Related papers: A theory of singular values for finite free probab…
Let $G$ be an $N \times N$ real matrix whose entries are independent identically distributed standard normal random variables $G_{ij} \sim \mathcal{N}(0,1)$. The eigenvalues of such matrices are known to form a two-component system…
In this paper we present methods for the synthesis of polynomial invariants for probabilistic transition systems. Our approach is based on martingale theory. We construct invariants in the form of polynomials over program variables, which…
We extend the notions of finite free convolution and finite free cumulants to the setting of formal power series by introducing their natural analogues, namely $t$-deformed convolution and $t$-deformed cumulants. In this framework, we…
For fixed $m > 1$, we study the product of $m$ independent $N \times N$ elliptic random matrices as $N$ tends to infinity. Our main result shows that the empirical spectral distribution of the product converges, with probability $1$, to the…
The algebra Mul[[B]] of formal multilinear function series over an algebra B and its quotient SymMul[[B]] are introduced, as well as corresponding operations of formal composition. In the setting of Mul[[B]], the unsymmetrized R- and…
Using martingale convergence theorem, we prove a law of large numbers for monotone convolutions $\mu_{1}\triangleright\mu_{2}\triangleright\cdots\triangleright\mu_{n}$, where $\mu_{j}$'s are probability laws on $\mathbb{R}$ with finite…
We show how the combination of new "linearization" ideas in free probability theory with the powerful "realization" machinery -- developed over the last 50 years in fields including systems engineering and automata theory -- allows solving…
This is an introduction to some of the most probabilistic aspects of free probability theory.
An equation is obtained for the Stieltjes transform of the normalized distribution of singular values of non-symmetric band random matrices in the limit when the band width and rank of the matrix simultaneously tend to infinity. Conditions…
Conjectured links between the distribution of values taken by the characteristic polynomials of random orthogonal matrices and that for certain families of L-functions at the centre of the critical strip are used to motivate a series of…
A complete characterization of the asymptotic singularity probability of random circulant Bernoulli matrices is given for all values of the probability parameter.
This short course offers a new perspective on randomized algorithms for matrix computations. It explores the distinct ways in which probability can be used to design algorithms for numerical linear algebra. Each design template is…
In this paper, we investigate the singular values of a natural family of transfer operators twisted by large random permutation matrices. In the large N limit, we obtain a Weyl law for its singular values, valid asymptotically almost surely…
We prove that several results in different areas of number theory such as the divergent series, summation of arithmetic functions, uniform distribution modulo one and summation over prime numbers which are currently considered to be…
Nourdin et al. [9] established the following universality result: if a sequence of off-diagonal homogeneous polynomial forms in i.i.d. standard normal random variables converges in distribution to a normal, then the convergence also holds…
Exact evaluation of $<{\rm Tr} S^p>$ is here performed for real symmetric matrices $S$ of arbitrary order $n$, up to some integer $p$, where the matrix entries are independent identically distributed random variables, with an arbitrary…
The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution…
We introduce a new model for random simplicial complexes which with high probability generates a complex that has a simply-connected double cover. Hence we develop a model for random simplicial complexes with fundamental group…
We show that any matrix-polynomial combination of free noncommutative random variables each having an algebraic law has again an algebraic law. Our result answers a question raised by a recent paper of Shlyakhtenko and Skoufranis. The…
This paper proposes famillies of multimatricvariate and multimatrix variate distributions based on elliptically contoured laws in the context of real normed division algebras. The work allows to answer the following inference problems about…