Related papers: Global Fluctuations of Gaussian Elliptic Matrices
Let $X$ be a symmetric random matrix with independent but non-identically distributed centered Gaussian entries. We show that $$ \mathbf{E}\|X\|_{S_p} \asymp \mathbf{E}\Bigg[ \Bigg(\sum_i\Bigg(\sum_j X_{ij}^2\Bigg)^{p/2}\Bigg)^{1/p} \Bigg]…
In this work we study an elliptic solid-on-solid model with domain-wall boundaries having the elliptic quantum group $\mathcal{E}_{p, \gamma}[\widehat{\mathfrak{gl}_2}]$ as its underlying symmetry algebra. We elaborate on results previously…
This paper studies the second-order asymptotics of the Gaussian multiple-access channel with degraded message sets. For a fixed average error probability $\varepsilon \in (0,1)$ and an arbitrary point on the boundary of the capacity region,…
An elliptic random matrix $X$ is a square matrix whose $(i,j)$-entry $X_{ij}$ is independent of the rest of the entries except possibly $X_{ji}$. Elliptic random matrices generalize Wigner matrices and non-Hermitian random matrices with…
Consider a $N\times n$ matrix $\Sigma_n=\frac{1}{\sqrt{n}}R_n^{1/2}X_n$, where $R_n$ is a nonnegative definite Hermitian matrix and $X_n$ is a random matrix with i.i.d. real or complex standardized entries. The fluctuations of the linear…
We study ultra-Planckian $2\to2$ scattering in an Abelian gauge theory coupled to agravity, the scale-free and renormalizable realization of quadratic quantum gravity. Focusing on charged fermions and scalars interacting with the photon and…
We establish the universality of the singular numbers in random matrix products over $\mathrm{GL}_n(\mathbb{Q}_p)$ as the number of products approaches infinity, with a fixed $n\ge 1$. We demonstrate that, under a broad class of…
We investigate the spectral fluctuation properties of constrained ensembles of random matrices (defined by the condition that a number N(Q) of matrix elements vanish identically; that condition is imposed in unitarily invariant form) in the…
Using a family of graded algebra structures on a planar algebra and a family of traces coming from random matrix theory, we obtain a tower of non-commutative probability spaces, naturally associated to a given planar algebra. The associated…
We consider the extreme eigenvalues of the sample covariance matrix $Q=YY^*$ under the generalized elliptical model that $Y=\Sigma^{1/2}XD.$ Here $\Sigma$ is a bounded $p \times p$ positive definite deterministic matrix representing the…
We establish universal Gaussian fluctuations for the mesoscopic linear eigenvalue statistics in the vicinity of the cusp-like singularities of the limiting spectral density for Wigner-type random matrices. Prior to this work, the linear…
Random matrices tend to be well conditioned, and we employ this well known property to advance matrix computations. We prove that our algorithms employing Gaussian random matrices are efficient, but in our tests the algorithms have…
We analyze further a recently proposed S-matrix description of transplanckian scattering in the specific case of axisymmetric collisions of extended sources, where some of the original approximations are not necessary. We confirm the claim…
In this article, we derive and discuss the properties of the symplectic group Sp(2), which arises in Hamiltonian dynamics and ray optics. We show that a symplectic matrix can be written as the product of a symmetric dilation matrix and a…
We show that real second order freeness appears in the study of Haar unitary and unitarily invariant random matrices when transposes are also considered. In particular we obtain the unexpected result that a unitarily invariant random matrix…
This paper propose a novel decomposable graphical model to accommodate skew Gaussian graphical models. We encode conditional independence structure among the components of the multivariate closed skew normal random vector by means of a…
We are interested in two random matrix ensembles related to permutations: the ensemble of permutation matrices following Ewens' distribution of a given parameter $\theta >0$, and its modification where entries equal to $1$ in the matrices…
We study the estimation of high-dimensional covariance matrices under elliptical factor models with 2 + {\epsilon}th moment. For such heavy-tailed data, robust estimators like the Huber-type estimator in Fan, Liu and Wang (2018) can not…
In this short note we provide an analytical formula for the conditional covariance matrices of the elliptically distributed random vectors, when the conditioning is based on the values of any linear combination of the marginal random…
We numerically analyze the spectral statistics of the multiparametric Gaussian ensembles of complex matrices with zero mean and variances with different decay routes away from the diagonals. As the latter mimics different degree of…