Related papers: Eigenvalues of truncated unitary matrices: disk co…

For a degree 2n finite sequence of real numbers $\beta \equiv \beta^{(2n)}= \{ \beta_{00},\beta_{10}, \beta_{01},\cdots, \beta_{2n,0}, \beta_{2n-1,1},\cdots, \beta_{1,2n-1},\beta_{0,2n} \}$ to have a representing measure $\mu $, it is…

We prove novel asymptotic freeness results in tracial ultraproduct von Neumann algebras. In particular, we show that whenever $M = M_1 \ast M_2$ is a tracial free product von Neumann algebra and $u_1 \in \mathscr U(M_1)$, $u_2 \in \mathscr…

For a generalization of Johnstone's spiked model, a covariance matrix with eigenvalues all one but $M$ of them, the number of features $N$ comparable to the number of samples $n: N=N(n), M=M(n), \gamma^{-1} \leq \frac{N}{n} \leq \gamma$…

We construct a quadratic basis of generators of matrix-extended $\mathcal{W}_{1+\infty}$ using a generalization of the Miura transformation. This makes it possible to conjecture a closed-form formula for the operator product expansions…

We study the renormalized real sample covariance matrix $H=X^TX/\sqrt{MN}-\sqrt{M/N}$ with $N/M\rightarrow0$ as $N, M\rightarrow \infty$ in this paper. And we always assume $M=M(N)$. Here $X=[X_{jk}]_{M\times N}$ is an $M\times N$ real…

We derive a simple functional equation with two catalytic variables characterising the generating function of 3-stack-sortable permutations. Using this functional equation, we extend the 174-term series to 1000 terms. From this series, we…

In this short note, we compute the precise asymptotics for the number of contingency tables with non-uniform margins. More precisely, for parameter $n,\delta, B,C>0$, we consider the set of matrices whose first $[n^\delta]$ rows and columns…

We study the derivative of the characteristic polynomial of $N \times N$ Haar distributed unitary matrices. We obtain the first explicit formulae for complex-valued moments when the spectral variable is inside the unit disc, in the limit $N…

We consider the stirring process in the interval $\La_N:=[-N,N]$ of $\mathbb Z$ with births and deaths taking place in the intervals $I_+:=(N-K,N]$, $K>0$, and respectively $I_-:=[-N,-N+K)$. We prove bounds on the truncated moments uniform…

Let $F=F_N$ be the distribution of a finite real population of size $N$. Let $\widehat{F}=F_N$ be the empirical distribution of a sample of size $n$ drawn from the population without replacement. We prove the following remarkable {\it…

We study the variance and the Laplace transform of the probability law of linear eigenvalue statistics of unitary invariant Matrix Models of n-dimentional Hermitian matrices as n tends to infinity. Assuming that the test function of…

In this paper we consider the statistical inference of the unknown parameter of an exponential distribution based on the time truncated data. The time truncated data occurs quite often in the reliability analysis for type-I or hybrid…

We derive the asymptotic behavior of determinants of truncated Wiener-Hopf operators generated by symbols having Fisher-Hartwig singularities. This task is achieved thanks to an asymptotic resolution of the Riemann-Hilbert problem…

We define a random model for the moments of the new eigenfunctions of a point scat-terer on a 2-dimensional rectangular flat torus. In the deterministic setting,Seba conjectured these moments to be asymptotically Gaussian, in the…

We consider the asymptotics of the determinants of large discrete Schr\"odinger operators, i.e. "discrete Laplacian $+$ diagonal": \[T_n(f) = -[\delta_{j,j+1}+\delta_{j+1,j}] + \mbox{diag}\left(f\left(\frac{1}{n}\right),…

We consider scattering waves through truncated periodic potentials with perturbations that support localized gap eigenstates. In a small complex neighborhood around an assumed positive bound state of the model operator, we prove the…

A Toeplitz matrix is one in which the matrix elements are constant along diagonals. The Fisher-Hartwig matrices are much-studied singular matrices in the Toeplitz family. The matrices are defined for all orders, $N$. They are parametrized…

Given an o-minimal expansion $\mathbb{R}_{\mathcal{A}}$ of the real ordered field, generated by a generalized quasianalytic class $\mathcal{A}$, we construct an explicit truncation closed ordered differential field embedding of the Hardy…

Linear statistics, a random variable build out of the sum of the evaluation of functions at the eigenvalues of a N times N random matrix,sum[j=1 to N]f(xj) or tr f(M), is an ubiquitous statistical characteristics in random matrix theory.…

We establish formulae for the moments of the moments of the characteristic polynomials of random orthogonal and symplectic matrices in terms of certain lattice point count problems. This allows us to establish asymptotic formulae when the…