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This paper studies majorization of high tensor powers of finitely supported probability distributions. Viewing probability distributions as a resource with majorization as a means of transformation corresponds to the resource theory of pure…

Quantum Physics · Physics 2019-06-17 Asger Kjærulff Jensen

We consider random hermitian matrices in which distant above-diagonal entries are independent but nearby entries may be correlated. We find the limit of the empirical distribution of eigenvalues by combinatorial methods. We also prove that…

Probability · Mathematics 2007-10-21 Greg Anderson , Ofer Zeitouni

Uniform convergence rates are provided for asymptotic representations of sample extremes. These bounds which are universal in the sense that they do not depend on the extreme value index are meant to be extended to arbitrary samples…

We study a new random matrix ensemble $X$ which is constructed by an application of a two dimensional linear filter to a matrix of iid random variables with infinite fourth moments. Our result gives asymptotic lower and upper bounds for the…

Probability · Mathematics 2012-12-03 Oliver Pfaffel

In this paper, we prove that in small parameter regions, arbitrary unitary matrix integrals converge in the large $N$ limit and match their formal expansion. Secondly we give a combinatorial model for our matrix integral asymptotics and…

Probability · Mathematics 2019-02-27 Benoit Collins , Alice Guionnet , Edouard Maurel-Segala

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…

Operator Algebras · Mathematics 2011-01-05 Stephen Curran , Roland Speicher

The open problem of calculating the limiting spectrum (or its Shannon transform) of increasingly large random Hermitian finite-band matrices is described. In general, these matrices include a finite number of non-zero diagonals around their…

Information Theory · Computer Science 2008-05-13 Oren Somekh , Osvalso Simeone , Benjamin M. Zaidel , H. Vincent Poor , Shlomo Shamai

We study the asymptotics of representations of a fixed compact Lie group. We prove that the limit behavior of a sequence of such representations can be described in terms of certain random matrices; in particular operations on…

Probability · Mathematics 2009-11-06 Benoit Collins , Piotr Sniady

Let $A$ be an $n \times n$ random matrix with iid entries over a finite field of order $q$. Suppose that the entries do not take values in any additive coset of the field with probability greater than $1 - \alpha$ for some fixed $0 < \alpha…

Combinatorics · Mathematics 2013-07-24 Kenneth Maples

We consider a random object that is associated with both random walks and random media, specifically, the superposition of a configuration of subcritical Bernoulli percolation on an infinite connected graph and the trace of the simple…

Probability · Mathematics 2019-09-10 Kazuki Okamura

We present a concentration inequality for linear functionals of noncommutative polynomials in random matrices. Our hypotheses cover most standard ensembles, including Gaussian matrices, matrices with independent uniformly bounded entries…

Probability · Mathematics 2012-07-04 Mark W. Meckes , Stanislaw J. Szarek

We consider a random matrix whose entries are independent Gaussian variables taking values in the field of quaternions with variance $1/n$. Using logarithmic potential theory, we prove the almost sure convergence, as the dimension $n$ goes…

Probability · Mathematics 2011-09-05 Florent Benaych-Georges , Francois Chapon

Scattering matrices with block symmetry, which corresponds to scattering process on cavities with geometrical symmetry, are analyzed. The distribution of transmission coefficient is computed for different number of channels in the case of a…

chao-dyn · Physics 2008-02-03 Karol Życzkowski

We introduce a new natural notion of convergence for permutations at any specified scale, in terms of the density of patterns of restricted width. In this setting we prove that limits may be chosen independently at a countably infinite…

Combinatorics · Mathematics 2021-10-20 David Bevan

Voiculescu's notion of asymptotic free independence applies to a wide range of random matrices, including those that are independent and unitarily invariant. In this work, we generalize this notion by considering random matrices with a…

Operator Algebras · Mathematics 2025-04-03 Ion Nechita , Sang-Jun Park

Selecting N random points in a unit square corresponds to selecting a random permutation. By putting 5 types of symmetry restrictions on the points, we obtain subsets of permutations : involutions, signed permutations and signed…

Combinatorics · Mathematics 2007-05-23 Jinho Baik , Eric M. Rains

In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parametrized non-extensive statistics power-law distribution are investigated. In the limit as q->1 the well known Gaussian…

Statistical Mechanics · Physics 2007-05-23 John Evans , Fredrick Michael

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…

Probability · Mathematics 2010-05-05 Joseph Najnudel , Ashkan Nikeghbali

Let $\boxplus$, $\boxtimes$ and $\uplus$ be the free additive, free multiplicative, and boolean additive convolutions, respectively. For a probability measure $\mu$ on $[0,\infty)$ with finite second moment, we find the scaling limit of…

Probability · Mathematics 2013-03-22 Noriyoshi Sakuma , Hiroaki Yoshida

We solve the loop equations to all orders in $1/N^2$, for the Chain of Matrices matrix model (with possibly an external field coupled to the last matrix of the chain). We show that the topological expansion of the free energy, is, like for…

Mathematical Physics · Physics 2015-05-13 Bertrand Eynard , Aleix Prats Ferrer