Related papers: Wishart laws and variance function on homogeneous …
The noncentral Wishart distribution has become more mainstream in statistics as the prevalence of applications involving sample covariances with underlying multivariate Gaussian populations as dramatically increased since the advent of…
We present a simple Coulomb gas method to calculate analytically the probability of rare events where the maximum eigenvalue of a random matrix is much larger than its typical value. The large deviation function that characterizes this…
In this paper we provide the asymptotic theory of the general of $\phi$-divergences measures, which includes the most common divergence measures : Renyi and Tsallis families and the Kullback-Leibler measure. Instead of using the Parzen…
We study divergence and thickness for general Coxeter groups $W$. We first characterise linear divergence, and show that if $W$ has superlinear divergence then its divergence is at least quadratic. We then formulate a computable…
Necessary conditions for the existence of non-central Wishart distributions are given. Our method relies on positivity properties of spherical polynomials on Euclidean Jordan Algebras and advances an approach by Peddada and Richards (1991),…
We consider families of fast-slow skew product maps of the form \begin{align*} x_{n+1} = x_n+\epsilon a(x_n,y_n,\epsilon), \quad y_{n+1} = T_\epsilon y_n, \end{align*} where $T_\epsilon$ is a family of nonuniformly expanding maps, and prove…
We establish universal Gaussian fluctuations for the mesoscopic linear eigenvalue statistics in the vicinity of the cusp-like singularities of the limiting spectral density for Wigner-type random matrices. Prior to this work, the linear…
The statistical convergence is defined for sequences with the asymptotic density on the natural numbers, in general. In this paper, we introduce the statistical convergence for nets in Riesz spaces by using the finite additive measures on…
We prove a general local law for Wigner matrices which optimally handles observables of arbitrary rank and thus it unifies the well-known averaged and isotropic local laws. As an application, we prove that the quadratic forms of a general…
We construct a very general family of characteristic functions describing Random Matrix Ensembles (RME) having a global unitary invariance, and containing an arbitrary, one-variable probability measure which we characterize by a `spread…
We study the asymptotic behavior of eigenvalues of large complex correlated Wishart matrices at the edges of the limiting spectrum. In this setting, the support of the limiting eigenvalue distribution may have several connected components.…
We give formulae for the cumulants of complex Wishart (LUE) and inverse Wishart matrices (inverse LUE). Their large-$N$ expansions are generating functions of double (strictly and weakly) monotone Hurwitz numbers which count constrained…
In this paper, we study a new type of inverse problem on warped product Riemannian manifolds with connected boundary that we name warped balls. Using the symmetry of the geometry, we first define the set of Regge poles as the poles of the…
We study the distribution of the ratio of two central Wishart matrices with different covariance matrices. We first derive the density function of a particular matrix form of the ratio and show that its cumulative distribution function can…
We extend the proof of the local semicircle law for generalized Wigner matrices given in [4] to the case when the matrix of variances has an eigenvalue $ -1 $. In particular, this result provides a short proof of the optimal local…
Backhausz and Szegedy (2019) demonstrated that the almost eigenvectors of random regular graphs converge to Gaussian waves with variance $0\leq \sigma^2\leq 1$. In this paper, we present an alternative proof of this result for the edge…
We prove an analogue of the Riemann-Hurwitz theorem for computing Euler characteristics of pullbacks of coherent sheaves through finite maps of smooth projective varieties, subject only to the condition that the irreducible components of…
We construct variants of the Riemann zeta function with convenient properties and make conjectures about their dynamics; some of the conjectures are based on an analogy with the dynamical system of zeta. More specifically, we study the…
We have studied the local and boundary behavior of mappings satisfying one estimate of the distortion of the modulus of families of paths. In particular, we have obtained conditions under which the families of the indicated mappings are…
Efficient schemes for sampling from the eigenvalues of the Wishart distribution have recently been described for both the uncorrelated central case (where the covariance matrix is $\mathbf{I}$) and the spiked Wishart with a single spike…