Related papers: Global Fluctuations of Gaussian Elliptic Matrices
Spectral statistics of quantum chaotic systems are governed by random matrix universality. In many cases of interest, time-reversal symmetry selects the Gaussian Orthogonal Ensemble (GOE) as the relevant universality class. In holographic…
Recently much effort has been made towards the introduction of non-Hermitian random matrix models respecting $PT$-symmetry. Here we show that there is a one-to-one correspondence between complex $PT$-symmetric matrices and split-complex and…
We study scaling limits of periodically weighted skew plane partitions with semilocal interactions and general boundary conditions. The semilocal interactions correspond to the Macdonald symmetric functions which are $(q,t)$-deformations of…
We extend the kinematic matrix ("kinematrix") formalism [Phys. Rev. E 89, 062304 (2014)], which via simple matrix algebra accesses ensemble properties of self-propellers influenced by uncorrelated noise, to treat Gaussian correlated noises.…
We study the asymptotics of the reducible representations of the wreath products G\wr S_q=G^q \rtimes S_q for large q, where G is a fixed finite group and S_q is the symmetric group in q elements; in particular for G=Z/2Z we recover the…
We investigate the fluctuations of linear spectral statistics of a Wigner matrix $W\_N$ deformed by a deterministic diagonal perturbation $D\_N$, around a deterministic equivalent which can be expressed in terms of the free convolution…
Based on recent advances on the relation between geometry and representation theory, we propose a new approach to elliptic Schubert calculus. We study the equivariant elliptic characteristic classes of Schubert varieties of the generalized…
We consider the asymptotic local behavior of the second correlation functions of the characteristic polynomials of a certain class of Gaussian $N\times N$ non-Hermitian random band matrices with a bandwidth $W$. Given $W,N\to\infty$, we…
In this short note we make a few remarks on a class of generalized incidence matrices whose matroids do not depend on the orientation of the underlying graph and natural commutative algebras associated to such matrices.
In their paper, "A new application of random matrices: Ext(C*_red(F_2)) is not a group", Haagerup and Thorbjornsen prove an extension of Voiculescu's random matrix model for independent complex self-adjoint Gaussian random matrices. We…
The Gaussian process (GP) is a nonparametric prior distribution over functions indexed by time, space, or other high-dimensional index set. The GP is a flexible model yet its limitation is given by its very nature: it can only model…
We consider ensembles of real symmetric band matrices with entries drawn from an infinite sequence of exchangeable random variables, as far as the symmetry of the matrices permits. In general the entries of the upper triangular parts of…
We consider the statistics of the extreme eigenvalues of sparse random matrices, a class of random matrices that includes the normalized adjacency matrices of the Erd\H{o}s-R\'enyi graph $G(N,p)$. Tracy-Widom fluctuations of the extreme…
We discuss the basic properties of various versions of two variable elliptic genus with special attention to the equivariant elliptic genus. The main applications are to the elliptic genera attached to non-compact GITs, including the…
In this paper we study the asymptotics of linear regression in settings with non-Gaussian covariates where the covariates exhibit a linear dependency structure, departing from the standard assumption of independence. We model the covariates…
We introduce a generalized version of a q-Schur algebra (of parabolic type) for arbitrary Hecke algebras over extended Weyl groups. We describe how the decomposition matrix of a finite group with split BN-pair, with respect to a…
We prove that any finite collection of quadratic forms (overlaps) of general deterministic matrices and eigenvectors of an $N\times N$ Wigner matrix has joint Gaussian fluctuations. This can be viewed as the random matrix analogue of the…
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…
We prove that with high probability, every eigenvector of a random matrix is delocalized in the sense that any subset of its coordinates carries a non-negligible portion of its $\ell_2$ norm. Our results pertain to a wide class of random…
Unitary ensembles of large N x N random matrices with a non-Gaussian probability distribution P[H] ~ exp{-TrV[H]} are studied using a theory of polynomials orthogonal with respect to exponential weights. Asymptotically exact expressions for…