Related papers: Matricial circular systems and random matrices
A recent development in random matrix theory, the intrinsic freeness principle, establishes that the spectrum of very general random matrices behaves as that of an associated free operator. This reduces the study of such random matrices to…
We consider a versatile matrix model of the form ${\bf A}+i {\bf B}$, where ${\bf A}$ and ${\bf B}$ are real random circulant matrices with independent but, in general, nonidentically distributed Gaussian entries. For this model, we derive…
Free probability provides a framework for describing correlations between non-commuting observables in complex quantum systems whose Hilbert-space states follow maximum-entropy distributions. We examine the robustness of this framework…
This paper investigates spectral properties of certain classes of positive operators originated from different matrices appeared in linear complementarity problem. These positive operators play a crucial role in various areas of mathematics…
Random matrices have their roots in multivariate analysis in statistics, and since Wigner's pioneering work in 1955, they have been a very important tool in mathematical physics. In functional analysis, random matrices and random structures…
Hilbert's Nullstellensatz is one of the most fundamental correspondences between algebra and geometry, and has inspired a plethora of noncommutative analogs. In last two decades, there has been an increased interest in understanding…
Matrices are typically considered over fields or rings. Motivated by applications in parametric differential equations and data-driven modeling, we suggest to study matrices with entries from a Hilbert space and present an elementary theory…
An exchangeable random matrix is a random matrix with distribution invariant under any permutation of the entries. For such random matrices, we show, as the dimension tends to infinity, that the empirical spectral distribution tends to the…
This work gives an overview of analytic tools for the design, analysis, and modelling of communication systems which can be described by linear vector channels such as y = Hx+z where the number of components in each vector is large. Tools…
Distribution functions for random variables that depend on a parameter are computed asymptotically for ensembles of positive Hermitian matrices. The inverse Fourier transform of the distribution is shown to be a Fredholm determinant of a…
Voiculescu's notion of asymptotic free independence is known for a large class of random matrices including independent unitary invariant matrices. This notion is extended for independent random matrices invariant in law by conjugation by…
We study quotients of the magmatic operad, that is the free nonsymmetric operad over one binary generator. In the linear setting, we show that the set of these quotients admits a lattice structure and we show an analog of the Grassmann…
This thesis deals with the geometric and integrable aspects associated with random matrix models. Its purpose is to provide various applications of random matrix theory, from algebraic geometry to partial differential equations of…
Recently much effort has been made towards the introduction of non-Hermitian random matrix models respecting $PT$-symmetry. Here we show that there is a one-to-one correspondence between complex $PT$-symmetric matrices and split-complex and…
We consider random Hermitian matrices made of complex or real $M\times N$ rectangular blocks, where the blocks are drawn from various ensembles. These matrices have $N$ pairs of opposite real nonvanishing eigenvalues, as well as $M-N$ zero…
The DT-operators are introduced, one for every pair (\mu,c) consisting of a compactly supported Borel probability measure \mu on the complex plane and a constant c>0. These are operators on Hilbert space that are defined as limits in…
This article is devoted to the study of several algebras which are related to symmetric functions, and which admit linear bases labelled by various combinatorial objects: permutations (free quasi-symmetric functions), standard Young…
The purpose of this paper is to describe asymptotic formulas for determinants of certain operators that are analogues of Wiener-Hopf operators. The determinant formulas yield information about the distribution functions for certain random…
In the process of developing the theory of free probability and free entropy, Voiculescu introduced in 1991 a random matrix model for a free semicircular system. Since then, random matrices have played a key role in von Neumann algebra…
The theory of positive kernels and associated reproducing kernel Hilbert spaces, especially in the setting of holomorphic functions, has been an important tool for the last several decades in a number of areas of complex analysis and…