Related papers: Global Fluctuations of Gaussian Elliptic Matrices

We consider global fluctuations of the spectrum of the GUE. Using results on the linear statistics of such matrices as well as variance bounds on the eigenvalues, we show that under a suitable scaling, global fluctuations of the spectrum…

Taking up and extending earlier suggestions, we show how two- and threedimensional shapes of second-order HBT correlations can be described in a multivariate Edgeworth expansion around gaussian ellipsoids, with expansion coefficients,…

In the (2+2) formulation of general relativity spacetime is foliated by a two-parameter family of spacelike 2-surfaces (instead of the more usual one-parameter family of spacelike 3-surfaces). In a partially gauge-fixed setting (double-null…

We establish a genericity property in the representation theory of a flat family of finite-dimensional algebras in the sense of Cline-Parshal-Scott. More precisely, we show that the decomposition matrices as introduced by Geck and Rouquier…

We study operators obtained by coupling an $n \times n$ random matrix from one of the Gaussian ensembles to the discrete Laplacian. We find the joint distribution of the eigenvalues and resonances of such operators. This is one of the…

Non-Gaussian bosonic states are ubiquitous in interacting light--matter systems, many-body platforms, and relativistic quantum field settings, but their quantitative characterization is hindered by the infinite-dimensional Hilbert space and…

We present a combinatorial approach to the infinitesimal distribution of the Gaussian orthogonal ensemble (GOE). In particular we show how the infinitesimal moments are described by non-crossing partitions, but not of type B. We demonstrate…

This thesis reviews recent progress on products of random matrices from the perspective of exactly solved Gaussian random matrix models. We derive exact formulae for the correlation functions for the eigen- and singular values at arbitrary…

Conditional independence in a multivariate normal (or Gaussian) distribution is characterized by the vanishing of subdeterminants of the distribution's covariance matrix. Gaussian conditional independence models thus correspond to algebraic…

We derive the Wick theorem for the q-Exponential distribution. We use the theorem to derive an algorithm for finding parameters of the correlation matrix of q-Exponentialy distributed random variables given empirical spectral moments of the…

This paper studies sparse elliptic random matrix models which generalize both the classical elliptic ensembles and sparse i.i.d. matrix models by incorporating correlated entries and a tunable sparsity parameter $p_n$. Each $n\times n$…

Consider a $n \times n$ matrix from the Gaussian Unitary Ensemble (GUE). Given a finite collection of bounded disjoint real Borel sets $(\Delta_{i,n},\ 1\leq i\leq p)$, properly rescaled, and eventually included in any neighbourhood of the…

We consider the problem of estimating a rank-one matrix in Gaussian noise under a probabilistic model for the left and right factors of the matrix. The probabilistic model can impose constraints on the factors including sparsity and…

We study the evolution of higher-order nonclassicality and entanglement criteria in atmospheric fluctuating-loss channels. By formulating input-output relations for the matrix of moments, we investigate the influence of such channels on the…

We construct here the first known examples of non-split sharply 2-transitive groups of bounded exponent in odd positive characteristic for every large enough prime $p \equiv 3 \pmod{4}$. In fact, we show that there are countably many…

Gaussian inference on smooth manifolds is central to robotics, but exact marginalization and conditioning are generally non-Gaussian and geometry-dependent. We study tangent-linearized Gaussian inference and derive explicit non-asymptotic…

We consider $N\times N$ Gaussian random matrices, whose average density of eigenvalues has the Wigner semi-circle form over $[-\sqrt{2},\sqrt{2}]$. For such matrices, using a Coulomb gas technique, we compute the large $N$ behavior of the…

We show that independent elliptic matrices converge to freely independent elliptic elements. Moreover, the elliptic matrices are asymptotically free with deterministic matrices under appropriate conditions. We compute the Brown measure of…

A nonsingular bouncing cosmology in which the scales of interest today exit the Hubble radius in a matter-dominated contracting phase yields an alternative to inflation for producing a scale-invariant spectrum of adiabatic cosmological…

Recently we extended Approximate message passing (AMP) algorithm to be able to handle general invariant matrix ensembles. In this contribution we extend our S-AMP approach to non-linear observation models. We obtain generalized AMP (GAMP)…