Related papers: Genus expansion for real Wishart matrices
Computing the distribution of permanents of random matrices has been an outstanding open problem for several decades. In quantum computing, "anti-concentration" of this distribution is an unproven input for the proof of hardness of the task…
We construct smooth axisymmetric-with-swirl initial data in a periodic cylinder for which the three-dimensional incompressible Euler evolution develops a finite-time boundary singularity. The construction is carried out in the dynamically…
An asymptotic expansion formula of Riemann sums over lattice polytopes is given. The formula is an asymptotic form of the local Euler-Maclaurin formula due to Berline-Vergne. The proof given here for Delzant lattice polytopes is independent…
In this paper, we consider Euler-like balance laws for mixture components that involve macroscopic velocities and temperatures for each different species. These laws are not conservative due to mutual interaction between species. In…
This note constructs a finitely generated group $W$ whose word-growth is exponential, but for which the infimum of the growth rates over all finite generating sets is 1 -- in other words, of non-uniformly exponential growth. This answers a…
The top eigenvalues of rank $r$ spiked real Wishart matrices and additively perturbed Gaussian orthogonal ensembles are known to exhibit a phase transition in the large size limit. We show that they have limiting distributions for…
We consider a Wigner-type ensemble, i.e. large hermitian $N\times N$ random matrices $H=H^*$ with centered independent entries and with a general matrix of variances $S_{xy}=\mathbb E|H_{xy}|^2$. The norm of $H$ is asymptotically given by…
We obtain structural theorems for the so-called S-asymptotic and quasiasymptotic boundedness of ultradistributions. Using these results, we then analyze the moment asymptotic expansion (MAE), providing a full characterization of those…
We compute the leading asymptotics as $N\to\infty$ of the maximum of the field $Q_N(q)= \log\det|q- A_N|$, $q\in \mathbb{C}$, for any unitarily invariant Hermitian random matrix $A_N$ associated to a non-critical real-analytic potential.…
We prove the existence of the limiting spectral distribution (LSD) of symmetric triangular patterned matrices and also establish the joint convergence of sequences of such matrices. For the particular case of the symmetric triangular Wigner…
This paper presents asymptotic results for the maximum likelihood and restricted maximum likelihood (REML) estimators within a two-way crossed mixed effect model as the sizes of the rows, columns, and cells tend to infinity. Under very mild…
We give a refined definition of the class of random matrix ensembles introduced in our paper "Structured random matrices and cyclic cumulants: A free probability approach" (arXiv:2309.14315) by extending the so-called fourth axiom to deal…
Many kinds of independence have been defined in non-commutative probability theory. Natural independence is an important class of independence; this class consists of five independences (tensor, free, Boolean, monotone and anti-monotone…
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…
Let $W$ be a random positive definite symmetric matrix distributed according to a real Wishart distribution and let $W^{-1}=(W^{ij})_{i,j}$ be its inverse matrix. We compute general moments $\mathbb{E} [W^{k_1 k_2} W^{k_3 k_4} ...…
Consider a symmetric unitary random matrix $V=(v_{ij})_{1 \le i,j \le N}$ from a circular orthogonal ensemble. In this paper, we study moments of a single entry $v_{ij}$. For a diagonal entry $v_{ii}$ we give the explicit values of the…
From the study of the high order freeness of random matrices, it is known that the order $r$ cumulant of the trace of a polynomial of $N$-dimensional GUE/GOE is of order $N^{2-r}$ if $r$ is fixed. In this work, we extend the study along…
This survey provides a unified discussion of multiple integrals, moments, cumulants and diagram formulae associated with functionals of completely random measures. Our approach is combinatorial, as it is based on the algebraic formalism of…
We compute an asymptotic expansion with precision 1/n of the moments of the expected empirical spectral measure of Wigner matrices of size n with independent centered entries. We interpret this expansion as the moments of the addition of…
This work presents a set of new statistics, the cumulant correlators, aimed at high precision analysis of the galaxy distribution. They form a symmetric matrix, $Q_{NM}$, related to moment correlators the same way as cumulants are related…