Related papers: Recent developments in non-asymptotic theory of ra…
A central question in random matrix theory is universality. When an emergent phenomena is observed from a large collection of chosen random variables it is natural to ask if this behavior is specific to the chosen random variable or if the…
Large random matrices appear in different fields of mathematics and physics such as combinatorics, probability theory, statistics, operator theory, number theory, quantum field theory, string theory etc... In the last ten years, they…
We take on a Random Matrix theory viewpoint to study the spectrum of certain reversible Markov chains in random environment. As the number of states tends to infinity, we consider the global behavior of the spectrum, and the local behavior…
Several well-known results from the random matrix theory, such as Wigner's law and the Marchenko--Pastur law, can be interpreted (and proved) in terms of non-backtracking walks on a certain graph. Orthogonal polynomials with respect to the…
This is a cursory overview of applications of concepts from random matrix theory (RMT) to quantum electronics and classical & quantum optics. The emphasis is on phenomena, predicted or explained by RMT, that have actually been observed in…
Consider an $n \times n$ non-Hermitian random matrix $M_n$ whose entries are independent real random variables. Under suitable conditions on the entries, we study the fluctuations of the entries of $f(M_n)$ as $n$ tends to infinity, where…
One of the great miracles of random matrix theory is that, in the $N \to \infty$ limit, many otherwise intractable matrix problems with horrendously complicated finite-$N$ expressions admit remarkably simple and elegant asymptotic…
We study the characteristic function and moments of the integer-valued random variable $\lfloor X+\alpha\rfloor$, where $X$ is a continuous random variables. The results can be regarded as exact versions of Sheppard's correction. Rounded…
We initiate the study of limit shapes for random permutations avoiding a given pattern. Specifically, for patterns of length 3, we obtain delicate results on the asymptotics of distributions of positions of numbers in the permutations. We…
We study the asymptotics of sums of matricially free random variables called random pseudomatrices, and we compare it with that of random matrices with block-identical variances. For objects of both types we find the limit joint…
We propose a nonparametric procedure to test for changes in correlation matrices at an unknown point in time. The new test requires only mild assumptions on the serial dependence structure and has considerable power in finite samples. We…
We consider growing random recursive trees in random environment, in which at each step a new vertex is attached (by an edge of a random length) to an existing tree vertex according to a probability distribution that assigns the tree…
Spectral properties and transition to instability in neutral delay differential equations are investigated in the limit of large delay. An approximation of the upper boundary of stability is found and compared to an analytically derived…
We discuss recent progress many problems in random matrix theory of a combinatorial nature, including several breakthroughs that solve long standing famous conjectures.
A convenient framework for dealing with asymptotic limit problems of probabilistic nature is provided. These problems include questions such as finding the asymptotic proportion of terms of a sequence falling inside a given interval, or the…
We provide non-asymptotic, relative deviation bounds for the eigenvalues of empirical covariance and Gram matrices in general settings. Unlike typical uniform bounds, which may fail to capture the behavior of smaller eigenvalues, our…
We consider perturbations of a large Jordan matrix, either random and small in norm or of small rank. In both cases we show that most of the eigenvalues of the perturbed matrix are very close to a circle with centre at the origin. In the…
In the present paper we consider the varying coefficient model which represents a useful tool for exploring dynamic patterns in many applications. Existing methods typically provide asymptotic evaluation of precision of estimation…
In this paper, we study exponential random graph models subject to certain constraints. We obtain some general results about the asymptotic structure of the model. We show that there exists non-trivial regions in the phase plane where the…
We study largest singular values of large random matrices, each with mean of a fixed rank $K$. Our main result is a limit theorem as the number of rows and columns approach infinity, while their ratio approaches a positive constant. It…