Related papers: What Intraclass Covariance Structures Can Symmetri…
We show that the limiting variance of a sequence of estimators for a structured covariance matrix has a general form that appears as the variance of a scaled projection of a random matrix that is of radial type and a similar result is…
Let $F_n$ be an $n$ by $n$ symmetric matrix whose entries are bounded by $n^{\gamma}$ for some $\gamma>0$. Consider a randomly perturbed matrix $M_n=F_n+X_n$, where $X_n$ is a random symmetric matrix whose upper diagonal entries $x_{ij}$…
We use representation theory to construct spaces of matrices of constant rank. These spaces are parametrized by the natural representation of the general linear group or the symplectic group. We present variants of this idea, with more…
The problem of detecting changes in covariance for a single pair of features has been studied in some detail, but may be limited in importance or general applicability. In contrast, testing equality of covariance matrices of a {\it set} of…
An ensemble of random unistochastic (orthostochastic) matrices is defined by taking squared moduli of elements of random unitary (orthogonal) matrices distributed according to the Haar measure on U(N) (or O(N), respectively). An ensemble of…
Invariance-based randomization tests -- such as permutation tests, rotation tests, or sign changes -- are an important and widely used class of statistical methods. They allow drawing inferences under weak assumptions on the data…
Using operator methods, we generally present the level densities for kinds of random matrix unitary ensembles in weak sense. As a corollary, the limit spectral distributions of random matrices from Gaussian, Laguerre and Jacobi unitary…
The Schubert problem asks for combinatorial models to compute structure constants of the cohomology ring with respect to Schubert classes and has been an important open problem in algebraic geometry and combinatorics that guided fruitful…
This short note studies the fluctuations of the largest eigenvalue of symmetric random matrices with correlated Gaussian entries having positive mean. Under the assumption that the covariance kernel is absolutely summable, it is proved that…
The search for a theory that unifies general relativity and quantum theory has focused attention on models of physics at the Planck scale. One possible consequence of models such as string theory may be that Lorentz invariance is not an…
Estimating a covariance matrix is central to high-dimensional data analysis. Empirical analyses of high-dimensional biomedical data, including genomics, proteomics, microbiome, and neuroimaging, among others, consistently reveal strong…
An algebraic structure is said to be congruence permutable if its arbitrary congruences $\alpha$ and $\beta$ satisfy the equation $\alpha \circ \beta =\beta \circ \alpha$, where $\circ$ denotes the usual composition of binary relations. For…
Random matrices arise in many mathematical contexts, and it is natural to ask about the properties that such matrices satisfy. If we choose a matrix with integer entries at random, for example, what is the probability that it will have a…
In this paper, we extend some classes of structured matrices to higher order tensors. We discuss their relationships with positive semi-definite tensors and some other structured tensors. We show that every principal sub-tensor of such a…
The asymptotic normality for a large family of eigenvalue statistics of a general sample covariance matrix is derived under the ultra-high dimensional setting, that is, when the dimension to sample size ratio $p/n \to \infty$. Based on this…
We consider non-Hermitian random matrices $X \in \mathbb{C}^{n \times n}$ with general decaying correlations between their entries. For large $n$, the empirical spectral distribution is well approximated by a deterministic density,…
We derive necessary and sufficient inseparability conditions imposed on the variance matrix of symmetric qubits. These constraints are identified by examining a structural parallelism between continuous variable states and two qubit states.…
We prove that the quantum cohomology ring of any minuscule or cominuscule homogeneous space, once localized at the quantum parameter, has a non trivial involution mapping Schubert classes to multiples of Schubert classes. This can be stated…
Let $X_1,X_2,\ldots$ be a sequence of i.i.d. random variables, with mean zero and variance one. Let $W_n=(X_1+\ldots+X_n)/\sqrt{n}$. An old and celebrated result of Prohorov asserts that $W_n$ converges in total variation to the standard…
An $n\times n$ matrix is said to have a self-interlacing spectrum if its eigenvalues $\lambda_k$, $k=1,\ldots,n$, are distributed as follows $$ \lambda_1>-\lambda_2>\lambda_3>\cdots>(-1)^{n-1}\lambda_n>0. $$ A method for constructing sign…