Related papers: Matricial circular systems and random matrices
Many years ago, G.-C.~Rota discovered a close connection between symmetric functions and Rota-Baxter algebras, and proposed to study generalizations of symmetric functions in the framework of Rota-Baxter algebras. Guided by this proposal,…
For fixed $m>1$, we consider $m$ independent $n \times n$ non-Hermitian random matrices $X_1, ..., X_m$ with i.i.d. centered entries with a finite $(2+\eta)$-th moment, $ \eta>0.$ As $n$ tends to infinity, we show that the empirical…
We study the distribution of entries of a random permutation matrix under a "randomized basis," i.e., we conjugate the random permutation matrix by an independent random orthogonal matrix drawn from Haar measure. It is shown that under…
Free probability theory started in the 1980s has attracted much attention lately in signal processing and communications areas due to its applications in large size random matrices. However, it involves with massive mathematical concepts…
We discuss probabilistic models of random covariance structures defined by distributions over sparse eigenmatrices. The decomposition of orthogonal matrices in terms of Givens rotations defines a natural, interpretable framework for…
This paper is centred on the spectral study of a Random Fourier matrix, that is an $n\times n$ matrix $A$ whose $(j, k)$ entries are $\exp(2i\pi m X_jY_k)$, with $X_j$ and $Y_k$ two i.i.d sequences of random variables and $1\leq m\leq n$ is…
Random matrices are used in fields as different as the study of multi-orthogonal polynomials or the enumeration of discrete surfaces. Both of them are based on the study of a matrix integral. However, this term can be confusing since the…
We use trace class scattering theory to exclude the possibility of absolutely continuous spectrum in a large class of self-adjoint operators with an underlying hierarchical structure and provide applications to certain random hierarchical…
We study the spectrum of an asymmetric random matrix with block structured variances. The rows and columns of the random square matrix are divided into $D$ partitions with arbitrary size (linear in $N$). The parameters of the model are the…
Hermitian operators with exact zero modes subject to non-Hermitian perturbations are considered. Specific focus is on the average distribution of the initial zero modes of the Hermitian operators. The broadening of these zero modes is found…
We extend the study of the Pick class, the set of complex analytic functions taking the upper half plane into itself, to the noncommutative setting. R. Nevanlinna showed that elements of the Pick class have certain integral representations…
The $s$-point correlation function of a Gaussian Hermitian random matrix theory, with an external source tuned to generate a multi-critical singularity, provides the intersection numbers of the moduli space for the $p$-th spin curves…
A modeling methodology and matrix formalism is presented that permits analysis of arbitrarily complex interferometric waveguide systems, including polarization and backreflection effects. Considerable improvement results from separation of…
The distribution of the consecutive level-spacing ratio is now widely used as a tool to distinguish integrable from chaotic quantum spectra, mostly due to its avoiding of the numerical spectral unfolding. Similar to the use of the…
In this talk we go over several new developments regarding the techniques for a large class of non-hermitian matrix models with unitary randomness (complex random numbers). In particular, we discuss: (a) - A diagrammatic approach based on a…
multiplication operator on a Hilbert space may be approximated with finite sections by choosing an orthonormal basis of the Hilbert space. Nonzero multiplication operators on $L^2$ spaces of functions are never compact and then such…
We develop algebraic tools for statistical inference from samples of rotation matrices. This rests on the theory of D-modules in algebraic analysis. Noncommutative Gr\"obner bases are used to design numerical algorithms for maximum…
We introduce the notion of a random matrix-valued multiplicative function, generalizing Rademacher random multiplicative functions to matrices. We provide an asymptotic for the second moment based on a linear recurrence property for…
Recent work of Belinschi, Mai and Speicher resulted in a general algorithm to calculate the distribution of any selfadjoint polynomial in free variables. Since many classes of independent random matrices become asymptotically free if the…
We apply the operation of random independent thinning on the eigenvalues of $n\times n$ Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenvalues, and we study the statistics of the eigenvalues of…