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We consider $n\times n$ real symmetric and hermitian random matrices $H_{n,m}$ equals the sum of a non-random matrix $H_{n}^{(0)}$ matrix and the sum of $m$ rank-one matrices determined by $m$ i.i.d. isotropic random vectors with…

Probability · Mathematics 2007-10-09 Alain Pajor , Leonid Pastur

We compute analytically the joint probability density of eigenvalues and the level spacing statistics for an ensemble of random matrices with interesting features. It is invariant under the standard symmetry groups (orthogonal and unitary)…

Statistical Mechanics · Physics 2015-07-21 Zdzisław Burda , Giacomo Livan , Pierpaolo Vivo

We analyze properties of non-hermitian matrices of size M constructed as square submatrices of unitary (orthogonal) random matrices of size N>M, distributed according to the Haar measure. In this way we define ensembles of random matrices…

chao-dyn · Physics 2009-10-31 Karol Zyczkowski , Hans-Juergen Sommers

Recently Tracy and Widom conjectured [math.CO/9904042] and Johansson proved [math.CO/9906120] that the expected shape \lambda of the semi-standard tableau produced by a random word in k letters is asymptotically the spectrum of a random…

Probability · Mathematics 2009-09-25 Greg Kuperberg

Let $A$ be an $n\times n$ random matrix with independent, identically distributed mean 0, variance 1 subgaussian entries. We prove that $$ \mathbb{P}(A\text{ has distinct singular values})\geq 1-e^{-cn} $$ for some $c>0$, confirming a…

Probability · Mathematics 2025-03-04 Yi Han

Assume that $m,s\in\mathbb N$, $m>1$, while $f$ is a polynomial with integer coefficients, $\text{deg}~f>1$, $f^{(i)}$ is the $i$th iteration of the polynomial $f$, $\kappa_n$ has a discrete uniform distribution on the set $\{0,1,\ldots,m^n…

Number Theory · Mathematics 2017-09-21 Emil Lerner

Let $G$ be a discrete group with property (T). It is a standard fact that, in a unitary representation of $G$ on a Hilbert space $\mathcal{H}$, almost invariant vectors are close to invariant vectors, in a quantitative way. We begin by…

Group Theory · Mathematics 2017-11-15 Michal Doucha , Maciej Malicki , Alain Valette

This paper studies the asymptotic behaviors of the pairwise angles among n randomly and uniformly distributed unit vectors in R^p as the number of points n -> infinity, while the dimension p is either fixed or growing with n. For both…

Statistics Theory · Mathematics 2013-06-04 Tony Cai , Jianqing Fan , Tiefeng Jiang

We study the characteristic polynomial of random permutation matrices following some measures which are invariant by conjugation, including Ewens' measures which are one-parameter deformations of the uniform distribution on the permutation…

Probability · Mathematics 2018-09-17 Valentin Bahier

In this paper we consider the product of two independent random matrices $\mathbb X^{(1)}$ and $\mathbb X^{(2)}$. Assume that $X_{jk}^{(q)}, 1 \le j,k \le n, q = 1, 2,$ are i.i.d. random variables with $\mathbb E X_{jk}^{(q)} = 0, \mathbb E…

Probability · Mathematics 2015-11-24 Friedrich Götze , Alexey Naumov , Alexander Tikhomirov

We show that for any $1\leq p\leq\infty$, the family of random vectors uniformly distributed on hyperplane projections of the unit ball of $\ell_p^n$ verify the variance conjecture $$ \textrm{Var}\,|X|^2\leq C\max_{\xi\in…

Functional Analysis · Mathematics 2016-10-14 David Alonso-Gutiérrez , Jesús Bastero

We consider products of independent large random rectangular matrices with independent entries. The limit distribution of the expected empirical distribution of singular values of such products is computed. The distribution function is…

Probability · Mathematics 2011-04-27 Nikita Alexeev , Friedrich Götze , Alexander Tikhomirov

It has been conjectured that the statistical properties of zeros of the Riemann zeta function near $z = 1/2 + \ui E$ tend, as $E \to \infty$, to the distribution of eigenvalues of large random matrices from the Unitary Ensemble. At finite…

Number Theory · Mathematics 2009-11-11 E. Bogomolny , O. Bohigas , P. Leboeuf , A. G. Monastra

In this paper we study random representations of fundamental groups of surfaces into special unitary groups. The random model we use is based on a symplectic form on moduli space due to Atiyah, Bott, and Goldman. Let $\Sigma_{g}$ denote a…

Representation Theory · Mathematics 2022-01-19 Michael Magee

We obtain necessary and sufficient conditions for the admissible vectors of a new unitary non irreducible representation $U$. The group $G$ is an arbitrary semidirect product whose normal factor $A$ is abelian and whose homogeneous factor…

Representation Theory · Mathematics 2011-09-27 Filippo De Mari , Ernesto De Vito

From a suitable integral representation of the Laplace transform of a positive semi-definite quadratic form of independent real random variables with not necessarily identical densities a univariate integral representation is derived for…

Statistics Theory · Mathematics 2007-11-01 T. Royen

In this article, we consider tensor products of unitary representations by irreducible non-unitary finite dimensional representations of topological groups to define a property that is a twisting of Kazhdan's Property (T). We use the…

Representation Theory · Mathematics 2007-05-23 Maria-Paula Gomez-Aparicio

In statistics, assuming samples are independent is reasonable. However, this property can fail to hold for the features, a distinction that has led to several lines of work aiming to remove the latter assumption of independence present in…

Probability · Mathematics 2026-02-03 Simona Diaconu

The random walk to be considered takes place in the d- spherical dual of the group U(n + 1), for a fixed finite dimensional irreducible representation d of U(n). The transition matrix comes from the three term recursion relation satisfied…

Representation Theory · Mathematics 2010-10-06 F. A. Grünbaum I. Pacharoni , J. Tirao

Spectral and numerical properties of classes of random orthogonal butterfly matrices, as introduced by Parker (1995), are discussed, including the uniformity of eigenvalue distributions. These matrices are important because the…

Numerical Analysis · Mathematics 2019-08-26 Thomas Trogdon
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