Related papers: Quaternionic R transform and non-hermitian random …

I use quaternion free probability calculus - an extension of free probability to non-Hermitian matrices (which is introduced in a succinct but self-contained way) - to derive in the large-size limit the mean densities of the eigenvalues and…

Let $Y=X_1+\cdots+X_N$ be a sum of a random number of exchangeable random variables, where the random variable $N$ is independent of the $X_j$, and the $X_j$ are from the generalized multinomial model introduced by Tallis (1962). This…

In this paper we present two algorithms for the computation of a diagonal form of a matrix over non-commutative Euclidean domain over a field with the help of Gr\"obner bases. This can be viewed as the pre-processing for the computation of…

We study asymptotic expansions in free probability. In a class of classical limit theorems Edgeworth expansion can be obtained via a general approach using sequences of "influence" functions of individual random elements described by…

We consider a modified quadratic variation of the Hermite process based on some well-chosen increments of this process. These special increments have the very useful property to be independent and identically distributed up to…

Linear statistics, a random variable build out of the sum of the evaluation of functions at the eigenvalues of a N times N random matrix,sum[j=1 to N]f(xj) or tr f(M), is an ubiquitous statistical characteristics in random matrix theory.…

A combination of direct and inverse Fourier transforms on the unitary group $U(N)$ identifies normalized characters with probability measures on $N$-tuples of integers. We develop the $N\to\infty$ version of this correspondence by matching…

In a seminal paper, Page found the exact formula for the average entanglement entropy for a pure random state. We consider the analogous problem for the ensemble of pure fermionic Gaussian states, which plays a crucial role in the context…

The generalized spherical Radon transform associates the mean values over spherical tori to a function $f$ defined on $\mathbb{S}^3 \subset \mathbb{H}$, where the elements of $\mathbb{S}^3$ are considered as quaternions representing…

In this paper, we extend the results obtained by Cortes-Ferrero-Juriaans (2009) for the quaternion over the ring Colombeau's simplified generalized numbers, denoted by $\overline{\mathbb{H}}_s$, to the quaternion over the ring of…

We present a formula for trigonometric orthosymplectic $R$-matrices associated with any parity sequence, and establish their factorization into the ordered product of $q$-exponents parametrized by positive roots in the corresponding reduced…

Initiated by a result of Gorin and Marcus [Int. Math. Res. Not., (3):883--913, 2020] and an observation of Steinerberger [Proc. Amer. Math. Soc., 147(11):4733--4744, 2019], there has been a recent growing body of literature connecting…

A map $f$ from the quaternion skew field $H$ to itself, can also be thought as a transformation $f:R^4 \to R^4$. In this manuscript, the Jacobian $J(f)$ of $f$ is computed, in the case where $f$ is a quaternion polynomial. As a consequence,…

We unify the discrete Fourier transform (DFT), discrete cosine transform (DCT), Walsh-Hadamard, Haar wavelet, Karhunen-Lo\`eve transform, and several others along with their continuous counterparts (Fourier transform, Fourier series,…

We give multidimensional generalizations of several transformation formulae for basic hypergeometric series of a specific type. Most of the upper parameters of the series differ multiplicatively from corresponding lower parameters by a…

We proved that for any finite collection of sparse subgraphs $(D_m)_{m=1}^\ell$ of the complete graph $K_{2n}$, and a uniformly chosen perfect matching $R$ in $K_{2n}$, the random vector $(|E(R \cap D_m)|)_{m=1}^\ell$ jointly converges to a…

This paper establishes complete convergence for weighted sums and the Marcinkiewicz--Zygmund-type strong law of large numbers for sequences of negatively associated and identically distributed random variables $\{X,X_n,n\ge1\}$ with general…

The paper is primarily concerned with the asymptotic behavior as $N\to\infty$ of averages of nonconventional arrays having the form $N^{-1}\sum_{n=1}^N\prod_{j=1}^\ell T^{P_j(n,N)}f_j$ where $f_j$'s are bounded measurable functions, $T$ is…

A fermionic representation is given for all the quantities entering in the generating function approach to weighted Hurwitz numbers and topological recursion. This includes: KP and 2D Toda $\tau$-functions of hypergeometric type, which…

Consider a random walk $S_i= \xi_1+\ldots+\xi_i$, $i\in\mathbb N$, whose increments $\xi_1,\xi_2,\ldots$ are independent identically distributed random vectors in $\mathbb R^d$ such that $\xi_1$ has the same law as $-\xi_1$ and $\mathbb…