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We obtain a non-asymptotic bound for the expected injective norm of a random tensor with independent entries. This bound is similar to the bound by Bandeira and van Handel (2016) for the expected spectral norm of a random matrix with…

Probability · Mathematics 2025-01-03 March T. Boedihardjo

We introduce a new kind of free independence, called real infinitesimal freeness. We show that independent orthogonally invariant with infinitesimal laws are asymptotically real infinitesimally free. We introduce new cumulants, called real…

Probability · Mathematics 2026-02-18 Guillaume Cébron , James A Mingo

We prove a central limit theorem for smooth linear statistics related to the zero divisors of Gaussian i.i.d. centered holomorphic sections of tensor powers of a Hermitian holomorphic line bundle over a non-compact Hermitian manifold.

Complex Variables · Mathematics 2026-05-05 Afrim Bojnik , Ozan Günyüz

We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…

Statistics Theory · Mathematics 2016-11-22 Teo Sharia , Lei Zhong

We introduce a new class of large structured random matrices characterized by four fundamental properties which we discuss. We prove that this class is stable under matrix-valued and pointwise non-linear operations. We then formulate an…

Probability · Mathematics 2025-06-09 Denis Bernard , Ludwig Hruza

Let A_1,A_2,...,A_s be a finite sequence of (not necessarily disjoint, or even distinct) non-empty sets of positive integers satisfying a certain condition. It is shown that an independent family U_1,U_2,...,U_s of random NxN permutation…

Operator Algebras · Mathematics 2007-06-26 Mihail G. Neagu

We consider operator-valued polynomials in Gaussian Unitary Ensemble random matrices and we show that its $L^p$-norm can be upper bounded, up to an asymptotically small error, by the operator norm of the same polynomial evaluated in free…

Probability · Mathematics 2024-10-31 Félix Parraud

Random tensors can be used to produce random matrices. This idea is, for instance, very natural when one studies random quantum states with the aim of exploring properties that are generically true, or true with some probability. We hereby…

Mathematical Physics · Physics 2019-07-22 Stephane Dartois

Observables in random tensor theory are polynomials in the entries of a tensor of rank $d$ which are invariant under $U(N)^d$. It is notoriously difficult to evaluate the expectations of such polynomials, even in the Gaussian distribution.…

Mathematical Physics · Physics 2014-11-26 Valentin Bonzom , Frédéric Combes

We reduce the conditionally monotone (c-monotone) independence of Hasebe to tensor independence. For that purpose, we use the approach developed for the reduction of boolean, free and monotone independences to tensor independence. We apply…

Operator Algebras · Mathematics 2020-04-03 Romuald Lenczewski

We consider the notion of the matrix (tensor) distribution of a measurable function of several variables. On the one hand, it is an invariant of this function with respect to a certain group of transformations of variables; on the other…

Dynamical Systems · Mathematics 2023-11-03 A. Vershik

We study the joint distribution of the input sum and the output sum of a deterministic transducer. Here, the input of this finite-state machine is a uniformly distributed random sequence. We give a simple combinatorial characterization of…

Combinatorics · Mathematics 2015-04-14 Clemens Heuberger , Sara Kropf , Stephan Wagner

The Chernoff bound is an important inequality relation in probability theory. The original version of the Chernoff bound is to give an exponential decreasing bound on the tail distribution of sums of independent random variables. Recent…

Probability · Mathematics 2021-05-18 Shih Yu Chang

We show that the limit laws of random matrices, whose entries are conditionally independent operator valued random variables having equal second moments proportional to the size of the matrices, are operator valued semicircular laws.…

Operator Algebras · Mathematics 2018-06-15 Weihua Liu

We study asymptotic expansions in free probability. In a class of classical limit theorems Edgeworth expansion can be obtained via a general approach using sequences of "influence" functions of individual random elements described by…

Probability · Mathematics 2015-02-05 F. Götze , A. Reshetenko

We characterize the limiting second order distributions of certain independent complex Wigner and deterministic matrices using Voiculescu's notions of freeness over the diagonal. If the Wigner matrices are Gaussian, Mingo and Speicher's…

Probability · Mathematics 2021-04-14 Camille Male

It is shown that a Wishart matrix of standard complex normal random variables is asymptotically freely independent of an independent random matrix, under minimal conditions, in two different sense of asymptotic free independence.

Probability · Mathematics 2018-02-06 Arijit Chakrabarty , Sukrit Chakraborty , Rajat Subhra Hazra

In this paper we consider the asymptotic distributions of functionals of the sample covariance matrix and the sample mean vector obtained under the assumption that the matrix of observations has a matrix-variate location mixture of normal…

Statistics Theory · Mathematics 2023-04-19 Taras Bodnar , Stepan Mazur , Nestor Parolya

For a set of dependent random variables, without stationary or the strong mixing assumptions, we derive the asymptotic independence between their sums and maxima. Then we apply this result to high-dimensional testing problems, where we…

Methodology · Statistics 2022-05-12 Long Feng , Tiefeng Jiang , Xiaoyun Li , Binghui Liu

In this paper, we investigate a continuous family of notions of independence which interpolates between the classical and free ones for non-commutative random variables. These notions are related to the liberation process introduced by D.…

Probability · Mathematics 2008-11-28 Florent Benaych-Georges , Thierry Lévy
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