Related papers: Macroscale behavior of random lower triangular mat…
This work presents a comprehensive understanding of the estimation of a planted low-rank signal from a general spiked tensor model near the computational threshold. Relying on standard tools from the theory of large random matrices, we…
Random matrices have their roots in multivariate analysis in statistics, and since Wigner's pioneering work in 1955, they have been a very important tool in mathematical physics. In functional analysis, random matrices and random structures…
This work analyzes singular-value spectra of weight matrices in pretrained transformer models to understand how information is stored at both ends of the spectrum. Using Random Matrix Theory (RMT) as a zero information hypothesis, we…
The process of alternately row scaling and column scaling a positive $n \times n$ matrix $A$ converges to a doubly stochastic positive $n \times n$ matrix $S(A)$, often called the \emph{Sinkhorn limit} of $A$. The main result in this paper…
Spectral statistics of quantum chaotic systems are governed by random matrix universality. In many cases of interest, time-reversal symmetry selects the Gaussian Orthogonal Ensemble (GOE) as the relevant universality class. In holographic…
We investigate the random dynamics of rational maps on the Riemann sphere and the dynamics of semigroups of rational maps on the Riemann sphere. We show that regarding random complex dynamics of polynomials, in most cases, the chaos of the…
An integral equation is a way to encapsulate the relationships between a function and its integrals. We develop a systematic way of describing Volterra integral equations -- specifically an algorithm that reduces any separable Volterra…
We calculate the discrete moments of the characteristic polynomial of a random unitary matrix, evaluated a small distance away from an eigenangle. Such results allow us to make conjectures about similar moments for the Riemann zeta…
In this paper we study a class of quadratic operators named by Volterra operators on infinite dimensional space. We prove that such operators have infinitely many fixed points and the set of Volterra operators forms a convex compact set. In…
Contour integrals in the complex plane are the basis of effective numerical methods for computing matrix functions, such as the matrix exponential and the Mittag-Leffler function. These methods provide successful ways to solve partial…
In this article, we study microscopic properties of a two-dimensional eigenvalue ensemble near a conical singularity arising from insertion of a point charge in the bulk of the support of eigenvalues. In particular, we characterize all…
Number theorists have studied extensively the connections between the distribution of zeros of the Riemann $\zeta$-function, and of some generalizations, with the statistics of the eigenvalues of large random matrices. It is interesting to…
In this work, we investigate a theory of stochastic integration for operator-valued processes with respect to semimartingales taking values in the dual of a nuclear space. Our construction of this particular stochastic integral relies on…
We reformulate the matrix models of minimal superstrings as loop gas models on random surfaces. In the continuum limit, this leads to the identification of minimal superstrings with certain bosonic string theories, to all orders in the…
In this paper, we characterize the asymptotic and large scale behavior of the eigenvalues of wavelet random matrices in high dimensions. We assume that possibly non-Gaussian, finite-variance $p$-variate measurements are made of a…
We study the asymptotic behaviour of a critical decomposable 3-type Galton-Watson process with immigration when its offspring mean matrix is triangular with diagonal entries 1. It is proved that, under second or fourth order moment…
We study the limiting behavior of smooth linear statistics of the spectrum of random permutation matrices in the mesoscopic regime, when the permutation follows one of the Ewens measures on the symmetric group. If we apply a smooth enough…
This paper is a continuation of our paper "Fluctuations of Matrix Elements of Regular Functions of Gaussian Random Matrices", J. Stat. Phys. (134), 147--159 (2009), in which we proved the Central Limit Theorem for the matrix elements of…
Inverse scattering problem for the operator representing sum of the operator of the third derivative on semi-axis and of the operator of multiplication by a real function is studied in this paper. Properties of Jost solutions of such an…
In these notes, we investigate the tail behaviour of the norm of subgaussian vectors in a Hilbert space. The subgaussian variance proxy is given as a trace class operator, allowing for a precise control of the moments along each dimension…