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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…

Mathematical Physics · Physics 2015-06-26 Ewa Gudowska-Nowak , Romuald A. Janik , Jerzy Jurkiewicz , Maciej A. Nowak

We prove that if a rectangular matrix with uniformly small entries and approximately orthogonal rows is applied to the independent standardized random variables with uniformly bounded third moments, then the empirical CDF of the resulting…

Probability · Mathematics 2007-06-14 Bernard Bercu , Wlodzimierz Bryc

We prove a general transfer theorem for multivariate random sequences with independent random indexes in the double array limit setting. We also prove its partial inverse providing necessary and sufficient conditions for the convergence of…

Probability · Mathematics 2016-11-04 V. Yu. Korolev , A. I. Zeifman

We study the eigenvalue distribution of a random matrix, at a transition where a new connected component of the eigenvalue density support appears away from other connected components. Unlike previously studied critical points, which…

Mathematical Physics · Physics 2007-05-23 Bertrand Eynard

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

In this note, we prove a central limit theorem for the mass distribution of random holomorphic sections associated with a sequence of positive line bundles endowed with $\mathscr{C}^3$ Hermitian metrics over a compact K\"{a}hler manifold.…

Complex Variables · Mathematics 2025-12-24 Turgay Bayraktar , Afrim Bojnik

One of the main applications of free probability is to show that for appropriately chosen independent copies of $d$ random matrix models, any noncommutative polynomial in these $d$ variables has a spectral distribution that converges…

Operator Algebras · Mathematics 2023-10-25 Benoît Collins , Tobias Mai , Akihiro Miyagawa , Félix Parraud , Sheng Yin

Consider an $N\times N$ hermitian random matrix with independent entries, not necessarily Gaussian, a so called Wigner matrix. It has been conjectured that the local spacing distribution, i.e. the distribution of the distance between…

Mathematical Physics · Physics 2009-10-31 Kurt Johansson

Consider a class of skew product transformations consisting of an ergodic or a periodic transformation on a probability space (M, B, m) in the base and a semigroup of transformations on another probability space (W,F,P) in the fibre. Under…

Dynamical Systems · Mathematics 2007-10-08 Julia Brettschneider

This work consists of two parts. In the first part, we consider a compact connected strongly pseudoconvex CR manifold $X$ with a transversal CR $S^{1}$ action. We establish an equidistribution theorem on zeros of CR functions. The main…

Complex Variables · Mathematics 2018-09-17 Chin-Yu Hsiao , Guokuan Shao

We derive the necessary and sufficient condition for almost sure convergence of the sequence of measurable functions, and consider some applications in the theory of Fourier series and in the theory of random fields.

Functional Analysis · Mathematics 2015-07-16 E. Ostrovsky , L. Sirota

Diffusion models, which convert noise into new data instances by learning to reverse a diffusion process, have become a cornerstone in contemporary generative modeling. In this work, we develop non-asymptotic convergence theory for a…

Machine Learning · Computer Science 2024-08-06 Gen Li , Yuting Wei , Yuejie Chi , Yuxin Chen

In this paper, we analyze the convergence behavior of Hermite-type sampling Kantorovich operators in the context of mixed norm spaces. We prove certain direct approximation theorems, including the uniform convergence theorem, the…

Functional Analysis · Mathematics 2025-06-04 Puja Sonawane , A. Sathish Kumar

We generalize standard credal set models for imprecise probabilities to include higher order credal sets -- confidences about confidences. In doing so, we specify how an agent's higher order confidences (credal sets) update upon observing…

Statistics Theory · Mathematics 2021-07-20 Justus Hibshman , Tim Weninger

Random Matrix Theory (RMT) has successfully modeled diverse systems, from energy levels of heavy nuclei to zeros of $L$-functions; this correspondence has allowed RMT to successfully predict many number theoretic behaviors. However there…

Consider random matrices $A$, of dimension $m\times (m+n)$, drawn from an ensemble with probability density $f(\rmtr AA^\dagger)$, with $f(x)$ a given appropriate function. Break $A = (B,X)$ into an $m\times m$ block $B$ and the…

Probability · Mathematics 2007-06-13 Joshua Feinberg

We introduce and study a 2-parameter family of unitarily invariant probability measures on the space of infinite Hermitian matrices. We show that the decomposition of a measure from this family on ergodic components is described by a…

Mathematical Physics · Physics 2009-10-31 Alexei Borodin , Grigori Olshanski

We characterize conditions under which collections of distributions on $\{0,1\}^\mathbb{N}$ admit uniform estimation of their mean. Prior work from Vapnik and Chervonenkis (1971) has focused on uniform convergence using the empirical mean…

Machine Learning · Computer Science 2026-01-19 Tanmay Devale , Pramith Devulapalli , Steve Hanneke

Let M be an arbitrary Hermitian matrix of order n, and k be a positive integer less than or equal to n. We show that if k is large, the distribution of eigenvalues on the real line is almost the same for almost all principal submatrices of…

Probability · Mathematics 2009-09-23 Sourav Chatterjee , Michel Ledoux

It is a classical result of Wigner that for an hermitian matrix with independent entries on and above the diagonal, the mean empirical eigenvalue distribution converges weakly to the semicircle law as matrix size tends to infinity. In this…

Probability · Mathematics 2007-07-17 Katrin Hofmann-Credner , Michael Stolz