Related papers: A unitary extension of virtual permutations

Random projections or sketching are widely used in many algorithmic and learning contexts. Here we study the performance of iterative Hessian sketch for least-squares problems. By leveraging and extending recent results from random matrix…

There is a unique unitarily-invariant ensemble of $N\times N$ Hermitian matrices with a fixed set of real eigenvalues $a_1 > \dots > a_N$. The joint eigenvalue distribution of the $(N - 1)$ top-left principal submatrices of a random matrix…

The form factor of the unitary group U(N) endowed with the Haar measure characterizes the correlations within the spectrum of a typical unitary matrix. It can be decomposed into a sum over pairs of ``periodic orbits'', where by periodic…

We introduce the space of virtual Markov chains (VMCs) as a projective limit of the spaces of all finite state space Markov chains (MCs), in the same way that the space of virtual permutations is the projective limit of the spaces of all…

By applying an idea of Borodin and Olshanski [J. Algebra 313 (2007), 40-60], we study various scaling limits of determinantal point processes with trace class projection kernels given by spectral projections of selfadjoint Sturm-Liouville…

We study randomized variants of two classical algorithms: coordinate descent for systems of linear equations and iterated projections for systems of linear inequalities. Expanding on a recent randomized iterated projection algorithm of…

We consider the asymptotics of the Plancherel measures on partitions of $n$ as $n$ goes to infinity. We prove that the local structure of a Plancherel typical partition (which we identify with a Young diagram) in the middle of the limit…

Given a finite collection $\mathbf{V}:=(V_1,\dots,V_N)$ of closed linear subspaces of a real Hilbert space $H$, let $P_i$ denote the orthogonal projection operator onto $V_i$ and $P_{i,\lambda}:= (1-\lambda)I + \lambda P_i$ denote its…

Let $\{X_n\}_{n\in\N}$ be a Markov chain on a measurable space $\X$ with transition kernel $P$ and let $V:\X\r[1,+\infty)$. The Markov kernel $P$ is here considered as a linear bounded operator on the weighted-supremum space $\cB_V$…

We study the limiting spectral measure of large symmetric random matrices of linear algebraic structure. For Hankel and Toeplitz matrices generated by i.i.d. random variables $\{X_k\}$ of unit variance, and for symmetric Markov matrices…

We study the properties of "generic", in the sense of the Haar measure on the corresponding Grassmann manifold, subspaces of l^N_infinity of given dimension. We prove that every "well bounded" operator on such a subspace, say E, is a…

Orthogonal projections of the uniform measure on the Sierpinski triangle form a family of self similar measures with overlaps. The main result of this work is to make a connection between the dimension theory of these measures and the…

We consider the numbers of positive and negative eigenvalues of matrices of squared distances between randomly sampled i.i.d. points in a given metric measure space. These numbers and their limits, as the number of points grows, in fact…

We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the moments of the martingale, we prove that normalized moments of…

We consider the uniform approximation of the smallest eigenvalue of a large parameter-dependent Hermitian matrix by that of a smaller counterpart obtained through projections. The projection subspaces are constructed iteratively by means of…

We study the projective geometry of homogeneous varieties $X= G/P\subset P(V)$, where $G$ is a complex simple Lie group, $P$ is a maximal parabolic subgroup and $V$ is the minimal $G$-module associated to $P$. Our study began with the…

We investigate Voronoi-like tessellations of bipartite quadrangulations on surfaces of arbitrary genus, by using a natural generalization of a bijection of Marcus and Schaeffer allowing to encode such structures into labeled maps with a…

The main result of this paper is that determinantal point processes on the real line corresponding to projection operators with integrable kernels are quasi-invariant, in the continuous case, under the group of diffeomorphisms with compact…

A metric measure space is a complete separable metric space equipped with probability measure that has full support. Two such spaces are equivalent if they are isometric as metric spaces via an isometry that maps the probability measure on…

The unitary group with the Haar probability measure is called Circular Unitary Ensemble. All the eigenvalues lie on the unit circle in the complex plane and they can be regarded as a determinantal point process on $\mathbb{S}^1$. It is also…