Related papers: Distribution of the cokernels of determinantal row…

Let $(R, \mathfrak{m})$ be a complete discrete valuation ring with the finite residue field $R/\mathfrak{m} = \mathbb{F}_{q}$. Given a monic polynomial $P(t) \in R[t]$ whose reduction modulo $\mathfrak{m}$ gives an irreducible polynomial…

For $n \times n$ random integer matrices $M_1,\ldots,M_k$, the cokernels of the partial products $\mathrm{cok}(M_1 \cdots M_i), 1 \leq i \leq k$ naturally define a random flag of abelian $p$-groups. We prove that as $n \to \infty$, this…

Given a prime $p$ and a positive integer $k$, let $\mathrm{M}_{n}(\mathbb{Z}/p^{k}\mathbb{Z})$ be the ring of $n \times n$ matrices over $\mathbb{Z}/p^{k}\mathbb{Z}$. We consider the number of solutions $X \in…

We consider the cokernel $G_n = \mathbf{Cok}(A_{k} \cdots A_2 A_1)$ of a product of independent $n \times n$ random integer matrices with iid entries from generic nondegenerate distributions, in the regime where both $n$ and $k$ are sent to…

We study an irreducible Markov chain on the category of finite abelian $p$-groups, whose stationary measure is the Cohen-Lenstra distribution. This Markov chain arises when one studies the cokernel of a random matrix $M$, after conditioning…

We use the moment method of Wood to study the distribution of random finite modules over a countable Dedekind domain with finite quotients, generated by taking cokernels of random $n\times n$ matrices with entries valued in the domain.…

We study the distribution of the sandpile group of random d-regular graphs. For the directed model, we prove that it follows the Cohen-Lenstra heuristics, that is, the limiting probability that the $p$-Sylow subgroup of the sandpile group…

We study the joint distribution of random abelian and non-abelian groups. In the abelian case, we prove several universality results for the joint distribution of the multiple cokernels for random $p$-adic matrices. In the non-abelian case,…

Given an increasing sequence of integers a(n), it is known (due to Weyl) that for almost all reals t, the fractional parts of the dilated sequence t*a(n) are uniformly distributed in the unit interval. Some effort has been made recently to…

Kernel functions are frequently encountered in differential equations and machine learning applications. In this work, we study the rank of matrices arising out of the kernel function $K: X \times Y \mapsto \mathbb{R}$, where the sets $X, Y…

We determine the distribution of the sandpile group (a.k.a. Jacobian) of the Erd\H{o}s-R\'enyi random graph G(n,q) as n goes to infinity. Since any particular group appears with asymptotic probability 0 (as we show), it is natural ask for…

We introduce a random matrix model where the entries are dependent across both rows and columns. More precisely, we investigate matrices of the form $\X=(X_{(i-1)n+t})_{it}\in\R^{p\times n}$ derived from a linear process $X_t=\sum_j c_j…

We want to compute the cumulative distribution function of a one-dimensional Poisson stochastic integral $I(\krnl) = \displaystyle \int_0^T \krnl(s) N(ds)$, where $N$ is a Poisson random measure with control measure $n$ and $\krnl$ is a…

Random correlation matrices are studied for both theoretical interestingness and importance for applications. The author of [6] is interested in their interpretation as covariance matrices of purely random signals, the authors of [16]…

Let $\mathbf X=(X_{jk})$ denote $n\times p$ random matrix with entries $X_{jk}$, which are independent for $1\le j\le n,1\le k\le p$. We consider the rate of convergence of empirical spectral distribution function of the matrix $\mathbf…

We investigate the rank of random (symmetric) sparse matrices. Our main finding is that with high probability, any dependency that occurs in such a matrix is formed by a set of few rows that contains an overwhelming number of zeros. This…

We prove that for a large class of random block lower triangular matrices, the Sylow $p$-subgroups of their cokernels have the same constant order fluctuations as that of the matrix products studied by Nguyen and Van Peski in…

In this paper we show that the empirical eigenvalue distribution of any sample covariance matrix generated by independent copies of a stationary regular sequence has a limiting distribution depending only on the spectral density of the…

In this paper, we characterize the class of distributions on an homogeneous Lie group $\fN$ that can be extended via Poisson integration to a solvable one-dimensional extension $\fS$ of $\fN$. To do so, we introducte the $\ss'$-convolution…

Let $p$ be prime and $X$ be a Haar-random $n \times n$ matrix over $\mathbb{Z}_{p}$, the ring of $p$-adic integers. Let $P_{1}(t), \dots, P_{l}(t) \in \mathbb{Z}_{p}[t]$ be monic polynomials of degree at most $2$ whose images modulo $p$ are…