Related papers: Block-modified Wishart matrices: the easy case
In this work, we study a variant of nonnegative matrix factorization where we wish to find a symmetric factorization of a given input matrix into a sparse, Boolean matrix. Formally speaking, given $\mathbf{M}\in\mathbb{Z}^{m\times m}$, we…
We define an indefinite Wishart matrix as a matrix of the form A=W^{T}W\Sigma, where \Sigma is an indefinite diagonal matrix and W is a matrix of independent standard normals. We focus on the case where W is L by 2 which has engineering…
We prove the convergence of the empirical spectral measure of Wishart matrices with size-dependent entries and characterize the limiting law by its moments. We apply our result to the cases where the entries are Bernoulli variables with…
Standard lattice-space formulations of quartic self-coupled Euclidean scalar quantum fields become trivial in the continuum limit for sufficiently high space-time dimensions, and in particular the moment generating functional for space-time…
Various specifiable combinatorial structures, with d extensive parameters, can be exactly sampled both by the recursive method, with linear arithmetic complexity if a heavy preprocessing is performed, or by the Boltzmann method, with…
The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…
We compute spectra of large stochastic matrices $W$, defined on sparse random graphs, where edges $(i,j)$ of the graph are given positive random weights $W_{ij}>0$ in such a fashion that column sums are normalized to one. We compute spectra…
Recent work has explored data thinning, a generalization of sample splitting that involves decomposing a (possibly matrix-valued) random variable into independent components. In the special case of a $n \times p$ random matrix with…
In this paper, we prove the restricted isometry property of block diagonal random matrices with elements from $\varphi$-sub-Gaussian variables, which extends the previously known results for the sub-Gaussian case. A crucial ingredient of…
We study singularity properties of word maps on semisimple algebraic groups and Lie algebras, generalizing the work of Aizenbud-Avni in the case of the commutator map. Given a word $w$ in a free Lie algebra $\mathcal{L}_{r}$, it induces a…
In this paper, we propose a discrete circular distribution obtained by extending the wrapped Poisson distribution. This new distribution, the Invariant Wrapped Poisson (IWP), enjoys numerous advantages: simple tractable density,…
Consider $D$ random systems that are modeled by independent $N\times N$ complex Hermitian Wigner matrices. Suppose they are lying on a circle and the neighboring systems interact with each other through a deterministic matrix $A$. We prove…
The top eigenvalues of rank $r$ spiked real Wishart matrices and additively perturbed Gaussian orthogonal ensembles are known to exhibit a phase transition in the large size limit. We show that they have limiting distributions for…
We extend Stein's celebrated Wasserstein bound for normal approximation via exchangeable pairs to the multi-dimensional setting. As an intermediate step, we exploit the symmetry of exchangeable pairs to obtain an error bound for smooth test…
In a frequency selective slow-fading channel in a MIMO system, the channel matrix is of the form of a block matrix. This paper proposes a method to calculate the limit of the eigenvalue distribution of block matrices if the size of the…
We study the fluctuations, as $d,n\to \infty$, of the Wishart matrix $\mathcal{W}_{n,d}= \frac{1}{d} \mathcal{X}_{n,d} \mathcal{X}_{n,d}^{T} $ associated to a $n\times d$ random matrix $\mathcal{X}_{n,d}$ with non-Gaussian entries. We…
We describe transposed Poisson structures on generalized Witt algebras $W(A,V, \langle \cdot,\cdot \rangle )$ and Block Lie algebras $L(A,g,f)$ over a field $F$ of characteristic zero, where $\langle \cdot,\cdot \rangle$ and $f$ are…
Little Strings are a type of non-gravitational quantum theories that contain extended degrees of freedom, but behave like ordinary Quantum Field Theories at low energies. A particular class of such theories in six dimensions is engineered…
These lecture notes are a concise introduction of recent techniques to prove local spectral universality for a large class of random matrices. The general strategy is presented following the recent book with H.T. Yau. We extend the scope of…
We consider the formal reduction of a system of linear differential equations and show that, if the system can be block-diagonalised through transformation with a ramified Shearing-transformation and following application of the Splitting…