Related papers: Real Second Order Freeness and Haar Orthogonal Mat…
In this note we give a combinatorial and non-computational proof of the asymptotics of the integer moments of the moments of the characteristic polynomials of Haar distributed unitary matrices as the size of the matrix goes to infinity.…
Integrable differential identities, together with ensemble-specific initial conditions, provide an effective approach for the characterisation of relevant observables and state functions in random matrix theory. We develop this approach for…
In their paper, "A new application of random matrices: Ext(C*_red(F_2)) is not a group", Haagerup and Thorbjornsen prove an extension of Voiculescu's random matrix model for independent complex self-adjoint Gaussian random matrices. We…
In this note we study asymptotic properties of the *-distribution of traces of some matrices, with respect to the free Haar trace on the unitary dual group. The considered matrices are powers of the unitary matrix generating the Brown…
We present an informal review of results on asymptotics of orthogonal polynomials, stressing their spectral aspects and similarity in two cases considered. They are polynomials orthonormal on a finite union of disjoint intervals with…
We show that the operatorial framework developed by Voiculescu for free random variables can be extended to arrays of random variables whose multiplication imitates matricial multiplication. The associated notion of independence, called…
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…
Multiple orthogonal polynomials are a generalization of orthogonal polynomials in which the orthogonality is distributed among a number of orthogonality weights. They appear in random matrix theory in the form of special determinantal point…
We compute the limit distribution of partial transposes (when both the number and the size of blocks tends to infinity) for a large class of ensembles of unitarily invariant random matrices. Furthermore, it is shown the asymptotic freeness…
We consider ensembles of real symmetric band matrices with entries drawn from an infinite sequence of exchangeable random variables, as far as the symmetry of the matrices permits. In general the entries of the upper triangular parts of…
We investigate the implications of free probability for random matrices. From rules for calculating all possible joint moments of two free random matrices, we develop a notion of partial freeness which is quantified by the breakdown of…
In this paper, we provide a complete Plancherel-Rotach asymptotic analysis of polynomials that satisfy a second-order difference equation with linear coefficients. According to the signs of the parameters, we classify the difference…
We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…
We provide the detailed asymptotic behavior for first-order aggregation models of heterogeneous oscillators. Due to the dissimilarity of natural frequencies, one could expect that all relative distances converge to definite positive value…
The first paper in this series introduced a new family of nonasymptotic matrix concentration inequalities that sharply capture the spectral properties of very general random matrices in terms of an associated noncommutative model. These…
We study products of functions evaluated at self-adjoint polynomials in deterministic matrices and independent Wigner matrices; we compute the deterministic approximations of such products and control the fluctuations. We focus on…
Motivated by real-world machine learning applications, we analyze approximations to the non-asymptotic fundamental limits of statistical classification. In the binary version of this problem, given two training sequences generated according…
We study the first and second orders of the asymptotic expansion, as the dimension goes to infinity, of the moments of the Hilbert-Schmidt norm of a uniformly distributed matrix in the p-Schatten unit ball. We consider the case of matrices…
In this paper, an analogue of matrix models from free probability is developed in the bi-free setting. A bi-matrix model is not simply a pair of matrix models, but a pair of matrix models where one element in the pair acts by…
An elementary proof that certain pairs of $2\times 2$ matrices with nonnegative real coordinates generate free monoids.