Related papers: Explicit Multi-Matrix Topological Expansion for Qu…
The Alesker-Poincare pairing for smooth valuations on manifolds is expressed in terms of the Rumin differential operator acting on the cosphere-bundle. It is shown that the derivation operator, the signature operator and the Laplace…
In this short article we propose a full large $N$ asymptotic expansion of the probability that the $m^{\text{th}}$ power of a random unitary matrix of size $N$ has all its eigenvalues in a given arc-interval centered in $1$ when $N$ is…
We use an extension of the diagrammatic rules in random matrix theory to evaluate spectral properties of finite and infinite products of large complex matrices and large hermitian matrices. The infinite product case allows us to define a…
The notion of a symplectic expansion directly relates the topology of a surface to formal symplectic geometry. We give a method to construct a symplectic expansion by solving a recurrence formula given in terms of the…
The computation of the matrix exponential is a ubiquitous operation in numerical mathematics, and for a general, unstructured $n\times n$ matrix it can be computed in $\mathcal{O}(n^3)$ operations. An interesting problem arises if the input…
This paper proposes famillies of multimatricvariate and multimatrix variate distributions based on elliptically contoured laws in the context of real normed division algebras. The work allows to answer the following inference problems about…
The evaluation of a matrix exponential function is a classic problem of computational linear algebra. Many different methods have been employed for its numerical evaluation [Moler C and van Loan C 1978 SIAM Review 20 4], none of which…
We present generating functions for extensions of multiplicative invariants of wreath symmetric products of orbifolds presented as the quotient by the locally free action of a compact, connected Lie group in terms of orbifold sector…
We consider Gaussian fields of real symmetric, complex Hermitian or quaternionic Hermitian matrices over an electrical network, and describe how the isomorphisms between these fields and random walks give rise to topological expansions…
Matrix extension of a scalar function of a single variable is well-studied in literature. Of particular interest is the trace of such functions. It is known that for diagonalizable matrices, $M$, the function $g(M) = \text{Tr}(f(M)) =…
We use isomorphism $\varphi$ between matrix algebras and simple orthogonal Clifford algebras $\cl(Q)$ to compute matrix exponential ${e}^{A}$ of a real, complex, and quaternionic matrix A. The isomorphic image $p=\varphi(A)$ in $\cl(Q),$…
In this review we summarise recent results for the complex eigenvalues and singular values of finite products of finite size random matrices, their correlation functions and asymptotic limits. The matrices in the product are taken from…
We derive a non-asymptotic expression for the moments of traces of monomials in several independent complex Wishart matrices, extending some explicit formulas available in the literature. We then deduce the explicit expression for the…
This paper is concerned with complex eigenvalues of truncated unitary quaternion matrices equipped with the Haar measure. The joint eigenvalue probability density function is obtained for truncations of any size. We also obtain the spectral…
We construct explicit invariant measures for a family of infinite products of random, independent, identically-distributed elements of SL(2,C). The matrices in the product are such that one entry is gamma-distributed along a ray in the…
We prove the existence of a 1/N expansion in unitary multimatrix models which are Gibbs perturbations of the Haar measure, and express the expansion coefficients recursively in terms of the unique solution of a noncommutative initial value…
Purpose of writing this paper is to solve a transcendental function containing a product of a variable and its double exponential by a unique method of approximation. If the value of the said product is given, then its inverse function is…
In this paper we construct scalar cumulants for stable random matrix models with single trace interactions of arbitrarily high even order by Weingarten calculus. We obtain explicit and convergent expansions for these scalar cumulants in the…
Asymptotic expansion of the eigenvalues of a Toeplitz matrix with real symbol. This work provides two results obtained as a consequence of an inversion formula for Toeplitz matrices with real symbol. First we obtain an symptotic expression…
Recently, a two-matrix-model with a new type of interaction [1] has been introduced and analyzed using bi-orthogonal polynomial techniques. Here we present the complete 1/N^2 expansion for the formal version of this model, following the…