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We develop a novel, fundamental and surprisingly simple randomized iterative method for solving consistent linear systems. Our method has six different but equivalent interpretations: sketch-and-project, constrain-and-approximate, random…

Numerical Analysis · Mathematics 2016-01-07 Robert M. Gower , Peter Richtárik

A thorough discussion of the statistical ensemble of scale-free connected random tree graphs is presented. Methods borrowed from field theory are used to define the ensemble and to study analytically its properties. The ensemble is…

Statistical Mechanics · Physics 2009-11-07 Z. Burda , J. D. Correia , A. Krzywicki

Large random matrices appear in different fields of mathematics and physics such as combinatorics, probability theory, statistics, operator theory, number theory, quantum field theory, string theory etc... In the last ten years, they…

Probability · Mathematics 2007-05-23 Alice Guionnet

The random matrix ensembles are applied to the quantum statistical two-dimensional systems of electrons. The quantum systems are studied using the finite dimensional real, complex and quaternion Hilbert spaces of the eigenfunctions. The…

Statistical Mechanics · Physics 2015-06-24 Maciej M. Duras

Relying on random matrix theory (RMT), this paper studies asymmetric order-$d$ spiked tensor models with Gaussian noise. Using the variational definition of the singular vectors and values of (Lim, 2005), we show that the analysis of the…

Probability · Mathematics 2022-11-22 Mohamed El Amine Seddik , Maxime Guillaud , Romain Couillet

A useful sampling-reconstruction model should be stable with respect to different kind of small perturbations, regardless whether they result from jitter, measurement errors, or simply from a small change in the model assumptions. In this…

General Mathematics · Mathematics 2007-05-31 E. costa-Reyes , A. Aldroubi , I. Krishtal

We study the categorical framework for the computation of persistent homology, without reliance on a particular computational algorithm. The computation of persistent homology is commonly summarized as a matrix theorem, which we call the…

Algebraic Topology · Mathematics 2018-10-02 Killian Meehan , Andrei Pavlichenko , Jan Segert

We investigate traces of powers of random matrices whose distributions are invariant under rotations (with respect to the Hilbert--Schmidt inner product) within a real-linear subspace of the space of $n\times n$ matrices. The matrices we…

Probability · Mathematics 2023-11-30 Elizabeth S. Meckes , Mark W. Meckes

To conduct a more in-depth investigation of randomized solvers for solving linear systems, we adopt a unified randomized batch-sampling Kaczmarz framework with per-iteration costs as low as cyclic block methods, and develop a general…

Numerical Analysis · Mathematics 2026-04-21 Dong-Yue Xie , Xi Yang

What is the probability that a random triangle is acute? We explore this old question from a modern viewpoint, taking into account linear algebra, shape theory, numerical analysis, random matrix theory, the Hopf fibration, and much much…

History and Overview · Mathematics 2015-01-14 Alan Edelman , Gilbert Strang

Voiculescu's freeness emerges in computing the asymptotic of spectra of polynomials on $N\times N$ random matrices with eigenspaces in generic positions: they are randomly rotated with a uniform unitary random matrix $U_N$. In this article…

Probability · Mathematics 2022-07-14 Guillaume Cébron , Nicolas Gilliers

The tensor flattenings appear naturally in quantum information when one produces a density matrix by partially tracing the degrees of freedom of a pure quantum state. In this paper, we study the joint $^*$-distribution of the flattenings of…

Probability · Mathematics 2023-07-24 Stéphane Dartois , Camille Male , Ion Nechita

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

A sequential importance sampling algorithm is developed for the distribution that results when a matrix of independent, but not identically distributed, Bernoulli random variables is conditioned on a given sequence of row and column sums.…

Computation · Statistics 2013-01-18 Matthew T. Harrison , Jeffrey W. Miller

We prove that independent rectangular random matrices, when embedded in a space of larger square matrices, are asymptotically free with amalgamation over a commutative finite dimensional subalgebra $D$ (under an hypothesis of unitary…

Operator Algebras · Mathematics 2007-05-23 Florent Benaych-Georges

We illustrate a physical situation in which topological symmetry, its breakdown, space-time uncertainty principle, and background independence may play an important role in constructing and understanding matrix models. First, we show that…

High Energy Physics - Theory · Physics 2015-06-26 Ichiro Oda

We introduce an algorithm that conjectures the structure of a permutation class in the form of a disjoint cover of "rules"; similar to generalized grid classes. The cover is usually easily verified by a human and translated into an…

Combinatorics · Mathematics 2017-05-12 Christian Bean , Bjarki Gudmundsson , Henning Ulfarsson

We develop new techniques for proving lower bounds on the least singular value of random matrices with limited randomness. The matrices we consider have entries that are given by polynomials of a few underlying base random variables. This…

Data Structures and Algorithms · Computer Science 2025-09-29 Aditya Bhaskara , Eric Evert , Vaidehi Srinivas , Aravindan Vijayaraghavan

Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…

Statistical Mechanics · Physics 2013-05-29 Carsten Timm

We consider a new class of non-Hermitian random matrices, namely the ones which have the form of sums of freely independent terms involving unitary matrices. To deal with them, we exploit the recently developed quaternion technique. After…

Mathematical Physics · Physics 2007-05-23 Andrzej T. Goerlich , Andrzej Jarosz