Related papers: Dropping the independence: singular values for pro…
In this paper, we investigate the anisotropic Calder{\'o}n problem on cylindrical Riemannian manifolds with boundary having two ends and equipped with singular metrics of (simple or double) warped product type, that is whose warping factors…
Polynomial ensembles are a sub-class of probability measures within determinantal point processes. Examples include products of independent random matrices, with applications to Lyapunov exponents, and random matrices with an external…
We obtain explicit double-contour representations for the correlation kernels of the discrete orthogonal ($\beta=1$) and symplectic ($\beta=4$) random matrix ensembles with Meixner, Charlier, and Krawtchouk weights. A single…
In this paper, we study a certain linear statistics of the unitary Laguerre ensembles, motivated in part by an integrable quantum field theory at finite temperature. It transpires that this is equivalent to the characterization of a…
We develop a coordinate-free probabilistic framework for determinantal point processes associated with Bergman kernels on compact complex manifolds. The basic issue is that Bergman kernels are naturally line-bundle-valued:…
Testing for pairwise independence for the case where the number of variables may be of the same size or even larger than the sample size has received increasing attention in the recent years. We contribute to this branch of the literature…
Starting from exact analytical results on singular values and complex eigenvalues of products of independent Gaussian complex random $N\times N$ matrices also called Ginibre ensemble we rederive the Lyapunov exponents for an infinite…
We consider discrete orthogonal polynomial ensembles which are discrete analogues of the orthogonal polynomial ensembles in random matrix theory. These ensembles occur in certain problems in combinatorial probability and can be thought of…
We apply the method of determinants to study the distribution of the largest singular values of large $ m \times n $ real rectangular random matrices with independent Cauchy entries. We show that statistical properties of the (rescaled by a…
We study the fluctuations of linear statistics with polynomial test functions for Multiple Orthogonal Polynomial Ensembles. Multiple Orthogonal Polynomial Ensembles form an important class of determinantal point processes that include…
We consider the circular unitary ensemble with a Fisher-Hartwig singularity of both jump type and root type at $z=1$. A rescaling of the ensemble at the Fisher-Hartwig singularity leads to the confluent hypergeometric kernel. By studying…
In this note, we show how to provide sharp control on the least singular value of a certain translated linearization matrix arising in the study of the local universality of products of independent random matrices. This problem was first…
The Hilbert-Schmidt Independence Criterion (HSIC) and its joint-independence extension $d\mathrm{HSIC}$ are degenerate $V$-statistics whose data-dependent weighted-$\chi^2$ null limits force a permutation calibration that multiplies the…
We use classical results from harmonic analysis on matrix spaces to investigate the relation between the joint density of the singular values and of the eigenvalues of complex random matrices which are bi-unitarily invariant (also known as…
In this paper, we study the singularly perturbed Laguerre unitary ensemble $$ \frac{1}{Z_n} (\det M)^\alpha e^{- \textrm{tr}\, V_t(M)}dM, \qquad \alpha >0, $$ with $V_t(x) = x + t/x$, $x\in (0,+\infty)$ and $t>0$. Due to the effect of $t/x$…
We study the Conjugate Kernel associated to a multi-layer linear-width feed-forward neural network with random weights, biases and data. We show that the empirical spectral distribution of the Conjugate Kernel converges to a deterministic…
We solve a family of Gaussian two-matrix models with rectangular Nx(N+v) matrices, having real asymmetric matrix elements and depending on a non-Hermiticity parameter mu. Our model can be thought of as the chiral extension of the real…
We study a matrix that arises from a singular form of the Woodbury matrix identity. We present generalized inverse and pseudo-determinant identities for this matrix, which have direct applications for Gaussian process regression,…
We establish universality for the largest singular values of products of random matrices with right unitarily invariant distributions, in a regime where the number of matrix factors and size of the matrices tend to infinity simultaneously.…
We study the annealed complexity of a random Gaussian homogeneous polynomial on the $N$-dimensional unit sphere in the presence of deterministic polynomials that depend on fixed unit vectors and external parameters. In particular, we…