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Related papers: Kerov's interlacing sequences and random matrices

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We prove a universal mesoscopic central limit theorem for linear eigenvalue statistics of a Wigner-type matrix inside the bulk of the spectrum with compactly supported twice continuously differentiable test functions. The main novel…

Probability · Mathematics 2023-01-05 Volodymyr Riabov

We introduce and study a family of Markov processes on partitions. The processes preserve the so-called z-measures on partitions previously studied in connection with harmonic analysis on the infinite symmetric group. We show that the…

Mathematical Physics · Physics 2007-05-23 Alexei Borodin , Grigori Olshanski

We compute the spectral statistics of the sum H of two independent complex Wishart matrices, each of which is correlated with a different covariance matrix. Random matrix theory enjoys many applications including sums and products of random…

Mathematical Physics · Physics 2016-07-05 Gernot Akemann , Tomasz Checinski , Mario Kieburg

Vershik and Kerov gave asymptotical bounds for the maximal and the typical dimensions of irreducible representations of symmetric groups $S_n$. It was conjectured by G. Olshanski that the maximal and the typical dimensions of the isotypic…

Representation Theory · Mathematics 2011-10-21 Sevak Mkrtchyan

We provide explicit conditions, in terms of the transition kernel of its driving particle, for a Markov branching process to admit a scaling limit toward a self-similar growth-fragmentation with negative index. We also derive a scaling…

Probability · Mathematics 2019-12-10 Benjamin Dadoun

In this paper, we investigate the limiting spectral distribution of the sample correlation matrix, whose sample vectors are $k$-fold tensor products of $n$-dimensional vectors with i.i.d. entries. We focus on the limiting regime $n,k \to…

Probability · Mathematics 2026-05-28 Wangjun Yuan

We prove a formula expressing the Kerov polynomial $\Sigma_k$ as a weighted sum over the lattice of noncrossing partitions of the set $\{1,...,k+1\}$. In particular, such a formula is related to a partial order $\mirr$ on the Lehner's…

Combinatorics · Mathematics 2009-08-11 P. Petrullo , D. Senato

This paper investigates limiting properties of eigenvalues of multivariate sample spatial-sign covariance matrices when both the number of variables and the sample size grow to infinity. The underlying p-variate populations are general…

Statistics Theory · Mathematics 2021-01-25 Weiming Li , Qinwen Wang , Jianfeng Yao , Wang Zhou

The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…

Probability · Mathematics 2021-03-18 Arup Bose , Koushik Saha , Arusharka Sen , Priyanka Sen

The eigenvalues for the minors of real symmetric ($\beta=1$) and complex Hermitian ($\beta=2$) Wigner matrices form the Wigner corner process, which is a multilevel interlacing particle system. In this paper, we study the microscopic…

Probability · Mathematics 2019-07-25 Jiaoyang Huang

We consider the characteristic function of linear spectral statistics of generalized Wigner matrices. We provide an expansion of the characteristic function with error $\mathcal{O} ( N^{-1})$ around its limiting Gaussian form, and identify…

Probability · Mathematics 2024-12-19 Benjamin Landon

Using Bernstein polynomial approximations, we prove the central limit theorem for linear spectral statistics of sample covariance matrices, indexed by a set of functions with continuous fourth order derivatives on an open interval including…

Statistics Theory · Mathematics 2010-11-29 Zhidong Bai , Xiaoying Wang , Wang Zhou

This paper is the first chapter of three of the author's undergraduate thesis. We study the random matrix ensemble of covariance matrices arising from random $(d_b, d_w)$-regular bipartite graphs on a set of $M$ black vertices and $N$ white…

Probability · Mathematics 2017-04-28 Kevin Yang

Our main result is a local limit law for the empirical spectral distribution of the anticommutator of independent Wigner matrices, modeled on the local semicircle law. Our approach is to adapt some techniques from one of the recent papers…

Probability · Mathematics 2013-08-29 Greg W. Anderson

We introduce partial loop-erasing operators. We show that by applying a refinement sequence of partial loop-erasing operators to a finite Markov chain, we get a process equivalent to the chronological loop-erased Markov chain. As an…

Probability · Mathematics 2022-09-19 Shiping Cao

We explore the limiting empirical eigenvalue distributions arising from matrices of the form \[A_{n+1} = \begin{bmatrix} A_n & I\\ I & A_n \end{bmatrix} , \]where $A_0$ is the adjacency matrix of a $k$-regular graph. We find that for…

Discrete Mathematics · Computer Science 2018-07-23 Clark Alexander , Tara Nenninger , Danielle Tucker

In this paper, we consider the empirical spectral distribution of the sample correlation matrix and investigate its asymptotic behavior under mild assumptions on the data's distribution, when dimension and sample size increase at the same…

Probability · Mathematics 2022-09-01 Nina Dörnemann , Johannes Heiny

We consider large Hermitian matrices whose entries are defined by evaluating the exponential function along orbits of the skew-shift $\binom{j}{2} \omega+jy+x \mod 1$ for irrational $\omega$. We prove that the eigenvalue distribution of…

Mathematical Physics · Physics 2021-07-14 Arka Adhikari , Marius Lemm , Horng-Tzer Yau

We identify the scaling limit of full-plane Kadanoff-Ceva fermions on generic, non-degenerate $s$-embeddings. In this broad setting, the scaling limits are described in terms of solutions to conjugate Beltrami equations with prescribed…

Probability · Mathematics 2025-12-24 Rémy Mahfouf

We survey the theory of increasing and decreasing subsequences of permutations. Enumeration problems in this area are closely related to the RSK algorithm. The asymptotic behavior of the expected value of the length is(w) of the longest…

Combinatorics · Mathematics 2007-05-23 Richard P. Stanley