Related papers: Genus expansion for real Wishart matrices
Asymptotic expansions are derived for solutions of the parabolic cylinder and Weber differential equations. In addition the inhomogeneous versions of the equations are considered, for the case of polynomial forcing terms. The expansions…
The aim of this paper is to give fine asymptotics for random variables with moments of Gamma type. Among the examples we consider are random determinants of Laguerre and Jacobi beta ensembles with varying dimensions (the number of observed…
Inspired by Kontsevich's graphic orbifold Euler characteristic we define a virtual Euler characteristic for any finite set of isomorphism classes of matroids of rank $r$. Our main result provides a simple formula for the virtual Euler…
In this manuscript, we study the limiting distribution for the joint law of the largest and the smallest singular values for random circulant matrices with generating sequence given by independent and identically distributed random elements…
In this paper we introduce and study the Euler characteristic associated with algebraic modules generated by arbitrary elements of certain noncommutative polyballs. We provide several asymptotic formulas and prove some of its basic…
We present a genus expansion-type expression for the expected values of products of traces of expressions involving Haar-distributed orthogonal matrices. As with other real genus expansions, nonorientable surfaces appear, in addition to the…
We prove the convergence of the empirical spectral measure of Wishart matrices with size-dependent entries and characterize the limiting law by its moments. We apply our result to the cases where the entries are Bernoulli variables with…
We show how the replica method can be used to compute the asymptotic eigenvalue spectrum of a real Wishart product matrix. For unstructured factors, this provides a compact, elementary derivation of a polynomial condition on the Stieltjes…
We studied the universality of Wishart ensembles whose covariance matrix has 2 distinct eigenvalues. We studied the asymptotic limit when the number of both eigenvalues goes to infinity and obtained universality results. In this case, the…
In this short article we propose a full large $N$ asymptotic expansion of the probability that the $m^{\text{th}}$ power of a random unitary matrix of size $N$ has all its eigenvalues in a given arc-interval centered in $1$ when $N$ is…
We conclude our work [arXiv:2403.07628, arXiv:2503.12644] on asymptotic expansions at the soft edge for the classical $n$-dimensional Gaussian and Laguerre ensembles, now studying the gap-probability generating functions. We show that the…
We provide an exact formula for the complex exponents in the modular product expansion of the modular units, and deduce a characterization of the modular units in terms of the growth of these exponents, answering a question of W. Kohnen.
We consider several generalizations of the classical $\gamma$-positivity of Eulerian polynomials (and their derangement analogues) using generating functions and combinatorial theory of continued fractions. For the symmetric group, we prove…
We present the singular Euler--Maclaurin expansion, a new method for the efficient computation of large singular sums that appear in long-range interacting systems in condensed matter and quantum physics. In contrast to the traditional…
In this paper we define cumulants for finite free convolution. We give a moment-cumulant formula and show that these cumulants satisfy desired properties: they are additive with respect to finite free convolution and they approach free…
Vinberg cones and the ambient vector spaces are important in modern statistics of sparse models and of graphical models. The aim of this paper is to study eigenvalue distributions of Gaussian, Wigner and covariance matrices related to…
A moderate deviation principle as well as moderate and large deviation inequalities for a sequence of elements living inside a fixed Wiener chaos associated with an isonormal Gaussian process are shown. The conditions under which the…
Let $h(d)$ be the class number of indefinite binary quadratic forms of discriminant $d$, and let $\varepsilon_d$ be the corresponding fundamental unit. In this paper, we obtain an asymptotic formula for the $k$-th moment of $h(d)$ over…
This paper develops theory for feasible estimators of finite-dimensional parameters identified by general conditional quantile restrictions, under much weaker assumptions than previously seen in the literature. This includes instrumental…
We study asymptotic distributions of large dimensional random matrices of the form $BB^{*}$, where $B$ is a product of $p$ rectangular random matrices, using free probability and combinatorics of colored labeled noncrossing partitions.…