Related papers: Operator valued random matrices and asymptotic fre…
Operator-valued concentration inequalities are foundational to the analysis of modern high-dimensional statistics and randomized algorithms. However, standard oracle bounds are frequently limited in practice: they require explicit a priori…
For a class of non-selfadjoint semiclassical operators in dimension one, we get a complete asymptotic description of all eigenvalues near a critical value of the leading symbol of the operator on the boundary of the pseudospectrum.
An exchangeable random matrix is a random matrix with distribution invariant under any permutation of the entries. For such random matrices, we show, as the dimension tends to infinity, that the empirical spectral distribution tends to the…
After a short review of the quantum mechanics canonically associated with a classical real valued random variable with all moments, we begin to study the quantum mechanics canonically associated to the \textbf{standard semi--circle random…
A random boolean cellular automaton is a network of boolean gates where the inputs, the boolean function, and the initial state of each gate are chosen randomly. In this article, each gate has two inputs. Let $a$ (respectively $c$) be the…
New insight into the correspondence between Quantum Chaos and Random Matrix Theory is gained by developing a semiclassical theory for the autocorrelation function of spectral determinants. We study in particular the unitary operators which…
This is a survey of some recent applications of Boolean valued models of set theory to order bounded operators in vector lattices.
We consider a class of block operator matrices arising in the study of scattering passive systems, especially in the context of boundary control problems. We prove that these block operator matrices are indeed a subclass of block operator…
It is known that a unitary matrix can be decomposed into a product of reflections, one for each dimension, and the Haar measure on the unitary group pushes forward to independent uniform measures on the reflections. We consider the sequence…
Recently, T. and M. Shcherbina proved a pointwise semicircle law for the density of states of one-dimensional Gaussian band matrices of large bandwidth. The main step of their proof is a new method to study the spectral properties of…
This paper is concerned with the asymptotic behavior of the free energy for a class of Hermitean random matrix models, with odd degree polynomial potential, in the large N limit. It continues an investigation initiated and developed in a…
Let $\{T_{k}\}_{k=1}^{\infty}$ be a family of *--free identically distributed operators in a finite von Neumann algebra. In this work we prove a multiplicative version of the free central limit Theorem. More precisely, let…
We consider a second order self-adjoint operator in a domain which can be bounded or unbounded. The boundary is partitioned into two parts with Dirichlet boundary condition on one of them, and Neumann condition on the other. We assume that…
We prove a two-term Weyl-type asymptotic law, with error term O(1/n), for the eigenvalues of the operator psi(-Delta) in an interval, with zero exterior condition, for complete Bernstein functions psi such that x psi'(x) converges to…
Association models for a pair of random elements $X$ and $Y$ (e.g., vectors) are considered which specify the odds ratio function up to an unknown parameter $\bolds\theta$. These models are shown to be semiparametric in the sense that they…
Let $X^N = (X_1^N,\dots, X^N_d)$ be a d-tuple of $N\times N$ independent GUE random matrices and $Z^{NM}$ be any family of deterministic matrices in $\mathbb{M}_N(\mathbb{C})\otimes \mathbb{M}_M(\mathbb{C})$. Let $P$ be a self-adjoint…
The random connection model is a random graph whose vertices are given by the points of a Poisson process and whose edges are obtained by randomly connecting pairs of Poisson points in a position dependent but independent way. We study…
We exploit a result by Nerman which shows that conditional limit theorems hold when a certain monotonicity condition is satisfied. Our main result is an application to vertex degrees in random graphs, where we obtain asymptotic normality…
The partial transposition from quantum information theory provides a new source to distill the so-called asymptotic freeness without the assumption of classical independence between random matrices. Indeed, a recent paper [MP19] established…
We show that Wigner semi-circle law holds for Hermitian matrices with dependent entries, provided the deviation of the cumulants from the normalised Gaussian case obeys a simple power law bound in the size of the matrix. To establish this…