Related papers: Wishart laws and variance function on homogeneous …
This study derives a new property of the Wishart distribution when the degree-of-freedom and the size of the matrix parameter of the distribution grow simultaneoulsy. Particularly, the asymptotic normality of the product of four independent…
We consider random $n\times n$ matrices of the form $Y_n=\frac1{\sqrt{d}}A_n\circ X_n$, where $A_n$ is the adjacency matrix of a uniform random $d$-regular directed graph on $n$ vertices, with $d=\lfloor p n\rfloor$ for some fixed $p \in…
We consider two types of averaging of complex covariance matrices, a sample mean (average) and the sample Fr\'echet mean. We analyse the performance of these quantities as estimators for the true covariance matrix via `intrinsic' versions…
The exact solution of the Dirac equation for fermions coupled to an external periodic chiral condensate (chiral spiral) is used to obtain the exact formula for the Wigner function (up to the quantum loop corrections). We find that the…
We consider Riemann mappings from bounded Lipschitz domains in the plane to a triangle. We show that in this case the Riemann mapping has a linear variational principle: it is the minimizer of the Dirichlet energy over an appropriate affine…
Matrix-valued stochastic processes have been of significant importance in areas such as physics, engineering and mathematical finance. One of the first models studied has been the so-called Wishart process, which is described as the…
We study Wick-rotations of left-invariant metrics on Lie groups, using results from real GIT (\cite{1}, \cite{2}, \cite{3}). An invariant for Wick-rotation of Lie groups is given, and we describe when a pseudo-Riemannian Lie group can be…
Bessel-type convolution algebras of bounded Borel measures on the matrix cones of positive semidefinite $q\times q$-matrices over $\mathbb R, \mathbb C, \mathbb H$ were introduced recently by R\"osler. These convolutions depend on some…
We calculate the vector spin chirality for $S=1/2$ zigzag spin chains having U(1) symmetry, using the density matrix renormalization group combined with unitary transformation. We then demonstrate the occurrence of the chiral order for the…
In this paper, we adopt the eigenvector empirical spectral distribution (VESD) to investigate the limiting behavior of eigenvectors of a large dimensional Wigner matrix W_n. In particular, we derive the optimal bound for the rate of…
We introduce a one-parameter deformation of the Wishart-Laguerre or chiral ensembles of positive definite random matrices with Dyson index beta=1,2 and 4. Our generalised model has a fat-tailed distribution while preserving the invariance…
We give a constructive proof for the superbosonization formula for invariant random matrix ensembles, which is the supersymmetry analog of the theory of Wishart matrices. Formulas are given for unitary, orthogonal and symplectic symmetry,…
We investigate stochastic comparisons between exponential family distributions and their mixtures with respect to the usual stochastic order, the hazard rate order, the reversed hazard rate order, and the likelihood ratio order. A general…
An alternative step in understanding the flows of near wall drag-reducing turbulence can be examining the flow in a well-organized streamwise vortex with a laminar background. Herein, we studied the flow behaviors of the Giesekus…
Topological invariance is a powerful concept in different branches of physics as they are particularly robust under perturbations. We generalize the ideas of computing the statistics of winding numbers for a specific parametric model of the…
We compute the spectral statistics of the sum H of two independent complex Wishart matrices, each of which is correlated with a different covariance matrix. Random matrix theory enjoys many applications including sums and products of random…
We consider two classical ensembles of the random matrix theory: the Wigner matrices and sample covariance matrices, and prove Central Limit Theorem for linear eigenvalue statistics under rather weak (comparing with results known before)…
We consider the logarithm of the central value $\log L(1/2)$ in the orthogonal family ${L(s,f)}_{f \in H_k}$ where $H_k$ is the set of weight $k$ Hecke-eigen cusp form for $SL_2(\mathbb{Z})$, and in the symplectic family…
In this paper, we introduce a family of discrete rectangular uniform distributions on the natural numbers-referred to as orthogonal dice-characterized by the property that their means equal their variances. These distributions arise…
As a natural application of the {\it theory of geometric averaging} in Finsler geometry and generalized Finsler geometry, a new approach to investigate {\it generalized Finsler geometry}, based on a convex invariance of the average…