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We study asymptotic infinitesimal distributions of Gaussian Unitary Ensembles with permuted entries. We show that for random uniform permutations, the asymptotically permuted GUE matrix has a null infinitesimal distribution. Moreover, we…

Probability · Mathematics 2024-09-30 M. Popa , K. Szpojankowski , P. -L. Tseng

We prove two universality results for random tensors of arbitrary rank D. We first prove that a random tensor whose entries are N^D independent, identically distributed, complex random variables converges in distribution in the large N…

Probability · Mathematics 2013-05-07 Razvan Gurau

We prove that independent families of permutation invariant random matrices are asymptotically free over the diagonal, both in probability and in expectation, under a uniform boundedness assumption on the operator norm. We can relax the…

Probability · Mathematics 2022-04-26 Benson Au , Guillaume Cébron , Antoine Dahlqvist , Franck Gabriel , Camille Male

We prove the Central Limit Theorem for finite-dimensional vectors of linear eigenvalue statistics of submatrices of Wigner random matrices under the assumption that test functions are sufficiently smooth. We connect the asymptotic…

Probability · Mathematics 2020-05-06 Lingyun Li , Matthew Reed , Alexander Soshnikov

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

We study the joint distribution of the set of all marginals of a random Wishart matrix acting on a tensor product Hilbert space. We compute the limiting free mixed cumulants of the marginals, and we show that in the balanced asymptotical…

Probability · Mathematics 2020-04-22 Stephane Dartois , Luca Lionni , Ion Nechita

The asymptotic freeness of independent unitarily invariant $N\times N$ random matrices holds in expectation up to $O(N^{-2})$. An already known consequence is the infinitesimal freeness in expectation. We put in evidence another consequence…

Probability · Mathematics 2022-05-05 Guillaume Cébron , Antoine Dahlqvist , Franck Gabriel

A tensor in applied mathematics is usually defined as a multidimensional array of numbers. This presumes a choice of basis in $\mathbb{R}^n$ or in some other vector space, and tensorial concepts are defined accordingly. In this article we…

Rings and Algebras · Mathematics 2020-12-15 Joao Marcos Vensi Basso , Loring W. Tu

Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…

Mathematical Physics · Physics 2017-06-19 J. P. Keating , N. Linden , H. J. Wells

We investigate the asymptotic properties of permutations drawn from the Luce model, a natural probabilistic framework in which permutations are generated sequentially by sampling without replacement, with selection probabilities…

Probability · Mathematics 2025-10-07 Jacopo Borga , Sourav Chatterjee , Persi Diaconis

We propose a simple connection between matrix quantum mechanics and tensor networks. This allows us to imbue tensor networks with some interesting additional structure. The geometry of the graph describing the tensor network state is…

High Energy Physics - Theory · Physics 2024-07-25 Alexander Frenkel

Motivated by the recent work on asymptotic independence relations for random matrices with non-commutative entries, we investigate the limit distribution and independence relations for large matrices with identically distributed and Boolean…

Operator Algebras · Mathematics 2017-12-13 Mihai Popa , Zhiwei Hao

The paper deals with distribution of singular values of product of random matrices arising in the analysis of deep neural networks. The matrices resemble the product analogs of the sample covariance matrices, however, an important…

Mathematical Physics · Physics 2020-11-23 Leonid Pastur

D. Voiculescu [2] proved that a standard family of independent random unitary k by k matrices and a constant k by k unitary matrix is asymtotically free as k goes to infinity. This result was a key ingredient in Voiculescu's proof [3] that…

Operator Algebras · Mathematics 2008-02-05 Don Hadwin , Weihua Li , Junhao Shen

In this paper, we are interested in sequences of q-tuple of N-by-N random matrices having a strong limiting distribution (i.e. given any non-commutative polynomial in the matrices and their conjugate transpose, its normalized trace and its…

Operator Algebras · Mathematics 2016-01-26 Benoit Collins , Camille Male

We study the asymptotics of sums of matricially free random variables called random pseudomatrices, and we compare it with that of random matrices with block-identical variances. For objects of both types we find the limit joint…

Operator Algebras · Mathematics 2014-07-25 Romuald Lenczewski

The paper presents conditions on entry permutations that induce asymptotic freeness when acting on Gaussian random matrices. The class of permutations described includes the matrix transpose, as well as entry permutations relevant in…

Operator Algebras · Mathematics 2020-04-07 Mihai Popa

This study derives a new property of the Wishart distribution when the degree-of-freedom and the size of the matrix parameter of the distribution grow simultaneoulsy. Particularly, the asymptotic normality of the product of four independent…

Statistics Theory · Mathematics 2022-03-29 Koji Tsukuda , Shun Matsuura

The concept of freeness was introduced by Voiculescu in the context of operator algebras. Later it was observed that it is also relevant for large random matrices. We will show how the combination of various free probability results with a…

Operator Algebras · Mathematics 2014-04-15 Roland Speicher

The $\mathcal{A}$-tracial algebras are algebras endowed with multi-linear forms, compatible with the product, and indexed by partitions. Using the notion of $\mathcal{A}$-cumulants, we define and study the $\mathcal{A}$-freeness property…

Probability · Mathematics 2016-11-04 Franck Gabriel