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Analytical methods for finding moments of random Vandermonde matrices with entries on the unit circle are developed. Vandermonde Matrices play an important role in signal processing and wireless applications such as direction of arrival…

Information Theory · Computer Science 2016-08-14 Øyvind Ryan , Merouane Debbah

In this paper we investigate the properties of the free Sheffer systems, which are certain families of martingale polynomials with respect to the free Levy processes. First, we classify such families that consist of orthogonal polynomials;…

Combinatorics · Mathematics 2007-05-23 Michael Anshelevich

In this paper, we aim to introduce and characterize the concept of numerical radius orthogonality of operators on a complex Hilbert space $\mathcal{H}$ which are bounded with respect to the semi-norm induced by a positive operator $A$ on…

Functional Analysis · Mathematics 2024-08-13 Pintu Bhunia , Kais Feki , Kallol Paul

We provide a perturbative expansion for the empirical spectral distribution of a Hermitian matrix with large size perturbed by a random matrix with small operator norm whose entries in the eigenvector basis of the first one are independent…

Probability · Mathematics 2017-10-03 Florent Benaych-Georges , Nathanaël Enriquez , Alkéos Michaïl

Using new combinatorial techniques, we significantly improve the previous results on asymptotic distributions and asymptotic free independence relations of partial transposes of Wishart random matrices. In particular, we give a necessary…

Operator Algebras · Mathematics 2022-07-20 Mihai Popa , James A. Mingo

We construct a matrix model equivalent (exactly, not asymptotically), to the random plane partition model, with almost arbitrary boundary conditions. Equivalently, it is also a random matrix model for a TASEP-like process with arbitrary…

Mathematical Physics · Physics 2009-11-13 Bertrand Eynard

We study random iterations of averaged operators in Hilbert spaces and prove that the associated residuals converge exponentially fast, both in expectation and almost surely. Our results provide quantitative bounds in terms of a single…

Functional Analysis · Mathematics 2025-09-15 James Tian

Matrices are said to behave as free non-commuting random variables if the action which governs their dynamics constrains only their eigenvalues, i.e. depends on traces of powers of individual matrices. The authors use recently developed…

High Energy Physics - Theory · Physics 2009-10-30 Michael Engelhardt , Shimon Levit

The paper deals with distribution of singular values of product of random matrices arising in the analysis of deep neural networks. The matrices resemble the product analogs of the sample covariance matrices, however, an important…

Mathematical Physics · Physics 2020-11-23 Leonid Pastur

We prove that any non commutative polynomial of r independent copies of Wigner matrices converges a.s. towards the polynomial of r free semicircular variables in operator norm. This result extends a previous work of Haagerup and…

Probability · Mathematics 2007-05-23 Mireille Capitaine , Catherine Donati-Martin

We present a definition for second-order freeness in the quaternionic case. We demonstrate that this definition on a second-order probability space is asymptotically satisfied by independent symplectically invariant quaternionic matrices.…

Functional Analysis · Mathematics 2015-04-20 C. E. I. Redelmeier

We study of the connection between operator valued central limits for monotone, Boolean and free probability theory, which we shall call the arcsine, Bernoulli and semicircle distributions, respectively. In scalar-valued non-commutative…

Operator Algebras · Mathematics 2010-10-18 Serban T. Belinschi , Mihai Popa , Victor Vinnikov

We study the distribution of singular values of product of random matrices pertinent to the analysis of deep neural networks. The matrices resemble the product of the sample covariance matrices, however, an important difference is that the…

Mathematical Physics · Physics 2022-07-05 L. Pastur , V. Slavin

Every countable directed graph generates a Fock space Hilbert space and a family of partial isometries. These operators also arise from the left regular representations of free semigroupoids derived from directed graphs. We develop a…

Operator Algebras · Mathematics 2007-05-23 David W. Kribs , Stephen C. Power

For finding the numerical solution of operator equations in many applications a decomposition in subspaces is needed. Therefore, it is necessary to extend the known method of matrix representation to the utilization of fusion frames. In…

Functional Analysis · Mathematics 2020-07-14 Peter Balazs , Mitra Shamsabadi , Ali Akbar Arefijamaal , Chilles Gardon

Free probability and random matrix theory has shown to be a fruitful combination in many fields of research, such as digital communications, nuclear physics and mathematical finance. The link between free probability and eigenvalue…

Probability · Mathematics 2007-05-23 Øyvind Ryan , Mérouane Debbah

We show that partition functions of various matrix models can be obtained by acting on elementary functions with exponents of W-operators. A number of illustrations is given, including the Gaussian Hermitian matrix model, Hermitian model in…

High Energy Physics - Theory · Physics 2009-04-30 A. Morozov , Sh. Shakirov

Let $M$ be a $B$-probability space. Assume that $B$ itself is a $D$-probability space; then $M$ can be viewed as $D$-probability space as well. Let $X$ be in $M$. We look at the question of relating the properties of $X$ as $B$-valued…

Operator Algebras · Mathematics 2007-05-23 Alexandru Nica , Dimitri Shlyakhtenko , Roland Speicher

An operator system modulo the kernel of a completely positive linear map of the operator system gives rise to an operator system quotient. In this paper, operator system quotients and quotient maps of certain matrix algebras are considered.…

Operator Algebras · Mathematics 2011-07-25 Douglas Farenick , Vern I. Paulsen

Motivated by the recent work on asymptotic independence relations for random matrices with non-commutative entries, we investigate the limit distribution and independence relations for large matrices with identically distributed and Boolean…

Operator Algebras · Mathematics 2017-12-13 Mihai Popa , Zhiwei Hao