined on the same probability sample space. We show that a regular…