Related papers: What Intraclass Covariance Structures Can Symmetri…
We consider (self-adjoint) families of infinite matrices of noncommutative random variables such that the joint distribution of their entries is invariant under conjugation by a free quantum group. For the free orthogonal and…
Consider a random $n\times n$ zero-one matrix with "density" $p$, sampled according to one of the following two models: either every entry is independently taken to be one with probability $p$ (the "Bernoulli" model), or each row is…
We introduce and study a subclass of joint Bernoulli distributions which has the palindromic property. For such distributions the vector of joint probabilities is unchanged when the order of the elements is reversed. We prove for binary…
The salient properties of large empirical covariance and correlation matrices are studied for three datasets of size 54, 55 and 330. The covariance is defined as a simple cross product of the returns, with weights that decay logarithmically…
We analyze statistical properties of the complex system with conditions which manifests through specific constraints on the column/row sum of the matrix elements. The presence of additional constraints besides symmetry leads to new…
Statistical models that possess symmetry arise in diverse settings such as random fields associated to geophysical phenomena, exchangeable processes in Bayesian statistics, and cyclostationary processes in engineering. We formalize the…
We analyze bipartite matrices and linear maps between matrix algebras, which are respectively, invariant and covariant, under the diagonal unitary and orthogonal groups' actions. By presenting an expansive list of examples from the…
We present a simple solution to a question posed by Candes, Romberg and Tao on the uniform uncertainty principle for Bernoulli random matrices. More precisely, we show that a rectangular k*n random subgaussian matrix (with k < n) has the…
This paper concerns the characterisation of second order marginals for random sets in a discrete setting. Under the instance of unit covariances, this problem possesses a combinatorial symmetry, exploited jointly in the companion paper to…
We show that higher order inter-group covariances involving even number of qubits are necessarily positive semidefinite for N qubit separable states, which are completely symmetric under permutations of the qubits. This identification leads…
In probability theory, there is a tendency to treat one random variable with a given distribution as being just as good as any other. By and large this is fine because probability is (mostly) concerned with distributional properties of…
Given $n,m\in \mathbb{N}$, we study two classes of large random matrices of the form $$ \mathcal{L}_n =\sum_{\alpha=1}^m\xi_\alpha \mathbf{y}_\alpha \mathbf{y}_\alpha ^T\quad\text{and}\quad \mathcal{A}_n =\sum_{\alpha =1}^m\xi_\alpha…
Gaussian and Chiral Beta-Ensembles, which generalise well known orthogonal (Beta=1), unitary (Beta=2), and symplectic (Beta=4) ensembles of random Hermitian matrices, are considered. Averages are shown to satisfy duality relations like…
The association between two random variables is often of primary interest in statistical research. In this paper semiparametric models for the association between random vectors X and Y are considered which leave the marginal distributions…
We introduce a new class of large structured random matrices characterized by four fundamental properties which we discuss. We prove that this class is stable under matrix-valued and pointwise non-linear operations. We then formulate an…
Let $n$ be a large integer and $M_n$ be a random $n$ by $n$ matrix whose entries are i.i.d. Bernoulli random variables (each entry is $\pm 1$ with probability 1/2). We show that the probability that $M_n$ is singular is at most $(3/4…
We completely describe all integer symmetric matrices that have all their eigenvalues in the interval [-2,2]. Along the way we classify all signed graphs, and then all charged signed graphs, having all their eigenvalues in this same…
We study a class models of correlated random networks in which vertices are characterized by \textit{hidden variables} controlling the establishment of edges between pairs of vertices. We find analytical expressions for the main topological…
Coherence theorems for covariant structures carried by a category have traditionally relied on the underlying term rewriting system of the structure being terminating and confluent. While this holds in a variety of cases, it is not a…
Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…