Related papers: Relating $p$-adic eigenvalues and the local Smith …
A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…
Sample covariance matrices from multi-population typically exhibit several large spiked eigenvalues, which stem from differences between population means and are crucial for inference on the underlying data structure. This paper…
Dirichlet integrals and the associated Dirichlet statistical densities are widely used in various areas. Generalizations of Dirichlet integrals and Dirichlet models to matrix-variate cases, when the matrices are real symmetric positive…
The relation between random normal matrices and conformal mappings discovered by Wiegmann and Zabrodin is made rigorous by restricting normal matrices to have spectrum in a bounded set. It is shown that for a suitable class of potentials…
The asymptotic normality for a large family of eigenvalue statistics of a general sample covariance matrix is derived under the ultra-high dimensional setting, that is, when the dimension to sample size ratio $p/n \to \infty$. Based on this…
We present matrix identities which yield respectively the Jordan canonical form of the Pascal matrix P_n = (i -1 choose j -1)_{1 <= i,j <= n} modulo a prime, the eigenvectors of (i choose j)_{1 <= i,j <= n}, and the Smith normal form of…
We consider path-connected sets of matrices and the induced paths between eigenvalues. We discuss the equivalence relation generated by these paths, and how it relates to the presence of higher multiplicity eigenvalues realized by the set.…
Using a character expansion method, we calculate exactly the eigenvalue density of random matrices of the form M^\dagger M where M is a complex matrix drawn from a normalized distribution P(M) ~ exp(-\Tr(A M B M^\dagger) with A and B…
Let $d(n)$ be the number of divisors of $n$. We investigate the average value of $d(a_f(p))^r$ for $r$ a positive integer and $a_f(p)$ the $p$-th Fourier coefficient of a cuspidal eigenform $f$ having integral Fourier coefficients, where…
Determining the number of common factors is an important and practical topic in high dimensional factor models. The existing literatures are mainly based on the eigenvalues of the covariance matrix. Due to the incomparability of the…
Let $g \in S_{k}(\Gamma_{0}(N))$ be a normalized newform and $f$ be a harmonic Maass form that is good for $g$. The holomorphic part of $f$ is called a mock modular form and denoted by $f^{+}$. For odd prime $p$, K. Bringmann, P. Guerzhoy,…
We introduce the notion of p*-values (p*-variables), which generalizes p-values (p-variables) in several senses. The new notion has four natural interpretations: operational, probabilistic, Bayesian, and frequentist. A main example of a…
For $A \subseteq \mathbb{N}$, the question of when $R(A) = \{a/a' : a, a' \in A\}$ is dense in the positive real numbers $\mathbb{R}_+$ has been examined by many authors over the years. In contrast, the $p$-adic setting is largely…
We provide some general conditions which ensure that a system of inequalities involving homogeneous polynomials with coefficients in a S-adic field has nontrivial S-integral solutions. The proofs are based on the strong approximation…
In this note, basing on a certain functional equation of the dilogarithm function, we establish nontrivial lower bounds for the $p$-adic valuation (where $p$ is a given prime number) of some type of rational numbers involving harmonic…
We classify all instances of the condition $a_{p}(f) \equiv x \bmod \lambda$ being related to a congruence on the prime $p$, where $a_{p}(f)$ denotes the $p$th Fourier coefficient of a classical normalised cuspidal eigenform $f$ and…
A major theme in the theory of $p$-adic deformations of automorphic forms is how $p$-adic $L$-functions over eigenvarieties relate to the geometry of these eigenvarieties. In this article we prove results in this vein for the ordinary part…
We consider a square random matrix of size N of the form A + Y where A is deterministic and Y has iid entries with variance 1/N. Under mild assumptions, as N grows, the empirical distribution of the eigenvalues of A+Y converges weakly to a…
We study an elementary inequality supporting the classical Hermite-Hadamard inequality in the matrix setting. This leads to a number of interesting matrix inequalities such new Schatten p-norm estimates and new majorization
We show that the average characteristic polynomial P_n(z) = E [\det(zI-M)] of the random Hermitian matrix ensemble Z_n^{-1} \exp(-Tr(V(M)-AM))dM is characterized by multiple orthogonality conditions that depend on the eigenvalues of the…