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These lecture notes provide a comprehensive, self-contained introduction to the analysis of Wishart matrix moments. This study may act as an introduction to some particular aspects of random matrix theory, or as a self-contained exposition…

Probability · Mathematics 2019-02-12 Adrian N. Bishop , Pierre Del Moral , Angele Niclas

In this talk we go over several new developments regarding the techniques for a large class of non-hermitian matrix models with unitary randomness (complex random numbers). In particular, we discuss: (a) - A diagrammatic approach based on a…

High Energy Physics - Phenomenology · Physics 2008-02-03 Romuald A. Janik , Maciej A. Nowak , Gabor Papp , Ismail Zahed

The two-parameter Macdonald polynomials are a central object of algebraic combinatorics and representation theory. We give a Markov chain on partitions of k with eigenfunctions the coefficients of the Macdonald polynomials when expanded in…

Probability · Mathematics 2010-07-28 Persi Diaconis , Arun Ram

Many seemingly disparate Markov chains are unified when viewed as random walks on the set of chambers of a hyperplane arrangement. These include the Tsetlin library of theoretical computer science and various shuffling schemes. If only…

Combinatorics · Mathematics 2010-02-08 Christos A. Athanasiadis , Persi Diaconis

In this research, the Bernoulli polynomials are introduced. The properties of these polynomials are employed to construct the operational matrices of integration together with the derivative and product. These properties are then utilized…

Numerical Analysis · Computer Science 2014-08-12 J. A. Rad , S. Kazem , M. Shaban , K. Parand

We study statistical properties of a family of maps acting in the space of integer valued sequences, which model dynamics of simple deterministic traffic flows. We obtain asymptotic (as time goes to infinity) properties of trajectories of…

Dynamical Systems · Mathematics 2007-05-23 Michael Blank

Asymptotic properties of a vector of length power functionals of random geometric graphs are investigated. More precisely, its asymptotic covariance matrix is studied as the intensity of the underlying homogeneous Poisson point process…

Probability · Mathematics 2022-07-13 Matthias Reitzner , Tim Römer , Mandala von Westenholz

Spectral properties of Toeplitz operators and their finite truncations have long been central in operator theory. In the finite dimensional, non-normal setting, the spectrum is notoriously unstable under perturbations. Random perturbations…

Probability · Mathematics 2025-09-17 Anirban Basak

We obtain a new inequality for arbitrary Hermitian matrices. We describe particular linear maps called the matrix portrait of arbitrary NxN matrices. The maps are obtained as analogs of partial tracing of density matrices of multipartite…

Quantum Physics · Physics 2014-04-15 Margarita A. Man'ko , Vladimir I. Man'ko

Let $G$ be a directed graph on finitely many vertices and edges, and assign a positive weight to each edge on $G$. Fix vertices $u$ and $v$ and consider the set of paths that start at $u$ and end at $v$, self-intersecting in any number of…

Probability · Mathematics 2013-06-13 R. Edwards , E. Foxall , T. J. Perkins

In order to analyze the effect of chaos or order on the rate of decoherence in a subsystem, we aim to distinguish effects of the two types of dynamics by choosing initial states as random product states from two factor spaces representing…

Quantum Physics · Physics 2009-11-07 Thomas Gorin , Thomas H. Seligman

We introduce driven exclusion processes with internal states that serve as generic transport models in various contexts, ranging from molecular or vehicular traffic on parallel lanes to spintronics. The ensuing non-equilibrium steady states…

Statistical Mechanics · Physics 2008-01-31 Tobias Reichenbach , Thomas Franosch , Erwin Frey

We establish a new connection between moments of $n \times n$ random matrices $X_n$ and hypergeometric orthogonal polynomials. Specifically, we consider moments $\mathbb{E}\mathrm{Tr} X_n^{-s}$ as a function of the complex variable $s \in…

Mathematical Physics · Physics 2019-07-23 Fabio Deelan Cunden , Francesco Mezzadri , Neil O'Connell , Nick Simm

This work is a continuation of [7]. We consider a continuous-time birth-and-death process in which the transition rates have an asymptotical power-law dependence upon the position of the process. We establish rough exponential asymptotic…

Probability · Mathematics 2019-11-12 A. V. Logachov , Y. M. Suhov , N. D. Vvedenskaya , A. A. Yambartsev

We study the distribution of entries of a random permutation matrix under a "randomized basis," i.e., we conjugate the random permutation matrix by an independent random orthogonal matrix drawn from Haar measure. It is shown that under…

Probability · Mathematics 2019-05-08 Benjamin Tsou

It has been an open problem to find the Moore-Penrose inverses of the incidence, Laplacian, and signless Laplacian matrices of families of graphs except trees and unicyclic graphs. Since the inverse formulas for an odd unicyclic graph and…

Combinatorics · Mathematics 2022-01-12 Jerad Ipsen , Sudipta Mallik

Modeling and simulating movement of vehicles in established transportation infrastructures, especially in large urban road networks is an important task. It helps with understanding and handling traffic problems, optimizing traffic…

Systems and Control · Electrical Eng. & Systems 2021-06-09 Renátó Besenczi , Norbert Bátfai , Péter Jeszenszky , Roland Major , Fanny Monori , Márton Ispány

Random-matrix eigenvalues have a well-known interpretation as a gas of like-charge particles. We make use of this to introduce a model of vortex dynamics by defining a time-dependent wave function as the characteristic polynomial of a…

Mathematical Physics · Physics 2018-12-12 Anthony Mays , Anita K. Ponsaing , David M. Paganin

We present a brief introduction to the theory of operator limits of random matrices to non-experts. Several open problems and conjectures are given. Connections to statistics, integrable systems, orthogonal polynomials, and more, are…

Probability · Mathematics 2018-08-31 Balint Virag

We show how random matrix theory can be applied to develop new algorithms to extract dynamic factors from macroeconomic time series. In particular, we consider a limit where the number of random variables N and the number of consecutive…

Statistical Finance · Quantitative Finance 2023-07-19 Małgorzata Snarska