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We prove a recursive identity involving formal iterated logarithms and formal iterated exponentials. These iterated logarithms and exponentials appear in a natural extension of the logarithmic formal calculus used in the study of…
Recurrence plots (RPs) are powerful tools for visualizing time series dynamics; however, traditional Recurrence Quantification Analysis (RQA) often relies on global metrics, such as line counting, that can overlook system-specific,…
Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…
We study the singular values of the product of two coupled rectangular random matrices as a determinantal point process. Each of the two factors is given by a parameter dependent linear combination of two independent, complex Gaussian…
Random matrix theory (RMT) provides a common mathematical formulation of distinct physical questions in three different areas: quantum chaos, the 1-d integrable model with the $1/r^2$ interaction (the Calogero-Sutherland-Moser system), and…
In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…
We investigate whether the Wigner semi-circle and Marcenko-Pastur distributions, often used for deep neural network theoretical analysis, match empirically observed spectral densities. We find that even allowing for outliers, the observed…
A number of random matrix ensembles permitting exact determination of their eigenvalue and eigenvector statistics maintain this property under a rank $1$ perturbation. Considered in this review are the additive rank $1$ perturbation of the…
A set of recursive relations satisfied by Selberg-type integrals involving monomial symmetric polynomials are derived, generalizing previously known results. These formulas provide a well-defined algorithm for computing Selberg-Schur…
A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…
Moments of secular and inverse secular coefficients, averaged over random matrices from classical groups, are related to the enumeration of non-negative matrices with prescribed row and column sums. Similar random matrix averages are…
In this paper, {the goal is to design deterministic sampling patterns on the sphere and the rotation group} and, thereby, construct sensing matrices for sparse recovery of band-limited functions. It is first shown that random sensing…
We investigate the utility to computational Bayesian analyses of a particular family of recursive marginal likelihood estimators characterized by the (equivalent) algorithms known as "biased sampling" or "reverse logistic regression" in the…
Rowland and Zeilberger devised an approach to algorithmically determine the modulo $p^r$ reductions of values of combinatorial sequences representable as constant terms (building on work of Rowland and Yassawi). The resulting $p$-schemes…
An ensemble method is introduced that utilizes randomization and loss function gradients to compute a prediction. Multiple weakly-correlated estimators approximate the gradient at randomly sampled points on the error surface and are…
We construct ensembles of random integrable matrices with any prescribed number of nontrivial integrals and formulate integrable matrix theory (IMT) -- a counterpart of random matrix theory (RMT) for quantum integrable models. A type-M…
A method to generate new classes of random matrix ensembles is proposed. Random matrices from these ensembles are Lax matrices of classically integrable systems with a certain distribution of momenta and coordinates. The existence of an…
Complex analysis is a powerful tool to study classical integrable systems, statistical physics on the random lattice, random matrix theory, topological string theory,... All these topics share certain relations, called "loop equations" or…
We study recursive cubes of rings as models for interconnection networks. We first redefine each of them as a Cayley graph on the semidirect product of an elementary abelian group by a cyclic group in order to facilitate the study of them…
It is known that a unitary matrix can be decomposed into a product of reflections, one for each dimension, and the Haar measure on the unitary group pushes forward to independent uniform measures on the reflections. We consider the sequence…