Related papers: Quaternionic R transform and non-hermitian random …
In testing the independence of two Gaussian populations, one computes the distribution of the sample canonical correlation coefficients, given that the actual correlation is zero. The "Laplace transform" of this distribution is not only an…
We study a class of Hermitian random matrices which includes and generalizes Wigner matrices, heavy-tailed random matrices, and sparse random matrices such as the adjacency matrices of Erdos-Renyi random graphs with p ~ 1/N. Our NxN random…
Non-Hermiticity significantly enriches the concepts of symmetry and topology in physics. Particularly, non-Hermiticity gives rise to the ramified symmetries, where the non-Hermitian Hamiltonian $H$ is transformed to $H^\dagger$. For…
We investigate properties of the most general PT-symmetric non-Hermitian Hamiltonian of cubic order in the annihilation and creation operators as a ten parameter family. For various choices of the parameters we systematically construct an…
We consider the long time asymptotic behavior of a large system of $N$ linear differential equations with random coefficients. We allow for general elliptic correlation structures among the coefficients, thus we substantially generalize our…
The distribution $\mathsf{RGG}(n,\mathbb{S}^{d-1},p)$ is formed by sampling independent vectors $\{V_i\}_{i = 1}^n$ uniformly on $\mathbb{S}^{d-1}$ and placing an edge between pairs of vertices $i$ and $j$ for which $\langle V_i,V_j\rangle…
Energy level statistics of Hermitian random matrices $\hat H$ with Gaussian independent random entries $H_{i\geq j}$ is studied for a generic ensemble of almost diagonal random matrices with $ <|H_{ii}|^{2} > \sim 1$ and $<|H_{i\neq j}|^{2}…
It is known that every real orthogonal matrix can be brought into the domain of the Cayley transform by multiplication with a suitable diagonal signature matrix. In this paper we provide a constructive and numerically efficient algorithm…
In the free probability theory of Voiculescu two of the most frequently used *-distributions are those of a Haar unitary and of a circular element. We define an $R$-diagonal pair as a generalization of these distributions by the requirement…
Duality identities in random matrix theory for products and powers of characteristic polynomials, and for moments, are reviewed. The structure of a typical duality identity for the average of a positive integer power $k$ of the…
Building on our previous work on rigid analytic uniformizations, we introduce Darmon points on Jacobians of Shimura curves attached to quaternion algebras over Q and formulate conjectures about their rationality properties. Moreover, if K…
Motivated by the asymptotic collective behavior of random and deterministic matrices, we propose an approximation (called "free deterministic equivalent") to quite general random matrix models, by replacing the matrices with operators…
A functional composition of the cumulative distribution function of one probability distribution with the inverse cumulative distribution function of another is called the transmutation map. In this article, we will use the quadratic rank…
We extend the polynomial method of Chen--Garza-Vargas--Tropp--van Handel and Magee--Puder--van Handel for operator-norm bounds in random permutation models to the setting where torsion is present. The main new feature is that asymptotic…
Let $G, G_1,\dots,G_N$ be independent copies of a standard gaussian random vector in $\mathbb{R}^d$ and denote by $\Gamma = \sum_{i=1}^N \langle G_i,\cdot\rangle e_i$ the standard gaussian ensemble. We show that, for any set $A\subset…
The Hermite polynomials are ubiquitous but can be difficult to work with due to their unwieldy definition in terms of derivatives. To remedy this, we showcase an underappreciated Gaussian integral formula for the Hermite polynomials, which…
In this short note we address a gaussian property of normal vectors in random non-Hermitian matrices. The approach uses a simple geometric and comparison technique.
For a sequence $P=(p_n(x))_{n=0}^{\infty}$ of polynomials $p_n(x)$, we study the $K$-tuple and $L$-shifted exponential lacunary generating functions $\mathcal{G}_{K,L}(\lambda;x):=\sum_{n=0}^{\infty}\frac{\lambda^n}{n!} p_{n\cdot K+L}(x)$,…
Distribution functions for random variables that depend on a parameter are computed asymptotically for ensembles of positive Hermitian matrices. The inverse Fourier transform of the distribution is shown to be a Fredholm determinant of a…
In this paper we consider density matrices operator related to non-Hermitian Hamiltonians. In particular, we analyse two natural extensions of what is usually called a density matrix operator (DM), of pure states and of the entropy…