Related papers: Matricial R-transform
We show that real second order freeness appears in the study of Haar unitary and unitarily invariant random matrices when transposes are also considered. In particular we obtain the unexpected result that a unitarily invariant random matrix…
We present a simple, accurate method for solving consistent, rank-deficient linear systems, with or without addi- tional rank-completing constraints. Such problems arise in a variety of applications, such as the computation of the…
We prove a number of results concerning the large $N$ asymptotics of the free energy of a random matrix model with a polynomial potential $V(z)$. Our approach is based on a deformation $\tau_tV(z)$ of $V(z)$ to $z^2$, $0\le t<\infty$ and on…
We compute the Poisson bracket relations for the monodromy matrix of the auxiliary linear problem. If the basic Poisson bracket relations of the model contain derivatives, this computation leads to a peculiar type of symmetry breaking which…
High-dimensional time series has diverse applications in econometrics and finance. Recent models for capturing temporal dependence have employed a bilinear representation for matrix time series, or the Tucker-decomposition based…
We construct irreducible unitary representations of a finitely generated free group which are weakly contained in the left regular representation and in which a given linear combination of the generators has an eigenvalue. When the…
We focus on the linear convergence of generalized proximal point algorithms for solving monotone inclusion problems. Under the assumption that the associated monotone operator is metrically subregular or that the inverse of the monotone…
We develop a numerical approach for computing the additive, multiplicative and compressive convolution operations from free probability theory. We utilize the regularity properties of free convolution to identify (pairs of) `admissible'…
The problem of diagonalization of Hamiltonians of N-dimensional boson systems by means of time-dependent canonical transformations (CT) is considered, the case of quadratic Hamiltonians being treated in greater detail. The unitary generator…
We introduce the notion of operator-valued infinitesimal (OVI) independence for the Boolean and monotone cases. Then show that OVI Boolean (resp. monotone) independence is equivalent to the operator-valued Boolean (resp. monotone)…
The principal innovative idea in this paper is to transform the original complex nonlinear modeling problem into a combination of linear problem and very simple nonlinear problems. The key step is the generalized linearization of nonlinear…
In this note we report the solution of the problem of defining the $S$-transform in Free Probability Theory in arbitrary dimensions. This is achieved by generalising the theory and embedding it into an algebraic-geometric framework.…
We calculate the autocorrelation functions (or shifted moments) of the characteristic polynomials of matrices drawn uniformly with respect to Haar measure from the groups U(N), O(2N) and USp(2N). In each case the result can be expressed in…
The monograph contains a systematic treatment of a circle of problems in analysis and integral geometry related to inversion of the Radon transform on the space of real rectangular matrices. This transform assigns to a function $f$ on the…
We consider the problem of minimizing the sum of a convex function and a convex function composed with an injective linear mapping. For such problems, subject to a coercivity condition at fixed points of the corresponding Picard iteration,…
The paper deals with distribution of singular values of product of random matrices arising in the analysis of deep neural networks. The matrices resemble the product analogs of the sample covariance matrices, however, an important…
Cumulants linearize convolution of measures. We use a formula of Good to define noncommutative cumulants in a very general setting.It turns out that the essential property needed is exchangeability of random variables. Roughly speaking the…
A number of theoretical and computational problems for matrix polynomials are solved by passing to linearizations. Therefore a perturbation theory results for linearizations need to be related back to matrix polynomials. In this paper we…
A higher dimensional generalization of the cross product is associated with an adequate matrix multiplication. This index-free view allows for a better understanding of the underlying algebraic structures, among which are generalizations of…
We study the free product of rooted graphs and its various decompositions using quantum probabilistic methods. We show that the free product of rooted graphs is canonically associated with free independence, which completes the proof of the…