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An exchangeable random matrix is a random matrix with distribution invariant under any permutation of the entries. For such random matrices, we show, as the dimension tends to infinity, that the empirical spectral distribution tends to the…

Probability · Mathematics 2016-03-25 Radosław Adamczak , Djalil Chafaï , Paweł Wolff

We study the addditon problem for strongly matricially free random variables which generalize free random variables. Using operators of Toeplitz type, we derive a linearization formula for the `matricial R-transform' related to the…

Operator Algebras · Mathematics 2015-03-17 Romuald Lenczewski

In disordered vortices in p-wave superconductors the two new random-matrix ensembles may be realized: B and DIII-odd (of so(2N+1) and so(4N+2)/u(2N+1) matrices respectively). We predict these ensembles from an explicit analysis of the…

Superconductivity · Physics 2007-05-23 D. A. Ivanov

Free probability theory was created by Dan Voiculescu around 1985, motivated by his efforts to understand special classes of von Neumann algebras. His discovery in 1991 that also random matrices satisfy asymptotically the freeness relation…

Probability · Mathematics 2009-11-03 Roland Speicher

Motivated by the asymptotic collective behavior of random and deterministic matrices, we propose an approximation (called "free deterministic equivalent") to quite general random matrix models, by replacing the matrices with operators…

Information Theory · Computer Science 2011-10-07 Roland Speicher , Carlos Vargas , Tobias Mai

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…

Operator Algebras · Mathematics 2019-08-15 James A. Mingo , Mihai Popa

Suppose that A_1,\dots, A_N are independent random matrices whose atoms are iid copies of a random variable \xi of mean zero and variance one. It is known from the works of Newman et. al. in the late 80s that when \xi is gaussian then…

Probability · Mathematics 2016-07-13 Hoi H. Nguyen

We consider integrals on unitary groups $U_d$ of the form $$\int_{U_d}U_{i_1j_1}... U_{i_qj_q}U^*_{j'_{1}i'_{1}} ... U^*_{j'_{q'}i'_{q'}}dU$$ We give an explicit formula in terms of characters of symmetric groups and Schur functions, which…

Mathematical Physics · Physics 2007-05-23 Benoit Collins

Conditional independence in a multivariate normal (or Gaussian) distribution is characterized by the vanishing of subdeterminants of the distribution's covariance matrix. Gaussian conditional independence models thus correspond to algebraic…

Statistics Theory · Mathematics 2009-10-29 Mathias Drton , Han Xiao

In this article, we aim to define a Boolean entropy notion parallel to the framework of free entropy proposed by Voiculescu. Motivated by the work of Lenczewski and the work of C\'ebron & Gillers, we mainly investigated two random matrix…

Probability · Mathematics 2025-11-18 Kewei Pan

We study axis-symmetric Onsager clustered states of a neutral point vortex system confined to a two-dimensional disc. Our analysis is based on the mean field of bounded point vortices in the microcanonical ensemble. The clustered vortex…

Quantum Gases · Physics 2023-08-17 Yanqi Xiong , Jiawen Chen , Xiaoquan Yu

We consider a soluble model of large $\phi^{4}$-graphs randomly embedded in one compactified dimension; namely the large-order behaviour of finite-temperature perturbation theory for the partition function of the anharmonic oscillator. We…

High Energy Physics - Theory · Physics 2009-10-22 N. Dorey , P. S. Kurzepa

We show that the family of pseudo-random matrices recently discovered by Soloveychik, Xiang, and Tarokh in their work `Symmetric Pseudo-Random Matrices' exhibits asymptotic independence. More specifically, any two sequences of matrices of…

Probability · Mathematics 2018-10-31 Ilya Soloveychik , Vahid Tarokh

We study random-field xy spin model at T=0 numerically on lattices of up to 1000 x 1000 x 1000 spins with the accent on the weak random field. Our numerical method is physically equivalent to slow cooling in which the system is gradually…

Disordered Systems and Neural Networks · Physics 2016-10-18 D. A. Garanin , E. M. Chudnovsky , T. Proctor

We prove that any non commutative polynomial of r independent copies of Wigner matrices converges a.s. towards the polynomial of r free semicircular variables in operator norm. This result extends a previous work of Haagerup and…

Probability · Mathematics 2007-05-23 Mireille Capitaine , Catherine Donati-Martin

Random-matrix eigenvalues have a well-known interpretation as a gas of like-charge particles. We make use of this to introduce a model of vortex dynamics by defining a time-dependent wave function as the characteristic polynomial of a…

Mathematical Physics · Physics 2018-12-12 Anthony Mays , Anita K. Ponsaing , David M. Paganin

Disordered magnets, martensitic mixed crystals, and glassy solids can be irreversibly deformed by subjecting them to external deformation. The deformation produces a smooth, reversible response punctuated by abrupt relaxation "glitches".…

Soft Condensed Matter · Physics 2019-06-05 Muhittin Mungan , Thomas A. Witten

The statistical mechanics of spin models, such as the Ising or Potts models, on generic random graphs can be formulated economically by considering the N --> 1 limit of Hermitian matrix models. In this paper we consider the N --> 1 limit in…

High Energy Physics - Lattice · Physics 2009-10-30 D. A. Johnston , P. Plechac

The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…

Probability · Mathematics 2021-03-18 Arup Bose , Koushik Saha , Arusharka Sen , Priyanka Sen

The second author had previously obtained explicit generating functions for moments of characteristic polynomials of permutation matrices (n points). In this paper, we generalize many aspects of this situation. We introduce random shifts of…

Probability · Mathematics 2009-11-23 Paul-Olivier Dehaye , Dirk Zeindler
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