Related papers: Commutators in finite free probability, I
The unitary Wilson random matrix theory is an interpolation between the chiral Gaussian unitary ensemble and the Gaussian unitary ensemble. This new way of interpolation is also reflected in the orthogonal polynomials corresponding to such…
The random variable $1+z_1+z_1z_2+\dots$ appears in many contexts and was shown by Kesten to exhibit a heavy tail distribution. We consider natural extensions of this variable and its associated recursion to $N \times N$ matrices either…
We consider random stochastic matrices $M$ with elements given by $M_{ij}=|U_{ij}|^2$, with $U$ being uniformly distributed on one of the classical compact Lie groups or associated symmetric spaces. We observe numerically that, for large…
Random matrices have their roots in multivariate analysis in statistics, and since Wigner's pioneering work in 1955, they have been a very important tool in mathematical physics. In functional analysis, random matrices and random structures…
Polynomial ensembles are a sub-class of probability measures within determinantal point processes. Examples include products of independent random matrices, with applications to Lyapunov exponents, and random matrices with an external…
We study the singularity probability of n*n random matrices with i.i.d. entries from highly biased discrete distributions. We obtain sharp non-asymptotic bounds for this probability and derive estimates on the least singular values. Our…
Representation theory and the theory of symmetric functions have played a central role in Random Matrix Theory in the computation of quantities such as joint moments of traces and joint moments of characteristic polynomials of matrices…
This thesis deals with the geometric and integrable aspects associated with random matrix models. Its purpose is to provide various applications of random matrix theory, from algebraic geometry to partial differential equations of…
Finite matroids are combinatorial structures that express the concept of linear independence. In 1964, G.-C. Rota conjectured that the coefficients of the "characteristic polynomial" of a matroid $M$, polynomial whose coefficients enumerate…
This review article provides an overview of random matrix theory (RMT) with a focus on its growing impact on the formulation and inference of statistical models and methodologies. Emphasizing applications within high-dimensional statistics,…
The problem of finding the number of ordered commuting tuples of elements in a finite group is equivalent to finding the size of the solution set of the system of equations determined by the commutator relations that impose commutativity…
We study $\mathrm{U}(N)$ invariant polynomials on the space of $N\times N$ matrices first introduced by Capitaine and Casalis, that are precursors of free cumulants in various respects. First, they are polynomials of deterministic matrices,…
It is well known that the joint probability density of the eigenvalues of Gaussian ensembles of random matrices may be interpreted as a Coulomb gas. We review these classical results for hermitian and complex random matrices, with special…
The foundational work of Karlin and McGregor established a powerful connection between random walks with tridiagonal transition matrices and the theory of orthogonal polynomials. We consider a particular extension of this framework, where…
In commuting parametric quantum circuits, the Fourier series of the pairwise fidelity can be expressed as the characteristic function of random variables. Furthermore, expressiveness can be cast as the recurrence probability of a random…
A pragmatic approach to constructing a covariant phenomenology of the interactions of composite, high-spin hadrons is proposed. Because there are no known wave equations without significant problems, we propose to construct the…
P\'olya's Positivstellensatz and Handelman's Positivstellensatz are known to be concrete instances of the abstract Archimedean Representation Theorem for (commutative unital) rings. We generalise the Archimedean Representation Theorem to…
We demonstrate the convergence of the characteristic polynomial of several random matrix ensembles to a limiting universal function, at the microscopic scale. The random matrix ensembles we treat are classical compact groups and the…
This in an introduction to the theory of non-commutative distributions of non-commuting operators or random matrices. Starting from the basic problem to find a good approach to the meaning of "non-commutative distribution" we will, in…
We consider some combinatorial problems on matrix polynomials over finite fields. Using results from control theory we give a proof of a result of Helmke, Jordan and Lieb on the number of linear unimodular matrix polynomials over a finite…