Related papers: Matricial R-transform
We study the distribution of entries of a random permutation matrix under a "randomized basis," i.e., we conjugate the random permutation matrix by an independent random orthogonal matrix drawn from Haar measure. It is shown that under…
These lectures present a survey of recent developments in the area of random matrices (finite and infinite) and random permutations. These probabilistic problems suggest matrix integrals (or Fredholm determinants), which arise very…
A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…
R-matrix is explicitly constructed for simplest representations of the Ding-Iohara-Miki algebra. The calculation is straightforward and significantly simpler than the one through the universal R-matrix used for a similar calculation in the…
We show that Connes' embedding problem for II_1-factors is equivalent to a statement about distributions of sums of self-adjoint operators with matrix coefficients. This is an application of a linearization result for finite von Neumann…
We present a list of (1+1)-dimensional second-order evolution equations all connected via a proposed generalised hodograph transformation, resulting in a tree of equations transformable to the linear second-order autonomous evolution…
Four results are given that address the existence, ambiguities and construction of a classical R-matrix given a Lax pair. They enable the uniform construction of R-matrices in terms of any generalized inverse of $ad L$. For generic $L$ a…
In a previous paper (called "Rectangular random matrices. Related covolution"), we defined, for $\lambda \in [0,1]$, the rectangular free convolution with ratio $\lambda$. Here, we investigate the related notion of infinite divisiblity,…
It has been shown by Voiculescu and Biane that the analytic subordination property holds for free additive and multiplicative convolutions. In this paper, we present an operatorial approach to subordination for free multiplicative…
We study factorizations of rational matrix functions with simple poles on the Riemann sphere. For the quadratic case (two poles) we show, using multiplicative representations of such matrix functions, that a good coordinate system on this…
A general theorem on factorization of matrices with polynomial entries is proven and it is used to reduce polynomial Darboux matrices to linear ones. Some new examples of linear Darboux matrices are discussed.
Given a positive integer $r$ and a prime power $q$, we estimate the probability that the characteristic polynomial $f_{A}(t)$ of a random matrix $A$ in $\mathrm{GL}_{n}(\mathbb{F}_{q})$ is square-free with $r$ (monic) irreducible factors…
By viewing non-commutative polynomials, that is, elements in free associative algebras, in terms of linear representations, we generalize Horner's rule to the non-commutative (multivariate) setting. We introduce the concept of Horner…
We introduce a new class of large structured random matrices characterized by four fundamental properties which we discuss. We prove that this class is stable under matrix-valued and pointwise non-linear operations. We then formulate an…
Consider some matrix waiting for its coefficients to be written. For each column, sample independently a Bernoulli random variable of some parameter $p$. Seeing all this and possibly using extra randomness, Alice then chooses one spot in…
The (matricial) solution set of a Linear Matrix Inequality (LMI) is a convex basic non-commutative semi-algebraic set. The main theorem of this paper is a converse, a result which has implications for both semidefinite programming and…
We introduce a family of coefficients based on U-statistics that generalize the notion of correlation and explore their properties in the large dimensional multivariate case, showing that in the null case of uncorrelated variables, the…
The asymptotic freeness of independent unitarily invariant $N\times N$ random matrices holds in expectation up to $O(N^{-2})$. An already known consequence is the infinitesimal freeness in expectation. We put in evidence another consequence…
We study the eigenvalue distribution of a GUE matrix with a variance profile that is perturbed by an additive random matrix that may possess spikes. Our approach is guided by Voiculescu's notion of freeness with amalgamation over the…
We prove that the inverse of a positive-definite matrix can be approximated by a weighted-sum of a small number of matrix exponentials. Combining this with a previous result [OSV12], we establish an equivalence between matrix inversion and…