Related papers: Compound real Wishart and q-Wishart matrices

Using Bernstein polynomial approximations, we prove the central limit theorem for linear spectral statistics of sample covariance matrices, indexed by a set of functions with continuous fourth order derivatives on an open interval including…

This paper studies the asymptotic spectral properties of the sample covariance matrix for high dimensional compositional data, including the limiting spectral distribution, the limit of extreme eigenvalues, and the central limit theorem for…

The classical Gaussian ensembles of random matrices can be constructed by maximizing Boltzmann-Gibbs-Shannon's entropy, S_{BGS} = - \int d{\bf H} [P({\bf H})] \ln [P({\bf H})], with suitable constraints. Here we construct and analyze…

Let $S=XX^T$ be the (unscaled) sample covariance matrix where $X$ is a real $p \times n$ matrix with independent entries. It is well known that if the entries of $X$ are independent and identically distributed (i.i.d.) with enough moments…

In this paper we study ensembles of random symmetric matrices $\X_n = {X_{ij}}_{i,j = 1}^n$ with dependent entries such that $\E X_{ij} = 0$, $\E X_{ij}^2 = \sigma_{ij}^2$, where $\sigma_{ij}$ may be different numbers. Assuming that the…

We study the fluctuations of the number of real roots of random polynomials with independent, nonzero-mean coefficients. Such non-centered ensembles arise naturally in signal-plus-noise models and in random perturbations of deterministic…

Using Beck and Cohen's superstatistics, we introduce in a systematic way a family of generalised Wishart-Laguerre ensembles of random matrices with Dyson index $\beta$ = 1,2, and 4. The entries of the data matrix are Gaussian random…

We study the asymptotic convergence of the partial averaging method, a technique used in conjunction with the random series implementation of the Feynman-Kac formula. We prove asymptotic bounds valid for most series representations in the…

There has been significant interest in studying the asymptotics of certain generalised moments, called the moments of moments, of characteristic polynomials of random Haar-distributed unitary and symplectic matrices, as the matrix size $N$…

We consider a possible generalization of the random matrix theory, which involves the maximization of Tsallis' $q$-parametrized entropy. We discuss the dependence of the spacing distribution on $q$ using a non-extensive generalization of…

We study the asymptotics of the reducible representations of the wreath products G\wr S_q=G^q \rtimes S_q for large q, where G is a fixed finite group and S_q is the symmetric group in q elements; in particular for G=Z/2Z we recover the…

We study the fluctuations of the matrix entries of regular functions of Wigner random matrices in the limit when the matrix size goes to infinity. In the case of the Gaussian ensembles (GOE and GUE) this problem was considered by A.Lytova…

In probability theory, equalities are much less than inequalities. In this paper, we find a series of equalities which characterize the symmetry of the forming times of a family of similar cycles for discrete-time and continuous-time Markov…

The usefulness of time-frequency analysis methods in the study of quasicrystals was pointed out in a previous paper, where we proved that a tempered distribution $\mu$ on ${\mathbb R}^d$ whose Wigner transform is a measure supported on the…

In the present work, eigenvalue distributions defined by a random rectangular matrix whose components are neither independently nor identically distributed are analyzed using replica analysis and belief propagation. In particular, we…

We provide the probability distribution function of matrix elements each of which is the inner product of two vectors. The vectors we are considering here are independently distributed but not necessarily Gaussian variables. When the number…

We study the first and second orders of the asymptotic expansion, as the dimension goes to infinity, of the moments of the Hilbert-Schmidt norm of a uniformly distributed matrix in the p-Schatten unit ball. We consider the case of matrices…

The q-semicircular distribution is a probability law that interpolates between the Gaussian law and the semicircular law. There is a combinatorial interpretation of its moments in terms of matchings where q follows the number of crossings,…

We consider sequences of random variables whose probability generating functions are polynomials all of whose roots lie on the unit circle. The distribution of such random variables has only been sporadically studied in the literature. We…

Representation theory and the theory of symmetric functions have played a central role in Random Matrix Theory in the computation of quantities such as joint moments of traces and joint moments of characteristic polynomials of matrices…