English
Related papers

Related papers: Kerov's interlacing sequences and random matrices

200 papers

Let $(X_n)_{n \ge 0}$ be an irreducible, aperiodic, homogeneous Markov chain, with state space a totally ordered finite alphabet of size $m$. Using combinatorial constructions and weak invariance principles, we obtain the limiting shape of…

Probability · Mathematics 2020-09-07 Christian Houdré , Trevis J. Litherland

We consider the problem of generating symmetric pseudo-random sign (+/-1) matrices based on the similarity of their spectra to Wigner's semicircular law. Using binary m-sequences (Golomb sequences) of lengths n=2^m-1, we give a simple…

Probability · Mathematics 2018-02-27 Ilya Soloveychik , Yu Xiang , Vahid Tarokh

We consider the $2$-spin spherical Sherrington--Kirkpatrick model whose disorder is given by a deformed Wigner matrix of the form $W+\lambda V$, where $W$ is a Wigner matrix and $V$ is a random diagonal matrix with i.i.d. entries. Assuming…

Probability · Mathematics 2022-10-13 Ji Oon Lee , Yiting Li

We use the idea of a Wigner surmise to compute approximate distributions of the first eigenvalue in chiral Random Matrix Theory, for both real and complex eigenvalues. Testing against known results for zero and maximal non-Hermiticity in…

High Energy Physics - Theory · Physics 2010-02-16 G. Akemann , E. Bittner , M. J. Phillips , L. Shifrin

Random matrix theory has become a cornerstone in modern statistics and data science, providing fundamental tools for understanding high-dimensional covariance structures. Within this framework, the Wishart matrix plays a central role in…

Statistics Theory · Mathematics 2025-11-26 Fengcheng Liu

We prove that the linear statistics of the eigenvalues of a Wigner matrix converge to a universal Gaussian process on all mesoscopic spectral scales, i.e. scales larger than the typical eigenvalue spacing and smaller than the global extent…

Probability · Mathematics 2018-03-29 Yukun He , Antti Knowles

Dotsenko-Fateev and Chern-Simons matrix models, which describe Nekrasov functions for SYM theories in different dimensions, are all incorporated into network matrix models with the hidden Ding-Iohara-Miki (DIM) symmetry. This lifting is…

We study the adjacency matrices of random $d$-regular graphs with large but fixed degree $d$. In the bulk of the spectrum $[-2\sqrt{d-1}+\varepsilon, 2\sqrt{d-1}-\varepsilon]$ down to the optimal spectral scale, we prove that the Green's…

Probability · Mathematics 2020-04-28 Roland Bauerschmidt , Jiaoyang Huang , Horng-Tzer Yau

Random skew plane partitions of large size distributed according to an appropriately scaled Schur process develop limit shapes. In the present work we consider the limit of large random skew plane partitions where the inner boundary…

Mathematical Physics · Physics 2015-05-14 Cedric Boutillier , Sevak Mkrtchyan , Nicolai Reshetikhin , Peter Tingley

We consider the problem of determining the limiting spectral distribution for random matrices whose row distributions are permitted to have limited dependence. We assume mild moment conditions and give an extension of the…

Probability · Mathematics 2018-01-16 Chris Connell , Pawan Patel

Feature alignment methods are used in many scientific disciplines for data pooling, annotation, and comparison. As an instance of a permutation learning problem, feature alignment presents significant statistical and computational…

Statistics Theory · Mathematics 2023-11-23 Yanjun Han , Philippe Rigollet , George Stepaniants

There are two approaches to projective representation theory of symmetric and alternating groups, which are powerful enough to work for modular representations. One is based on Sergeev duality, which connects projective representation…

Representation Theory · Mathematics 2010-11-03 Alexander Kleshchev , Vladimir Shchigolev

Let $G_{n,k}$ be the group of permutations of $\{1,2,\ldots, kn\}$ that permutes the first $k$ symbols arbitrarily, then the next $k$ symbols and so on through the last $k$ symbols. Finally the $n$ blocks of size $k$ are permuted in an…

Probability · Mathematics 2025-07-16 Sourav Chatterjee , Persi Diaconis

We study the diffusion of complex Wishart matrices and derive a partial differential equation governing the behavior of the associated averaged characteristic polynomial. In the limit of large size matrices, the inverse Cole-Hopf transform…

Mathematical Physics · Physics 2015-12-23 Jean-Paul Blaizot , Maciej A. Nowak , Piotr Warchoł

The study of longest increasing subsequences (LIS) in permutations led to that of Young diagrams via Robinson-Schensted's (RS) correspondence. In a celebrated paper, Vershik and Kerov obtained a limit theorem for such diagrams and found…

Probability · Mathematics 2024-12-19 Victor Dubach

In this note, we investigate some properties of local Kneser graphs defined in [8]. In this regard, as a generalization of the Erd${\rm \ddot{o}}$s-Ko-Rado theorem, we characterize the maximum independent sets of local Kneser graphs. Next,…

Combinatorics · Mathematics 2009-02-24 Meysam Alishahi , Hossein Hajiabolhassan , Ali Taherkhani

In this article, we will consider Wishart Matrices with correlated entries, but with a strictly log-concave law. It has been shown by A.Pajor and L.Pastur that the empirical measures of such matrices converges. We will show, under some…

Probability · Mathematics 2014-03-07 Kevin Richard , Alice Guionnet

We consider the random reversible Markov kernel K obtained by assigning i.i.d. nonnegative weights to the edges of the complete graph over n vertices and normalizing by the corresponding row sum. The weights are assumed to be in the domain…

Probability · Mathematics 2012-11-19 Charles Bordenave , Pietro Caputo , Djalil Chafaï

Let $\mathbf X=(X_{jk})_{j,k=1}^n$ denote a Hermitian random matrix with entries $X_{jk}$, which are independent for $1\le j\le k\le n$. We consider the rate of convergence of the empirical spectral distribution function of the matrix…

Probability · Mathematics 2015-07-03 F. Götze , A. Tikhomirov

Recently, the authors have proposed a new approach to the theory of random metrics, making an explicit link between probability measures on the space of metrics on a Kahler manifold and random matrix models. We consider simple examples of…

High Energy Physics - Theory · Physics 2012-04-26 Frank Ferrari , Semyon Klevtsov , Steve Zelditch