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We study properties of eigenvalues of a matrix associated with a randomly chosen partial automorphism of a regular rooted tree. We show that asymptotically, as the numbers of levels goes to infinity, the fraction of non-zero eigenvalues…

Group Theory · Mathematics 2020-06-30 Eugenia Kochubinska

We consider random trigonometric polynomials with general dependent coefficients. We show that under mild hypotheses on the structure of dependence, the asymptotics as the degree goes to infinity of the expected number of real zeros…

Probability · Mathematics 2024-09-24 Jürgen Angst , Oanh Nguyen , Guillaume Poly

We study limit distributions of independent random matrices as well as limit joint distributions of their blocks under normalized partial traces composed with classical expectation. In particular, we are concerned with the ensemble of…

Operator Algebras · Mathematics 2014-07-25 Romuald Lenczewski

We consider general self-adjoint polynomials in several independent random matrices whose entries are centered and have the same variance. We show that under certain conditions the local law holds up to the optimal scale, i.e., the…

Probability · Mathematics 2019-11-14 László Erdős , Torben Krüger , Yuriy Nemish

We investigate the probability that a random polynomial with independent, mean-zero and finite variance coefficients has no real zeros. Specifically, we consider a random polynomial of degree $2n$ with coefficients given by an i.i.d.…

Probability · Mathematics 2024-10-29 Promit Ghosal , Sumit Mukherjee

This paper deals with the asymptotic distribution of Wishart matrix and its application to the estimation of the population matrix parameter when the population eigenvalues are block-wise infinitely dispersed. We show that the appropriately…

Statistics Theory · Mathematics 2008-04-06 Yo Sheena , Akimichi Takemura

In the first part we study critical points of random polynomials. We choose two deterministic sequences of complex numbers,whose empirical measures converge to the same probability measure in complex plane. We make a sequence of polynomials…

Probability · Mathematics 2016-05-05 Tulasi Ram Reddy

We study the asymptotic behavior of Multiple Meixner polynomials of first and second kind, respectively (see J. Arves\'u et al. J. Comput. Appl. Math., 153, (2003)). We use an algebraic function formulation for the solution of the…

Classical Analysis and ODEs · Mathematics 2012-07-03 A. Aptekarev , J. Arvesú

For a sufficiently nice 2 dimensional shape, we define its approximating matrix (or patterned matrix) as a random matrix with iid entries arranged according to a given pattern. For large approximating matrices, we observe that the…

Probability · Mathematics 2022-01-04 Tapesh Yadav

Consider a finite sequence of independent random permutations, chosen uniformly either among all permutations or among all matchings on n points. We show that, in probability, as n goes to infinity, these permutations viewed as operators on…

Probability · Mathematics 2023-06-26 Charles Bordenave , Benoît Collins

We generalize some previous results on random polynomials in several complex variables. A standard setting is to consider random polynomials $H_n(z):=\sum_{j=1}^{m_n} a_jp_j(z)$ that are linear combinations of basis polynomials $\{p_j\}$…

Complex Variables · Mathematics 2024-01-29 Turgay Bayraktar , Tom Bloom , Norm Levenberg

In this work we study the asymptotic distribution of eigenvalues in one-dimensional open sets. The method of proof is rather elementary, based on the Dirichlet lattice points problem, which enable us to consider sets with infinite measure.…

Analysis of PDEs · Mathematics 2009-06-15 J. Fernandez Bonder , J. P. Pinasco , A. M. Salort

We investigate the asymptotic behaviour of large eigenvalues for a class of finite difference self-adjoint operators with compact resolvent in $l^2$.

Spectral Theory · Mathematics 2015-06-05 Anne Boutet de Monvel , Jan Janas , Lech Zielinski

We study distributions of polynomials in conditionally free (c-free) random variables, a notion of independence for two-state noncommutative probability spaces introduced by Bozejko, Leinert and Speicher. To this end we establish recursive…

Operator Algebras · Mathematics 2026-03-24 Adrian Celestino , Franz Lehner , Kamil Szpojankowski

We prove that any non commutative polynomial of r independent copies of Wigner matrices converges a.s. towards the polynomial of r free semicircular variables in operator norm. This result extends a previous work of Haagerup and…

Probability · Mathematics 2007-05-23 Mireille Capitaine , Catherine Donati-Martin

In the present work, eigenvalue distributions defined by a random rectangular matrix whose components are neither independently nor identically distributed are analyzed using replica analysis and belief propagation. In particular, we…

Portfolio Management · Quantitative Finance 2016-05-24 Takashi Shinzato

This is a tutorial on some basic non-asymptotic methods and concepts in random matrix theory. The reader will learn several tools for the analysis of the extreme singular values of random matrices with independent rows or columns. Many of…

Probability · Mathematics 2014-05-21 Roman Vershynin

We define a class of "algebraic" random matrices. These are random matrices for which the Stieltjes transform of the limiting eigenvalue distribution function is algebraic, i.e., it satisfies a (bivariate) polynomial equation. The Wigner…

Probability · Mathematics 2007-10-31 N. Raj Rao , Alan Edelman

We provide an asymptotic expression for the probability that a randomly chosen polynomial with given degree, having integral coefficients bounded by some B, has a prescribed signature. We also give certain related formulas and numerical…

Number Theory · Mathematics 2016-11-28 Csanád Bertók , Lajos Hajdu , Attila Pethő

We study three convolutions of polynomials in the context of free probability theory. We prove that these convolutions can be written as the expected characteristic polynomials of sums and products of unitarily invariant random matrices.…

Combinatorics · Mathematics 2019-07-04 Adam Marcus , Daniel A. Spielman , Nikhil Srivastava
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