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Random matrix theory has played a major role in several areas of pure and applied mathematics, as well as statistics, physics, and computer science. This lecture aims to describe the intrinsic freeness phenomenon and how it provides new…

Probability · Mathematics 2025-10-02 Afonso S. Bandeira

We determine the distributional behavior for products of free random variables in a general infinitesimal triangular array. In the case of positive variables, the main theorem extends a result proved earlier for arrays with identically…

Operator Algebras · Mathematics 2007-05-23 Hari Bercovici , Jiun-Chau Wang

Motivated by link transformations of lattice gauge theory, a method for generating local unitary invariants, especially for a system of qubits, has been pointed out in an earlier work [M. S. Williamson {\it et. al.}, Phys. Rev. A {\bf 83},…

Quantum Physics · Physics 2013-05-16 Udaysinh T. Bhosale , K. V. Shuddhodan , Arul Lakshminarayan

By studying the minimum resources required to perform a unitary transformation, families of metrics and pseudo-metrics on unitary matrices that are closely related to a recently reported quantum speed limit by the author are found.…

Quantum Physics · Physics 2011-07-07 H. F. Chau

A random phase property establishing a link between quasi-one-dimensional random Schroedinger operators and full random matrix theory is advocated. Briefly summarized it states that the random transfer matrices placed into a normal system…

Mathematical Physics · Physics 2010-06-04 Rudolf A Roemer , Hermann Schulz-Baldes

We consider the universality of the nearest neighbour eigenvalue spacing distribution in invariant random matrix ensembles. Focussing on orthogonal and symplectic invariant ensembles, we show that the empirical spacing distribution…

Probability · Mathematics 2015-01-23 Kristina Schubert

We introduce the notion of a restricted exchangeable partition of $\mathbb{N}$. We obtain integral representations, consider associated fragmentations, embeddings into continuum random trees and convergence to such limit trees. In…

Probability · Mathematics 2012-11-12 Bo Chen , Matthias Winkel

We compute exact asymptotic of the statistical density of random matrices belonging to invariant random matrices ensemble (RMT) orthogonal, unitary and symplectic ensembles, where all its eigenvalues lie within the interval $[\sigma,…

Probability · Mathematics 2015-09-23 Mohamed Bouali

We study the spectrum of a random matrix, whose elements depend on the Euclidean distance between points randomly distributed in space. This problem is widely studied in the context of the Instantaneous Normal Modes of fluids and is…

Disordered Systems and Neural Networks · Physics 2009-10-31 M. Mezard , G. Parisi , A. Zee

The paper investigates the asymptotic behavior of (non-normalized) traces of certain classes of matrices with non-commutative random variables as entries. We show that, unlike in the commutative framework, the asymptotic behavior of…

Operator Algebras · Mathematics 2013-04-02 Mihai Popa , yong Jiao

Let $G_{k,n}$ be a group of permutations of $kn$ objects which permutes things independently in disjoint blocks of size $k$ and then permutes the blocks. We investigate the probabilistic and/or enumerative aspects of random elements of…

Probability · Mathematics 2025-04-29 Persi Diaconis , Nathan Tung

We consider the partial transpose of the spin reduced density matrix of two disjoint blocks in spin chains admitting a representation in terms of free fermions, such as XY chains. We exploit the solution of the model in terms of Majorana…

Statistical Mechanics · Physics 2015-08-13 Andrea Coser , Erik Tonni , Pasquale Calabrese

This is a survey of results concerning the asymptotic equilibrium distribution of zeros of random holomorphic polynomials and holomorphic sections of high powers of a positive line bundle, as related to the authors' recent work. Our primary…

Complex Variables · Mathematics 2025-04-22 George Marinescu , Duc-Viet Vu

In this paper, we derive non-asymptotic achievability and converse bounds on the random number generation with/without side-information. Our bounds are efficiently computable in the sense that the computational complexity does not depend on…

Information Theory · Computer Science 2016-09-28 Masahito Hayashi , Shun Watanabe

We prove a general transfer theorem for multivariate random sequences with independent random indexes in the double array limit setting. We also prove its partial inverse providing necessary and sufficient conditions for the convergence of…

Probability · Mathematics 2016-11-04 V. Yu. Korolev , A. I. Zeifman

We obtain an explicit formula for the variance of the number of $k$-peaks in a uniformly random permutation. This is then used to obtain an asymptotic formula for the variance of the length of longest $k$-alternating subsequence in random…

Probability · Mathematics 2026-04-15 Recep Altar Çiçeksiz , Yunus Emre Demirci , Ümit Işlak

We study the limiting behavior of smooth linear statistics of the spectrum of random permutation matrices in the mesoscopic regime, when the permutation follows one of the Ewens measures on the symmetric group. If we apply a smooth enough…

Probability · Mathematics 2019-10-10 Valentin Bahier , Joseph Najnudel

Let X_N= (X_1^(N), ..., X_p^(N)) be a family of N-by-N independent, normalized random matrices from the Gaussian Unitary Ensemble. We state sufficient conditions on matrices Y_N =(Y_1^(N), ..., Y_q^(N)), possibly random but independent of…

Probability · Mathematics 2011-05-19 C. Male

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…

Mesoscale and Nanoscale Physics · Physics 2016-05-20 Emil A. Yuzbashyan , B. Sriram Shastry , Jasen A. Scaramazza

We consider a class of random banded Hessenberg matrices with independent entries having identical distributions along diagonals. The distributions may be different for entries belonging to different diagonals. For a sequence of $n\times n$…

Probability · Mathematics 2023-08-30 Abey López-García , Vasiliy A. Prokhorov