English
Related papers

Related papers: Local limits in $p$-adic random matrix theory

200 papers

Motivated by recent results in random matrix theory we will study the distributions arising from products of complex Gaussian random matrices and truncations of Haar distributed unitary matrices. We introduce an appropriately general class…

Classical Analysis and ODEs · Mathematics 2014-08-28 Wolfgang Gawronski , Thorsten Neuschel , Dries Stivigny

We prove large deviation principles (LDPs) for random matrices in the orthogonal group and Stiefel manifold, determining both the speed and good convex rate functions that are explicitly given in terms of certain log-determinants of…

Probability · Mathematics 2022-11-04 Zakhar Kabluchko , Joscha Prochno

Fix a constant $C\geq 1$ and let $d=d(n)$ satisfy $d\leq \ln^{C} n$ for every large integer $n$. Denote by $A_n$ the adjacency matrix of a uniform random directed $d$-regular graph on $n$ vertices. We show that, as long as $d\to\infty$ with…

Products of $M$ i.i.d. random matrices of size $N \times N$ are related to classical limit theorems in probability theory ($N=1$ and large $M$), to Lyapunov exponents in dynamical systems (finite $N$ and large $M$), and to universality in…

Probability · Mathematics 2022-12-19 Dang-Zheng Liu , Dong Wang , Yanhui Wang

We prove the existence of a 1/N expansion in unitary multimatrix models which are Gibbs perturbations of the Haar measure, and express the expansion coefficients recursively in terms of the unique solution of a noncommutative initial value…

Mathematical Physics · Physics 2014-02-11 Alice Guionnet , Jonathan Novak

We study the fluctuations of certain random matrix products $\Pi_N=M_N\cdots M_2M_1$ of $\mathrm{SL}(2,\mathbb{R})$, describing localisation properties of the one-dimensional Dirac equation with random mass. In the continuum limit, i.e.…

Disordered Systems and Neural Networks · Physics 2014-10-02 Kabir Ramola , Christophe Texier

We use the well-known isomorphism between operator algebras and function spaces equipped with a star product to study the asymptotic properties of certain matrix sequences in which the matrix dimension $D$ tends to infinity. Our approach is…

Mathematical Physics · Physics 2015-06-05 J. N. Kriel , F. G. Scholtz

For fixed $m > 1$, we study the product of $m$ independent $N \times N$ elliptic random matrices as $N$ tends to infinity. Our main result shows that the empirical spectral distribution of the product converges, with probability $1$, to the…

Probability · Mathematics 2015-06-26 Sean O'Rourke , David Renfrew , Alexander Soshnikov , Van Vu

Let X be a smooth proper curve over a finite field of characteristic p. We prove a product formula for p-adic epsilon factors of arithmetic D-modules on X. In particular we deduce the analogous formula for overconvergent F-isocrystals,…

Algebraic Geometry · Mathematics 2014-05-14 Tomoyuki Abe , Adriano Marmora

This paper develops nonasymptotic growth and concentration bounds for a product of independent random matrices. These results sharpen and generalize recent work of Henriksen-Ward, and they are similar in spirit to the results of…

Probability · Mathematics 2020-03-12 De Huang , Jonathan Niles-Weed , Joel A. Tropp , Rachel Ward

We study the distribution of eigenvalues of Haar-random matrices over $\mathbb{Z}_p$ among algebraic extensions of $\mathbb{Q}_p$. Our results give $p$-adic analogues of the real-eigenvalue counting results of Edelman-Kostlan-Shub for the…

Number Theory · Mathematics 2026-05-21 Jiahe Shen

Let $p, q \in (0, \infty]$ and $\ell_p^m(\ell_q^n)$ be the mixed-norm sequence space of real matrices $x = (x_{i, j})_{i \leq m, j \leq n}$ endowed with the (quasi-)norm $\Vert x \Vert_{p, q} := \big\Vert \big( \Vert (x_{i, j})_{j \leq n}…

Probability · Mathematics 2024-11-12 Michael Juhos , Zakhar Kabluchko , Joscha Prochno

We use an extension of the diagrammatic rules in random matrix theory to evaluate spectral properties of finite and infinite products of large complex matrices and large hermitian matrices. The infinite product case allows us to define a…

Mathematical Physics · Physics 2015-06-26 Ewa Gudowska-Nowak , Romuald A. Janik , Jerzy Jurkiewicz , Maciej A. Nowak

We study the joint limit distribution of the $k$ largest eigenvalues of a $p\times p$ sample covariance matrix $XX^\T$ based on a large $p\times n$ matrix $X$. The rows of $X$ are given by independent copies of a linear process,…

Probability · Mathematics 2012-10-31 Richard A. Davis , Oliver Pfaffel , Robert Stelzer

We consider the local statistics of $H = V^* X V + U^* Y U$ where $V$ and $U$ are independent Haar-distributed unitary matrices, and $X$ and $Y$ are deterministic real diagonal matrices. In the bulk, we prove that the gap statistics and…

Probability · Mathematics 2017-01-04 Ziliang Che , Benjamin Landon

In this paper, we investigate the anisotropic Calder{\'o}n problem on cylindrical Riemannian manifolds with boundary having two ends and equipped with singular metrics of (simple or double) warped product type, that is whose warping factors…

Analysis of PDEs · Mathematics 2018-05-16 Thierry Daude , Niky Kamran , Francois Nicoleau

In this paper, we consider a sequence of selfadjoint matrices $A_n$ having a limiting spectral distribution as $n\to \infty$, and we consider a sequence of full flags $\{0\le p_1^n\le\ldots\le p_i^n\le\ldots\le 1_n\}$ chosen at random…

Probability · Mathematics 2023-10-25 Benoit Collins , Anthony Metcalfe

We study the singular values (and Lyapunov exponents) for products of $N$ independent $n\times n$ random matrices with i.i.d. entries. Such matrix products have been extensively analyzed using free probability, which applies when $n\to…

Probability · Mathematics 2025-03-12 Boris Hanin , Tianze Jiang

We study the distribution of singular values of product of random matrices pertinent to the analysis of deep neural networks. The matrices resemble the product of the sample covariance matrices, however, an important difference is that the…

Mathematical Physics · Physics 2022-07-05 L. Pastur , V. Slavin

I study the product of independent identically distributed $D\times D$ random probability matrices. Some exact asymptotic results are obtained. I find that both the left and the right products approach exponentially to a probability…

Condensed Matter · Physics 2007-05-23 X. R. Wang