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The paper is a sketch of systematic presentation of distributional limit theorems and their refinements for compound sums. When analyzing, e.g., ergodic semi-Markov systems with discrete or continuous time, this allows us to separate those…

Probability · Mathematics 2024-04-29 Vsevolod K. Malinovskii

This paper considers random (non-Hermitian) circulant matrices, and proves several results analogous to recent theorems on non-Hermitian random matrices with independent entries. In particular, the limiting spectral distribution of a random…

Probability · Mathematics 2011-02-01 Mark W. Meckes

In this review we discuss the relationship between random matrix theories and symmetric spaces. We show that the integration manifolds of random matrix theories, the eigenvalue distribution, and the Dyson and boundary indices characterizing…

Condensed Matter · Physics 2009-11-10 M. Caselle , U. Magnea

We apply Tsallis's q-indexed nonextensive entropy to formulate a random matrix theory (RMT), which may be suitable for systems with mixed regular-chaotic dynamics. We consider the super-extensive regime of q < 1. We obtain analytical…

Mathematical Physics · Physics 2011-12-06 A. Abd El-Hady , A. Y. Abul-Magd

It is well known that, under some assumptions, the limit distribution of random block matrices and their partial transposition converges to the distributions of random variables in some noncommutative probability space. Using free…

Quantum Physics · Physics 2023-03-21 Zhi Yin , Liang Zhao

A unified conceptual foundation of classical and quantum physics is given, free of undefined terms. Ensembles are defined by extending the `probability via expectation' approach of Whittle to noncommuting quantities. This approach carries…

Quantum Physics · Physics 2007-05-23 Arnold Neumaier

We examine the issue of stability of probability in reasoning about complex systems with uncertainty in structure. Normally, propositions are viewed as probability functions on an abstract random graph where it is implicitly assumed that…

Artificial Intelligence · Computer Science 2017-12-14 Subhash Kak

We perform forward error analysis for a large class of recursive matrix multiplication algorithms in the spirit of [D. Bini and G. Lotti, Stability of fast algorithms for matrix multiplication, Numer. Math. 36 (1980), 63--72]. As a…

Numerical Analysis · Mathematics 2007-05-23 James Demmel , Ioana Dumitriu , Olga Holtz , Robert Kleinberg

In nonadaptive group testing, the main research objective is to design an efficient algorithm to identify a set of up to $t$ positive elements among $n$ samples with as few tests as possible. Disjunct matrices and separable matrices are two…

Combinatorics · Mathematics 2021-10-15 Bingchen Qian , Xin Wang , Gennian Ge

Compound distributions allow construction of a rich set of distributions. Typically they involve an intractable integral. Here we use a quadrature approximation to that integral to define the quadrature compound family. Special care is…

Computation · Statistics 2018-01-10 Josh Dillon , Ian Langmore

This paper defines and develops cycle indices for the finite classical groups. These tools are then applied to study properties of a random matrix chosen uniformly from one of these groups. Properties studied by this technique will include…

Group Theory · Mathematics 2007-05-23 Jason Fulman

Random matrix theory has played a major role in several areas of pure and applied mathematics, as well as statistics, physics, and computer science. This lecture aims to describe the intrinsic freeness phenomenon and how it provides new…

Probability · Mathematics 2025-10-02 Afonso S. Bandeira

In complex systems, crucial parameters are often subject to unpredictable changes in time. Climate, biological evolution and networks provide numerous examples for such non-stationarities. In many cases, improved statistical models are…

Statistical Finance · Quantitative Finance 2015-12-09 Frederik Meudt , Martin Theissen , Rudi Schäfer , Thomas Guhr

This work investigates the combinatorial structures underlying cyclic conditional freeness and introduces cumulants that serve to linearize the cyclic conditional additive convolution. In the process, we establish the notion of "cyclic…

Operator Algebras · Mathematics 2026-02-23 Octavio Arizmendi , Guillaume Cébron , Nicolas Gilliers

In recent papers we have studied refined enumerations of alternating sign matrices with respect to a fixed set of top and bottom rows. The present paper is a first step towards extending these considerations to alternating sign matrices…

Combinatorics · Mathematics 2010-08-04 Ilse Fischer

Finite mixtures of regressions with fixed covariates are a commonly used model-based clustering methodology to deal with regression data. However, they assume assignment independence, i.e. the allocation of data points to the clusters is…

Methodology · Statistics 2021-04-27 Salvatore D. Tomarchio , Paul D. McNicholas , Antonio Punzo

In this paper we construct a class of random matrix ensembles labelled by a real parameter $\alpha \in (0,1)$, whose eigenvalue density near zero behaves like $|x|^\alpha$. The eigenvalue spacing near zero scales like $1/N^{1/(1+\alpha)}$…

High Energy Physics - Theory · Physics 2015-06-26 Romuald A. Janik

Operators acting on the discrete random chaos yield signed multiplicative systems, extending the notion of spin matrices and quaternions. We investigate signed groups through the associated sign matrices, focusing on generators and their…

Rings and Algebras · Mathematics 2017-05-29 Jerzy Szulga

One object of interest in random matrix theory is a family of point ensembles (random point configurations) related to various systems of classical orthogonal polynomials. The paper deals with a one--parametric deformation of these…

Classical Analysis and ODEs · Mathematics 2009-10-31 Alexei Borodin

In this paper, redundant random matrix ensembles (abbreviated as redundant random ensembles) are defined and their stopping set (SS) weight distributions are analyzed. A redundant random ensemble consists of a set of binary matrices with…

Information Theory · Computer Science 2016-11-15 Tadashi Wadayama