Related papers: Random integral matrices: universality of surjecti…
The Cohen-Lenstra-Martinet heuristics predict the frequency with which a fixed finite abelian group appears as an ideal class group of an extension of number fields, for certain sets of extensions of a base field. Recently, Malle found…
We consider $N\times N$ random matrices of the form $H=W+V$ where $W$ is a real symmetric or complex Hermitian Wigner matrix and $V$ is a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume…
We study limit distributions of independent random matrices as well as limit joint distributions of their blocks under normalized partial traces composed with classical expectation. In particular, we are concerned with the ensemble of…
The asymptotic probability theory of conjugacy classes of the finite general linear and unitary groups leads to a probability measure on the set of all partitions of natural numbers. A simple method of understanding these measures in terms…
Universality properties of the distribution of the generalized eigenvalues of a pencil of random Hankel matrices, arising in the solution of the exponential interpolation problem of a complex discrete stationary process, are proved under…
We determine the distribution of the sandpile group (also known as the Jacobian) of the Erd\H{o}s-R\'{e}nyi random graph $G(n,q)$ along with its canonical duality pairing as $n$ tends to infinity, fully resolving a conjecture from 2015 due…
The Cohen-Lenstra heuristic is a universal principle that assigns to each group a probability that tells how often this group should occur "in nature". The most important, but not the only, applications are sequences of class groups, which…
This paper introduces a novel approach to probabilistic deep learning, kernel density matrices, which provide a simpler yet effective mechanism for representing joint probability distributions of both continuous and discrete random…
This paper develops a general inferential framework for discrete copulas on finite supports in any dimension. The copula of a multivariate discrete distribution is defined as Csiszar's I-projection (i.e., the minimum-Kullback-Leibler…
Non-compact symmetries cannot be fully broken by randomness since non-compact groups have no invariant probability distributions. In particular, this makes trickier the "Copernican" random choice of the place of the observer in infinite…
Random matrices arise in many mathematical contexts, and it is natural to ask about the properties that such matrices satisfy. If we choose a matrix with integer entries at random, for example, what is the probability that it will have a…
In this short note, we extend the celebrated results of Tao and Vu, and Krishnapur on the universality of empirical spectral distributions to a wide class of inhomogeneous complex random matrices, by showing that a technical and…
Let $\a$ be a complex random variable with mean zero and bounded variance $\sigma^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\a$. Let $\lambda_{1}, ..., \lambda_{n}$ be the eigenvalues of…
The Chiral Random Matrix Model or the Gaussian Penner Model (generalized Laguerre ensemble) is re-examined in the light of the results which have been found in double well matrix models [D97,BD99] and subtleties discovered in the single…
Let $K$ be an isotropic convex body in $\R^n$. Given $\eps>0$, how many independent points $X_i$ uniformly distributed on $K$ are needed for the empirical covariance matrix to approximate the identity up to $\eps$ with overwhelming…
We consider nonnegative integer matrices with specified row and column sums and upper bounds on the entries. We show that the logarithm of the number of such matrices is approximated by a concave function of the row and column sums. We give…
We compute analytically the joint probability density of eigenvalues and the level spacing statistics for an ensemble of random matrices with interesting features. It is invariant under the standard symmetry groups (orthogonal and unitary)…
The collection of $d \times N$ complex matrices with prescribed column norms and prescribed (nonzero) singular values forms a compact algebraic variety, which we refer to as a frame space. Elements of frame spaces -- i.e., frames -- are…
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…
Recently, Akers et al. proposed a non-isometric holographic map from the interior of a black hole to its exterior. Within this model, we study properties of the black hole $S$-matrix, which are in principle accessible to observers who stay…