Related papers: Limit laws for random matrix products
We consider nonintersecting random walks satisfying the condition that the increments have a finite moment generating function. We prove that in a certain limiting regime where the number of walks and the number of time steps grow to…
Let $\Psi_n$ be a product of $n$ independent, identically distributed random matrices $M$, with the properties that $\Psi_n$ is bounded in $n$, and that $M$ has a deterministic (constant) invariant vector. Assuming that the probability of…
We study the distribution of singular numbers of products of certain classes of $p$-adic random matrices, as both the matrix size and number of products go to $\infty$ simultaneously. In this limit, we prove convergence of the local…
This thesis reviews recent progress on products of random matrices from the perspective of exactly solved Gaussian random matrix models. We derive exact formulae for the correlation functions for the eigen- and singular values at arbitrary…
We prove a Chernoff-type bound for sums of matrix-valued random variables sampled via a regular (aperiodic and irreducible) finite Markov chain. Specially, consider a random walk on a regular Markov chain and a Hermitian matrix-valued…
Self-normalized processes arise naturally in statistical applications. Being unit free, they are not affected by scale changes. Moreover, self-normalization often eliminates or weakens moment assumptions. In this paper we present several…
We consider inhomogeneous matrix products over max-plus algebra, where the matrices in the product satisfy certain assumptions under which the matrix products of sufficient length be rank-one, as it was shown in [6][L. Shue, B.D.O.…
We determine which translationally invariant matrix product states have a continuum limit, that is, which can be considered as discretized versions of states defined in the continuum. To do this, we analyse a fine-graining renormalization…
We consider the spectrum of additive, polynomially vanishing random perturbations of deterministic matrices, as follows. Let $M_N$ be a deterministic $N\times N$ matrix, and let $G_N$ be a complex Ginibre matrix. We consider the matrix…
In this article, we consider products of random walks on finite groups with moderate growth and discuss their cutoffs in the total variation. Based on several comparison techniques, we are able to identify the total variation cutoff of…
We study products of random matrices in the regime where the number of terms and the size of the matrices simultaneously tend to infinity. Our main theorem is that the logarithm of the $\ell_2$ norm of such a product applied to any fixed…
In this review we summarise recent results for the complex eigenvalues and singular values of finite products of finite size random matrices, their correlation functions and asymptotic limits. The matrices in the product are taken from…
Let $\{V_{i,j}; (i,j)\in\N^2\}$ be a two-dimensional array of i.i.d.\ random variables. The limit laws of the sum of independent random products $$ Z_n=\sum_{i=1}^{N_n} \prod_{j=1}^{n} e^{V_{i,j}} $$ as $n,N_n\to\infty$ have been…
We study random normal matrix models whose eigenvalues tend to be distributed within a narrow "band" around the unit circle of width proportional to $\frac1n$, where $n$ is the size of matrices. For general radially symmetric potentials…
Under reasonable algebraic assumptions and under an infinite second order moment assumption, we show that the logarithm of the norm (log-norm) of a product of random i.i.d. matrices with entries in $\mathbb{R}$ or in any other local field…
We study the real eigenvalue statistics of products of independent real Ginibre random matrices. These are matrices all of whose entries are real i.i.d. standard Gaussian random variables. For such product ensembles, we demonstrate the…
We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…
This short note contains a simple argument that allows us to go from fixed-time to any-time bounds for the concentration of matrix products. The result presented here is motivated by the analysis of Oja's algorithms.
Suppose that $X_1,\...,X_n,\...$ are i.i.d. rotationally invariant $N$-by-$N$ matrices. Let $\Pi_n=X_n\... X_1$. It is known that $n^{-1}\log |\Pi_n|$ converges to a nonrandom limit. We prove that under certain additional assumptions on…
We explore matrix product state approximations to wavefunctions which have spontaneously broken symmetries or are critical. We are motivated by the fact that symmetries, and their associated conservation laws, lead to block-sparse matrix…