Related papers: Freeness of type $B$ and conditional freeness for …

Nonintersecting Brownian bridges on the unit circle form a determinantal stochastic process exhibiting random matrix statistics for large numbers of walkers. We investigate the effect of adding a drift term to walkers on the circle…

Matrices are said to behave as free non-commuting random variables if the action which governs their dynamics constrains only their eigenvalues, i.e. depends on traces of powers of individual matrices. The authors use recently developed…

In this note we give various characterizations of random walks with possibly different steps that have relatively large discrepancy from the uniform distribution modulo a prime p, and use these results to study the distribution of the rank…

Investigation of the reversibility of the directional hierarchy in the interdependency among the notions of conditional independence, conditional mean independence, and zero conditional covariance, for two random variables X and Y given a…

We estimate the asymptotics of spherical integrals when the rank of one matrix is finite. We show that it is given in terms of the R-transform of the spectral measure of the full rank matrix and give a new proof of the fact that the…

In an infinitesimal probability space we consider operators which are infinitesimally free and one of which is infinitesimal, in that all its moments vanish. Many previously analysed random matrix models are captured by this framework. We…

Graph independence (also known as $\epsilon$-independence or $\lambda$-independence) is a mixture of classical independence and free independence corresponding to graph products or groups and operator algebras. Using conjugation by certain…

Given tuples of properly normalized independent $N\times N$ G.U.E. matrices $(X_N^{(1)},\dots,X_N^{(r_1)})$ and $(Y_N^{(1)},\dots,Y_N^{(r_2)})$, we show that the tuple $(X_N^{(1)}\otimes I_N,\dots,X_N^{(r_1)}\otimes I_N,I_N\otimes…

In this paper the nonparametric quantile regression model is considered in a location-scale context. The asymptotic properties of the empirical independence process based on covariates and estimated residuals are investigated. In particular…

We extend well-known comparative results under expected utility to models of non-expected utility by providing novel conditions on local utility functions. We illustrate how our results parallel, and are distinct from, existing results for…

We show that the partial transposes of complex Wishart random matrices are asymptotically free. We also investigate regimes where the number of blocks is fixed but the size of the blocks increases. This gives a example where the partial…

In this paper, we study the partial bi-free $S$-transform of a pair $(a,b)$ of random variables, and the $S$-transform of the $2\times 2$ matrix-valued random variable $\left(\begin{matrix}a&0\\0&b\end{matrix}\right)$ associated with…

We show that a perturbation of any fixed square matrix D by a random unitary matrix is well invertible with high probability. A similar result holds for perturbations by random orthogonal matrices; the only notable exception is when D is…

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…

This paper proposes new tests of conditional independence of two random variables given a single-index involving an unknown finite-dimensional parameter. The tests employ Rosenblatt transforms and are shown to be distribution-free while…

This paper uses an incremental matrix expansion approach to derive asymptotic eigenvalue distributions (a.e.d.'s) of sums and products of large random matrices. We show that the result can be derived directly as a consequence of two common…

In this paper, we consider the singular values and singular vectors of finite, low rank perturbations of large rectangular random matrices. Specifically, we prove almost sure convergence of the extreme singular values and appropriate…

It is commonly thought that a state-dependent quantity, after being averaged over a classical ensemble of random Hamiltonians, will always become independent of the state. We point out that this is in general incorrect: if the ensemble of…

We consider the probability of having two intervals (gaps) without eigenvalues in the bulk scaling limit of the Gaussian Unitary Ensemble of random matrices. We describe uniform asymptotics for the transition between a single large gap and…

The question of the local stability of the (replica-symmetric) amorphous solid state is addressed for a class of systems undergoing a continuous liquid to amorphous-solid phase transition driven by the effect of random constraints. The…