Related papers: Correlation functions between singular values and …
In certain privacy-sensitive scenarios within fields such as clinical trial simulations, federated learning, and distributed learning, researchers often face the challenge of estimating correlations between variables without access to…
An inversion method is formulated for extracting entanglement-related information on two-particle interactions in a one-dimensional system from measurable one-particle position- and momentum-distribution functions. The method is based on a…
Properties of universality have essential relevance for the theory of random matrices usually called the Wigner ensemble. The issue was analysed up to recent years with detailed and relevant results. We present a slightly different view and…
Recently Burkhardt et. al. introduced the $k$-checkerboard random matrix ensembles, which have a split limiting behavior of the eigenvalues (in the limit all but $k$ of the eigenvalues are on the order of $\sqrt{N}$ and converge to…
A simple and efficient variational method is introduced to accelerate the convergence of the eigenenergy computations for a Hamiltonian H with singular potentials. Closed-form analytic expressions in N dimensions are obtained for the matrix…
The problem of detecting changes in covariance for a single pair of features has been studied in some detail, but may be limited in importance or general applicability. In contrast, testing equality of covariance matrices of a {\it set} of…
Recently, three numerical methods for the computation of eigenvalues of singular matrix pencils, based on a rank-completing perturbation, a rank-projection, or an augmentation were developed. We show that all three approaches can be…
Stern's diatomic sequence with its intrinsic repetition and refinement structure between consecutive powers of $2$ gives rise to a rather natural probability measure on the unit interval. We construct this measure and show that it is purely…
We prove that the squared singular values of a fixed matrix multiplied with a truncation of a Haar distributed unitary matrix are distributed by a polynomial ensemble. This result is applied to a multiplication of a truncated unitary matrix…
Evaluating joint probabilities of potential outcomes and observed variables, and their linear combinations, is a fundamental challenge in causal inference. This paper addresses the bounding and identification of these probabilities in…
For large random matrices $X$ with independent, centered entries but not necessarily identical variances, the eigenvalue density of $XX^*$ is well-approximated by a deterministic measure on $\mathbb{R}$. We show that the density of this…
We present a general method to detect and extract from a finite time sample statistically meaningful correlations between input and output variables of large dimensionality. Our central result is derived from the theory of free random…
In this paper, the defining properties of a valid measure of the dependence between two random variables are reviewed and complemented with two original ones, shown to be more fundamental than other usual postulates. While other popular…
In this paper, we propose an eigenvalue analysis -- of system dynamics models -- based on the Mutual Information measure, which in turn will be estimated via the Kernel Density Estimation method. We postulate that the proposed approach…
A novel method for approximating structured singular values (also known as mu-values) is proposed and investigated. These quantities constitute an important tool in the stability analysis of uncertain linear control systems as well as in…
It is known that singular values of idempotent matrices are either zero or larger or equal to one \cite{HouC63}. We state exactly how many singular values greater than one, equal to one, and equal to zero there are. Moreover, we derive a…
We search a simplest and minimal way to determine whether a given quantum system is entangled or separable. For this end, we propose binary correlation measurements in which restricted knowledge of only zero or non-zero correlations is…
We address the problem of characterising the compatible tuples of measurements that admit a unique joint measurement. We derive a uniqueness criterion based on the method of perturbations and apply it to show that extremal points of the set…
We compute the correlation functions mixing the powers of two non-commuting random matrices within the same trace. The angular part of the integration was partially known in the literature: we pursue the calculation and carry out the…
We rederive in a simplified version the Lehmann-Sommers eigenvalue distribution for the Gaussian ensemble of asymmetric real matrices, invariant under real orthogonal transformations, as a basis for a detailed derivation of a Pfaffian…