Related papers: Strong asymptotic freeness for independent uniform…
Random matrix theory has played a major role in several areas of pure and applied mathematics, as well as statistics, physics, and computer science. This lecture aims to describe the intrinsic freeness phenomenon and how it provides new…
This work examines various statistical distributions in connection with random Vandermonde matrices and their extension to $d$--dimensional phase distributions. Upper and lower bound asymptotics for the maximum singular value are found to…
We consider the problem of detecting the presence of a submatrix with larger-than-usual values in a large data matrix. This problem was considered in (Butucea and Ingster, 2013) under a one-parameter exponential family, and one of the test…
The asymptotic freeness of independent unitarily invariant $N\times N$ random matrices holds in expectation up to $O(N^{-2})$. An already known consequence is the infinitesimal freeness in expectation. We put in evidence another consequence…
We introduce a new technique to prove bounds for the spectral radius of a random matrix, based on using Jensen's formula to establish the zerofreeness of the associated characteristic polynomial in a region of the complex plane. Our…
Let $X$ be an orientable hyperbolic surface of genus $g\geq 2$ with a marked point $o$, and let $\Gamma$ be an orientable hyperbolic surface group isomorphic to $\pi_{1}(X,o)$. Consider the space $\text{Hom}(\Gamma,S_{n})$ which corresponds…
Let A_1,A_2,...,A_s be a finite sequence of (not necessarily disjoint, or even distinct) non-empty sets of positive integers satisfying a certain condition. It is shown that an independent family U_1,U_2,...,U_s of random NxN permutation…
We study upgraded free independence phenomena for unitary elements $u_1$, $u_2$, \dots representing the large-$n$ limit of Haar random unitaries, showing that free independence extends to several larger algebras containing $u_j$ in the…
We introduce the notions of strong asymptotic uniform smoothness and convexity. We show that the injective tensor product of strongly asymptotically uniformly smooth spaces is asymptotically uniformly smooth. This applies in particular to…
We investigate tensor products of random matrices, and show that independence of entries leads asymptotically to $\varepsilon$-free independence, a mixture of classical and free independence studied by M{\l}otkowski and by Speicher and…
We study moments of characteristic polynomials of truncated Haar distributed matrices from the three classical compact groups O(N), U(N) and Sp(2N). For finite matrix size we calculate the moments in terms of hypergeometric functions of…
Analytical methods for finding moments of random Vandermonde matrices with entries on the unit circle are developed. Vandermonde Matrices play an important role in signal processing and wireless applications such as direction of arrival…
An $r$-uniform hypergraph is called $t$-union-free if any two distinct subsets of at most $t$ edges have distinct union. The study of union-free hypergraphs has multiple origins and a long history, dating back to the works of Kautz and…
Let $S$ be a punctured Riemann surface with Euler characteristic $\chi(S)<0$. For any unitary representation $\rho: \pi_1(S) \to U(N)$, we introduce its renormalized energy and its harmonic representatives, which are equivariant harmonic…
This is a tutorial on some basic non-asymptotic methods and concepts in random matrix theory. The reader will learn several tools for the analysis of the extreme singular values of random matrices with independent rows or columns. Many of…
We study the asymptotics of representations of a fixed compact Lie group. We prove that the limit behavior of a sequence of such representations can be described in terms of certain random matrices; in particular operations on…
Given a sequence of deterministic matrices $A = A_N$ and a sequence of deterministic nonnegative matrices $\Sigma=\Sigma_N$ such that $A\to a$ and $\Sigma\to \sigma$ in $\ast$-distribution for some operators $a$ and $\sigma$ in a finite von…
We study asymptotic infinitesimal distributions of Gaussian Unitary Ensembles with permuted entries. We show that for random uniform permutations, the asymptotically permuted GUE matrix has a null infinitesimal distribution. Moreover, we…
We study the partition function from random matrix theory using a well known connection to orthogonal polynomials, and a recently developed Riemann-Hilbert approach to the computation of detailed asymptotics for these orthogonal…
We introduce real second-order freeness in second-order noncommutative probability spaces. We demonstrate that under this definition, three real models of random matrices, namely real Ginibre matrices, Gaussian orthogonal matrices, and real…