Related papers: Genus expansion for real Wishart matrices
For random matrix ensembles with unitary symmetry, there is interest in the large $N$ form of the moments of the absolute value of the characteristic polynomial for their relevance to the Riemann zeta function on the critical line, and to…
The full moments expansion of the joint probability distribution of an isotropic random field, its gradient and invariants of the Hessian is presented in 2 and 3D. It allows for explicit expression for the Euler characteristic in ND and…
We study the asymptotic behavior of the free cumulants (in the sense of free probability theory of Voiculescu) of Jucys--Murphy elements--or equivalently--of the transition measure associated with a Young diagram. We express these cumulants…
We present a numerical scheme for efficiently extracting the higher-order moments and cumulants of various operators on spin systems represented as tensor product states, for both finite and infinite systems, and present several…
Classical Edgeworth expansions provide asymptotic correction terms to the Central Limit Theorem (CLT) up to an order that depends on the number of moments available. In this paper, we provide subsequent correction terms beyond those given…
The cumulant representation of the Fourier path integral method is examined to determine the asymptotic convergence characteristics of the imaginary-time density matrix with respect to the number of path variables $N$ included. It is proved…
We establish explicit, universal, and distribution-free bounds for the $n$-th cumulant, $\kappa_n(X)$, of a scalar random variable, controlled solely by an $n$-th order absolute moment functional $M_n(X)$. The bounds take the form…
Using asymptotics of Toeplitz+Hankel determinants, we establish formulae for the asymptotics of the moments of the moments of the characteristic polynomials of random orthogonal and symplectic matrices, as the matrix-size tends to infinity.…
We address the question of the asymptotic description of random tensors that are local-unitary invariant, that is, invariant by conjugation by tensor products of independent unitary matrices. We consider both the mixed case of a tensor with…
We develop a new framework to compute the exact correlators of characteristic polynomials, and their inverses, in random matrix theory. Our results hold for general potentials and incorporate the effects of an external source. In matrix…
The Euler characteristic of a very affine variety encodes the number of critical points of the likelihood equation on this variety. In this paper, we study the Euler characteristic of the complement of a hypersurface arrangement with…
We define Euler characteristics on classes of residually finite and virtually torsion free groups and we show that they satisfy certain formulas in the case of amalgamated free products and HNN extensions over finite subgroups. These…
Based on the multivariate saddle point method we study the asymptotic behavior of the characteristic polynomials associated to Wishart type random matrices that are formed as products consisting of independent standard complex Gaussian and…
The Euler characteristic is the only additive topological invariant for spaces of certain sort, in particular, for manifolds with some finiteness properties. A generalization of the notion of a manifold is the notion of a V-manifold. Here…
We give simple criteria to identify the exponential order of magnitude of the absolute value of the determinant for wide classes of random matrix models, not requiring the assumption of invariance. These include Gaussian matrices with…
Summation formulas, such as the Euler-Maclaurin expansion or Gregory's quadrature, have found many applications in mathematics, ranging from accelerating series, to evaluating fractional sums and analyzing asymptotics, among others. We show…
In a companion paper \cite{jon-fei}, we established asymptotic formulae for the joint moments of derivatives of the characteristic polynomials of CUE random matrices. The leading order coefficients of these asymptotic formulae are expressed…
Many important statistical models fall outside classical moment-based methods due to the non-existence of moments or moment generating functions. We propose a generalised probabilistic framework in which densities are replaced by pairs…
We present generating functions for extensions of multiplicative invariants of wreath symmetric products of orbifolds presented as the quotient by the locally free action of a compact, connected Lie group in terms of orbifold sector…
The Wishart model of random covariance or correlation matrices continues to find ever more applications as the wealth of data on complex systems of all types grows. The heavy tails often encountered prompt generalizations of the Wishart…