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We determine the rank of a random matrix A over a finite field with prescribed numbers of non-zero entries in each row and column. As an application we obtain a formula for the rate of low-density parity check codes. This formula verifies a…

Combinatorics · Mathematics 2018-10-18 Amin Coja-Oghlan , Pu Gao

Applying the concept of matricial freeness which generalizes freeness in free probability, we have recently studied asymptotic joint distributions of symmetric blocks of Gaussian random matrices (Gaussian Symmetric Block Ensemble). This…

Operator Algebras · Mathematics 2018-05-28 Romuald Lenczewski

We consider the additive superimposition of an extensive number of independent Euclidean Random Matrices in the high-density regime. The resolvent is computed with techniques from free probability theory, as well as with the replica method…

Disordered Systems and Neural Networks · Physics 2020-05-27 Aldo Battista , Remi Monasson

We characterize the breaking of analyticity with respect to the replica number which occurs in random energy models via the complex zeros of the moment of the partition function. We perturbatively evaluate the zeros in the vicinity of the…

Disordered Systems and Neural Networks · Physics 2015-05-13 Kenzo Ogure , Yoshiyuki Kabashima

The theory of random matrices with eigenvalues distributed in the complex plane and more general "beta-ensembles" (logarithmic gases in 2D) is reviewed. The distribution and correlations of the eigenvalues are investigated in the large N…

Mathematical Physics · Physics 2009-07-29 A. Zabrodin

We prove a number of results concerning the large $N$ asymptotics of the free energy of a random matrix model with a polynomial potential $V(z)$. Our approach is based on a deformation $\tau_tV(z)$ of $V(z)$ to $z^2$, $0\le t<\infty$ and on…

Mathematical Physics · Physics 2007-05-23 Pavel Bleher , Alexander Its

In this paper we study the Random energy model - so called toy model of the spin glass theory - where the underlying distributions are compactly supported. We prove a general theorem on the asymptotics of free energy and obtain formulae in…

Probability · Mathematics 2007-05-23 Nabin Kumar Jana

In these proceedings, we discuss the recent approach of Ref. [1] for the construction of compact Ans\"atze for scattering amplitudes. The method builds powerful constraints on the analytic structure of the rational functions in amplitudes…

High Energy Physics - Theory · Physics 2022-07-22 Giuseppe De Laurentis , Ben Page

We study the statistical properties of one-dimensional directed polymers in a short-range random potential by mapping the replicated problem to a many body quantum boson system with attractive interactions. We find the full set of…

Statistical Mechanics · Physics 2015-05-14 Victor Dotsenko , Boris Klumov

A systematic replica field theory calculations are analysed using the examples of two particular one-dimensional "toy" random models with Gaussian disorder. Due to apparent simplicity of the model the replica trick calculations can be…

Statistical Mechanics · Physics 2010-10-20 Victor Dotsenko

The free energies of six-vertex models on general domain D with various boundary conditions are investigated with the use of the n-equivalence relation which classifies the thermodynamic limit properties. It is derived that the free energy…

Statistical Mechanics · Physics 2008-05-10 Kazuhiko Minami

These lecture notes provide an introduction to free probability theory, with a focus on tools and techniques useful in the study of large random matrices. Topics include freeness, free cumulants, additive and multiplicative free…

Probability · Mathematics 2025-06-13 Vladislav Kargin

Using the standard concepts of free random variables, we show that for a large class of nonhermitean random matrix models, the support of the eigenvalue distribution follows from their hermitean analogs using a conformal transformation. We…

High Energy Physics - Phenomenology · Physics 2009-10-28 Romuald A. Janik , Maciej A. Nowak , Gabor Papp , Jochen Wambach , Ismail Zahed

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…

Probability · Mathematics 2025-10-02 Afonso S. Bandeira

We discuss the applications of Random Matrix Theory in the context of financial markets and econometric models, a topic about which a considerable number of papers have been devoted to in the last decade. This mini-review is intended to…

Statistical Finance · Quantitative Finance 2009-10-08 J. P. Bouchaud , M. Potters

In this article we introduce powerful tools and techniques from invariant theory to free analysis. This enables us to study free maps with involution. These maps are free noncommutative analogs of real analytic functions of several…

Rings and Algebras · Mathematics 2019-08-15 Igor Klep , Špela Špenko

We analyze the asymptotic behavior of sequences of random variables defined by an initial condition, a stationary and ergodic sequence of random matrices, and an induction formula involving multiplication is the so-called max-plus algebra.…

Probability · Mathematics 2008-03-12 Glenn Merlet

In the last decade, spectral linear statistics on large dimensional random matrices have attracted significant attention. Within the physics community, a privileged role has been played by invariant matrix ensembles for which a two…

Mathematical Physics · Physics 2016-02-18 Fabio Deelan Cunden , Paolo Facchi , Pierpaolo Vivo

The distribution of eigenvalues of N times N random matrices in the limit N to infinity is the solution to a variational principle that determines the ground state energy of a confined fluid of classical unit charges. This fact is a…

Mathematical Physics · Physics 2009-10-31 Michael K. -H. Kiessling , Herbert Spohn

A scheme to provide various mean-field-type approximation algorithms is presented by employing the Bethe free energy formalism to a family of replicated systems in conjunction with analytical continuation with respect to the number of…

Disordered Systems and Neural Networks · Physics 2009-11-11 Yoshiyuki Kabashima
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