Related papers: Integration of invariant matrices and application …
This is a course on Random Matrix Theory which includes traditional as well as advanced topics presented with an extensive use of classical logarithmic plasma analogy and that of the quantum systems of one-dimensional interacting fermions…
A new method involving particle diagrams is introduced and developed into a rigorous framework for carrying out embedded random matrix calculations. Using particle diagrams and the attendant methodology including loop counting it becomes…
We consider a generalization of the Ewens measure for the symmetric group, calculating moments of the characteristic polynomial and similar multiplicative statistics. In addition, we study the asymptotic behavior of linear statistics (such…
We study the overlaps between right and left eigenvectors for random matrices of the spherical and truncated unitary ensembles. Conditionally on all eigenvalues, diagonal overlaps are shown to be distributed as a product of independent…
Using random matrix technique we determine an exact relation between the eigenvalue spectrum of the covariance matrix and of its estimator. This relation can be used in practice to compute eigenvalue invariants of the covariance…
Invariant coordinate selection is an unsupervised multivariate data transformation useful in many contexts such as outlier detection or clustering. It is based on the simultaneous diagonalization of two affine equivariant and positive…
For a random matrix following a Wishart distribution, we derive formulas for the expectation and the covariance matrix of compound matrices. The compound matrix of order $m$ is populated by all $m\times m$-minors of the Wishart matrix. Our…
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…
I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…
We study the eigenvalues of the covariance matrix $\frac{1}{n}M^*M$ of a large rectangular matrix $M=M_{n,p}=(\zeta_{ij})_{1\leq i\leq p;1\leq j\leq n}$ whose entries are i.i.d. random variables of mean zero, variance one, and having finite…
We study the invariants of arbitrary dimensional multipartite quantum states under local unitary transformations. For multipartite pure states, we give a set of invariants in terms of singular values of coefficient matrices. For…
The eigenvalue density for members of the Gaussian orthogonal and unitary ensembles follows the Wigner semi-circle law. If the Gaussian entries are all shifted by a constant amount c/Sqrt(2N), where N is the size of the matrix, in the large…
In the first part of these notes, we review some of the recent developments in the study of the spectral properties of Wigner matrices. In the second part, we present a new proof of a Wegner estimate for the eigenvalues of a large class of…
In this note we want to have another look on Schwinger-Dyson equations for the eigenvalue distributions and the fluctuations of classical unitarily invariant random matrix models. We are exclusively dealing with one-matrix models, for which…
Convenient parameterizations of matrices in terms of vectors transform (certain classes of) matrix equations into covariant (hence rotation-invariant) vector equations. Certain recently introduced such parameterizations are tersely…
We consider the problem of joint estimation of structured inverse covariance matrices. We perform the estimation using groups of measurements with different covariances of the same unknown structure. Assuming the inverse covariances to span…
We study the ensemble of a product of n complex Gaussian i.i.d. matrices. We find this ensemble is Gaussian with a variance matrix which is averaged over a multi-Wishart ensemble. We compute the mixed moments and find that at large $N$,…
The random matrix ensembles (RME), especially Gaussian RME and Ginibre RME, are applied to nuclear systems, molecular systems, and two-dimensional electron systems (Wigner-Dyson electrostatic analogy). Measures of quantum chaos and quantum…
We consider a massive particle of arbitrary spin and the basis vectors that carry the unitary, irreducible representations of the Poincar\'e group. From the complex coefficients in normalizable superpositions of these basis vectors, we…
We describe the mathematical properties of pairwise comparisons matrices with coefficients in an arbitrary group. We provide a vocabulary adapted for the description of main algebraic properties of inconsistency maps, describe an example…