Related papers: Real Second Order Freeness and Haar Orthogonal Mat…
A minimal homogeneous generating system of the algebra of semi-invariants of tuples of two-by-two matrices over an infinite field of characteristic two or over the ring of integers is given. In an alternative interpretation this yields a…
The topic of this paper is the asymptotic distribution of random orthogonal matrices distributed according to Haar measure. We examine the total variation distance between the joint distribution of the entries of $W_n$, the $p_n \times q_n$…
We prove novel asymptotic freeness results in tracial ultraproduct von Neumann algebras. In particular, we show that whenever $M = M_1 \ast M_2$ is a tracial free product von Neumann algebra and $u_1 \in \mathscr U(M_1)$, $u_2 \in \mathscr…
In this paper we prove that there exists an asymptotical diagonalization algorithm for a class of sparse Hermitian (or real symmetric) matrices if and only if the matrices become Hessenberg matrices after some permutation of rows and…
Random Matrix Theory is a powerful tool in applied mathematics. Three canonical models of random matrix distributions are the Gaussian Orthogonal, Unitary and Symplectic Ensembles. For matrix ensembles defined on k-fold tensor products of…
For a sufficiently nice 2 dimensional shape, we define its approximating matrix (or patterned matrix) as a random matrix with iid entries arranged according to a given pattern. For large approximating matrices, we observe that the…
We derive a multiplication law for free non-hermitian random matrices allowing for an easy reconstruction of the two-dimensional eigenvalue distribution of the product ensemble from the characteristics of the individual ensembles. We define…
Free Probability Theory (FPT) provides rich knowledge for handling mathematical difficulties caused by random matrices that appear in research related to deep neural networks (DNNs), such as the dynamical isometry, Fisher information…
Random matrix theory (RMT) is based on two assumptions: (1) matrix-element independence, and (2) base invariance. Most of the proposed generalizations keep the first assumption and violate the second. Recently, several authors presented…
Asymptotic Schur orthogonality relations are for irreducible unitary representations of locally compact groups that need not be discrete series, where $L^2$ pairing of matrix coefficients with respect to Haar measure is replaced by a limit…
In this paper, we study random matrix models which are obtained as a non-commutative polynomial in random matrix variables of two kinds: (a) a first kind which have a discrete spectrum in the limit, (b) a second kind which have a joint…
We introduce a class of paired binary matrices called admixed arrays, which arise in analyses of large-scale genetic data and can be viewed as weighted edge colorings of complete bipartite graphs. This combinatorial structure gives rise to…
We study pairs of reals that are mutually Martin-L\"{o}f random with respect to a common, not necessarily computable probability measure. We show that a generalized version of van Lambalgen's Theorem holds for non-computable probability…
Recently, we have classified Hermitian random matrix ensembles that are invariant under the conjugate action of the unitary group and stable with respect to matrix addition. Apart from a scaling and a shift, the whole information of such an…
We investigate tensor products of random matrices, and show that independence of entries leads asymptotically to $\varepsilon$-free independence, a mixture of classical and free independence studied by M{\l}otkowski and by Speicher and…
These lectures provide an informal introduction into the notions and tools used to analyze statistical properties of eigenvalues of large random Hermitian matrices. After developing the general machinery of orthogonal polynomial method, we…
The paper investigates the asymptotic behavior of (non-normalized) traces of certain classes of matrices with non-commutative random variables as entries. We show that, unlike in the commutative framework, the asymptotic behavior of…
We consider an ensemble of $2\times 2$ normal matrices with complex entries representing operators in the quantum mechanics of 2 - level parity-time reversal (PT) symmetric systems. The randomness of the ensemble is endowed by obtaining…
We investigate the spectral norms of symmetric $N \times N$ matrices from two pseudo-random ensembles. The first is the pseudo-Wigner ensemble introduced in "Pseudo-Wigner Matrices" by Soloveychik, Xiang and Tarokh and the second is its…
Starting from Montgomery's conjecture, there has been a substantial interest on the connections of random matrix theory and the theory of L-functions. In particular, moments of characteristic polynomials of random matrices have been…