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We study the local non-extendability of random power series beyond their disk of convergence. We show that random power series formed by independent coefficients which are asymptotically anti-concentrated admit the circle of radius of…

Probability · Mathematics 2025-11-06 Stamatis Dostoglou , Petros Valettas

In this paper, we generalize Haagerup's inequality (on convolution norm in the free group) to a very general context of R-diagonal elements in a tracial von Neumann algebra; moreover, we show that in this "holomorphic" setting, the…

Operator Algebras · Mathematics 2007-05-23 Todd Kemp , Roland Speicher

Free probability theory was created by Dan Voiculescu around 1985, motivated by his efforts to understand special classes of von Neumann algebras. His discovery in 1991 that also random matrices satisfy asymptotically the freeness relation…

Probability · Mathematics 2009-11-03 Roland Speicher

One of the main applications of free probability is to show that for appropriately chosen independent copies of $d$ random matrix models, any noncommutative polynomial in these $d$ variables has a spectral distribution that converges…

Operator Algebras · Mathematics 2023-10-25 Benoît Collins , Tobias Mai , Akihiro Miyagawa , Félix Parraud , Sheng Yin

It is known that a unitary matrix can be decomposed into a product of reflections, one for each dimension, and the Haar measure on the unitary group pushes forward to independent uniform measures on the reflections. We consider the sequence…

Probability · Mathematics 2014-09-10 Kenneth Maples , Joseph Najnudel , Ashkan Nikeghbali

This paper derives central limit and bootstrap theorems for probabilities that sums of centered high-dimensional random vectors hit hyperrectangles and sparsely convex sets. Specifically, we derive Gaussian and bootstrap approximations for…

Statistics Theory · Mathematics 2016-03-09 Victor Chernozhukov , Denis Chetverikov , Kengo Kato

Random matrix theory has played an important role in recent work on statistical network analysis. In this paper, we review recent results on regimes of concentration of random graphs around their expectation, showing that dense graphs…

Statistics Theory · Mathematics 2018-01-29 Can M. Le , Elizaveta Levina , Roman Vershynin

In the spirit of the famous KOML\'OS (1967) theorem, every sequence of nonnegative, measurable functions $\{ f_n \}_{n \in \N}$ on a probability space, contains a subsequence which - along with all its subsequences - converges a.e. in…

Probability · Mathematics 2022-04-11 Ioannis Karatzas , Walter Schachermayer

We study an inhomogeneous sparse random graph on [N] = {1, . . . , N } as introduced in a seminal paper by Bollobas, Janson and Riordan (2007): vertices have a type (here in a compact metric space S), and edges between different vertices…

Probability · Mathematics 2023-08-21 Luisa Andreis , Wolfgang König , Heide Langhammer , Robert I. A. Patterson

Stochastic dominance of a random variable by a convex combination of its independent copies has recently been shown to hold within the relatively narrow class of distributions with concave odds function, and later extended to broader…

Probability · Mathematics 2024-12-13 Idir Arab , Tommaso Lando , Paulo Eduardo Oliveira

Sturm's strong law of large numbers in $\mathrm{CAT}(0)$ spaces has been an influential tool to study the geometric mean or also called Karcher barycenter of positive definite matrices. It provides an easily computable stochastic…

Functional Analysis · Mathematics 2019-12-20 Yongdo Lim , Miklós Pálfia

We consider powers of the absolute value of the characteristic polynomial of Haar distributed random orthogonal or symplectic matrices, as well as powers of the exponential of its argument, as a random measure on the unit circle minus small…

Mathematical Physics · Physics 2022-09-15 Johannes Forkel , Jonathan P. Keating

We study the convergence of a family of numerical integration methods where the numerical integral is formulated as a finite matrix approximation to a multiplication operator. For bounded functions, the convergence has already been…

Numerical Analysis · Mathematics 2023-03-28 Juha Sarmavuori , Simo Särkkä

In this work, which was inspired by the article [2] by M. V. Velasco and A. R. Villena, we obtain a characterization for probably continuous operators and show that the probability of a linear random operator being continuous coincides with…

Probability · Mathematics 2022-07-19 Kleber Soares Camara

We prove that for Gaussian random normal matrices the correlation function has universal behavior. Using the technique of orthogonal polynomials and identities similar to the Christoffel-Darboux formula, we find that in the limit, as the…

Mathematical Physics · Physics 2013-12-03 Roman Riser

The enumeration of independent sets of regular graphs is of interest in statistical mechanics, as it corresponds to the solution of hard-particle models. In 2004, it was conjectured by Fendleyet al. that for some rectangular grids, with…

Combinatorics · Mathematics 2008-10-31 Mireille Bousquet-Mélou , Svante Linusson , Eran Nevo

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 show that there is a constant $c>0$ such that a genus $g$ closed hyperbolic surface, sampled at random from the moduli space $\mathcal{M}_{g}$ with respect to the Weil-Petersson probability measure, has Laplacian spectral gap at least…

Spectral Theory · Mathematics 2025-11-18 Will Hide , Davide Macera , Joe Thomas

We extend, in the free probability framework, an invariance principle for multilinear homogeneous sums with low influences recently established in [E. Mossel, R. O'Donnell and K. Oleszkiewicz (2010). Noise stability of functions with low…

Probability · Mathematics 2014-03-11 Aurélien Deya , Ivan Nourdin

In recent years there has been much progress in graph theory on questions of the following type. What is the threshold for a certain large substructure to appear in a random graph? When does a random graph contain all structures from a…

Combinatorics · Mathematics 2017-02-10 Julia Böttcher