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The basic concepts of non-commutative probability theory are reviewed and applied to the large $N$ limit of matrix models. We argue that this is the appropriate framework for constructing the master field in terms of which large $N$…

High Energy Physics - Theory · Physics 2009-10-28 Rajesh Gopakumar , David J. Gross

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…

Operator Algebras · Mathematics 2014-07-25 Romuald Lenczewski

Master equations are common descriptions of mesoscopic systems. Analytical solutions to these equations can rarely be obtained. We here derive an analytical approximation of the time-dependent probability distribution of the master equation…

Statistical Mechanics · Physics 2015-10-05 Philipp Thomas , Ramon Grima

It is well known that, under some assumptions, the limit distribution of random block matrices and their partial transposition converges to the distributions of random variables in some noncommutative probability space. Using free…

Quantum Physics · Physics 2023-03-21 Zhi Yin , Liang Zhao

In this paper, we investigate the randomized algorithms for block matrix multiplication from random sampling perspective. Based on the A-optimal design criterion, the optimal sampling probabilities and sampling block sizes are obtained. To…

Numerical Analysis · Mathematics 2021-05-12 Chengmei Niu , Hanyu Li

We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…

Probability · Mathematics 2015-11-11 Kristina Schubert , Martin Venker

The probabilistic abstract interpretation framework of neural network analysis analyzes a neural network by analyzing its density distribution flow of all possible inputs. The grids approximation is one of abstract domains the framework…

Artificial Intelligence · Computer Science 2026-03-27 Zhuofan Zhang , Herbert Wiklicky

In this paper, we propose iterative inner/outer approximations based on a recent notion of block factor-width-two matrices for solving semidefinite programs (SDPs). Our inner/outer approximating algorithms generate a sequence of upper/lower…

Optimization and Control · Mathematics 2022-09-30 Feng-Yi Liao , Yang Zheng

Discrete Markov random fields form a natural class of models to represent images and spatial data sets. The use of such models is, however, hampered by a computationally intractable normalising constant. This makes parameter estimation and…

Computation · Statistics 2015-05-25 Haakon Michael Austad , Håkon Tjelmeland

This document is an informal bibliography of the papers dealing with distributed approximation algorithms. A classic setting for such algorithms is bounded degree graphs, but there is a whole set of techniques that have been developed for…

Data Structures and Algorithms · Computer Science 2023-11-10 Laurent Feuilloley

We compute the limit distribution of partial transposes (when both the number and the size of blocks tends to infinity) for a large class of ensembles of unitarily invariant random matrices. Furthermore, it is shown the asymptotic freeness…

Probability · Mathematics 2024-05-28 James A. Mingo , Mihai Popa

One of the main applications of free probability is to show that for appropriately chosen independent copies of $d$ random matrix models, any noncommutative polynomial in these $d$ variables has a spectral distribution that converges…

Operator Algebras · Mathematics 2023-10-25 Benoît Collins , Tobias Mai , Akihiro Miyagawa , Félix Parraud , Sheng Yin

We propose a numerical method based on the master field for large-$N$ reduced matrix models. While the master field is originally an infinite-dimensional matrix, in this method it is regularized to a finite dimension, with the requirement…

High Energy Physics - Theory · Physics 2026-05-12 Reishi Maeta

A sequence of approximations for the determinant and its logarithm of a complex matrixis derived, along with relative error bounds. The determinant approximations are derived from expansions of det(X)=exp(trace(log(X))), and they apply to…

Numerical Analysis · Mathematics 2011-05-04 Ilse C. F. Ipsen , Dean J. Lee

This work develops algorithms for non-parametric confidence regions for samples from a univariate distribution whose support is a discrete mesh bounded on the left. We generalize the theory of Learned-Miller to preorders over the sample…

Computation · Statistics 2026-02-11 George Bissias

We study the large $N$ limit of a sparse random block matrix ensemble. It depends on two parameters: the average connectivity $Z$ and the size of the blocks $d$, which is the dimension of an euclidean space. In the limit of large $d$, with…

Mathematical Physics · Physics 2019-03-27 Mario Pernici , Giovanni M. Cicuta

We consider the model of the Brownian plane, which is a pointed non-compact random metric space with the topology of the complex plane. The Brownian plane can be obtained as the scaling limit in distribution of the uniform infinite planar…

Probability · Mathematics 2021-05-14 Armand Riera

We prove empirical central limit theorems for the distribution of levels of various random fields defined on high-dimensional discrete structures as the dimension of the structure goes to $\infty$. The random fields considered include costs…

Probability · Mathematics 2012-03-08 Zakhar Kabluchko

We introduce and study the model of simply generated non-crossing partitions, which are, roughly speaking, chosen at random according to a sequence of weights. This framework encompasses the particular case of uniform non-crossing…

Probability · Mathematics 2017-06-30 Igor Kortchemski , Cyril Marzouk

In this paper we continue the investigation of partition functions of critical systems on a rectangle initiated in [R. Bondesan et al, Nucl.Phys.B862:553-575,2012]. Here we develop a general formalism of rectangle boundary states using…

Mathematical Physics · Physics 2012-11-21 Roberto Bondesan , Jesper Lykke Jacobsen , Hubert Saleur
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