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We study the joint laws of a continuous, uniformly integrable martingale, its maximum, and its minimum. In particular, we give explicit martingale inequalities which provide upper and lower bounds on the joint exit probabilities of a…
Universality in unitary invariant random matrix ensembles with complex matrix elements is considered. We treat two general ensembles which have a determinant factor in the weight. These ensembles are relevant, e.g., for spectra of the Dirac…
The aim of this paper is to study mixed multiplier ideals associated to a tuple of ideals in a two-dimensional local ring with a rational singularity. We are interested in the partition of the real positive orthant given by the regions…
We investigate the number of symmetric matrices of non-negative integers with zero diagonal such that each row sum is the same. Equivalently, these are zero diagonal symmetric contingency tables with uniform margins, or loop-free regular…
A novel lower bound is introduced for the full rank probability of random finite field matrices, where a number of elements with known location are identically zero, and remaining elements are chosen independently of each other, uniformly…
We determine the structure of linear maps on complex (real) square matrices sending unitary (orthogonal) matrices to multiples of unitary (orthogonal) matrices. The result is used to determine the linear preservers of matrix pairs…
This paper studies projections of uniform random elements of (co)adjoint orbits of compact Lie groups. Such projections generalize several widely studied ensembles in random matrix theory, including the randomized Horn's problem, the…
In this paper, we study the action of special $n\times n $ linear (resp. symplectic) matrices which are homotopic to identity on the right invertible $n\times m$ matrices. We also prove that the commutator subgroup of $\rm{O}_{2n}(R[X])$ is…
The permanent of unitary matrices and their blocks has attracted increasing attention in quantum physics and quantum computation because of connections with the Hong-Ou-Mandel effect and the Boson Sampling problem. In that context, it would…
We place ourselves in the setting of high-dimensional statistical inference, where the number of variables $p$ in a data set of interest is of the same order of magnitude as the number of observations $n$. More formally, we study the…
In this work, we consider the weighted difference of two independent complex Wishart matrices and derive the joint probability density function of the corresponding eigenvalues in a finite-dimension scenario using two distinct approaches.…
The commutator between operators at different space and time has been a diagnostic for locality of unitary evolution. Most existing results are either for specific tractable (random) Hamiltonians(Out-of-Time-Order-Correlators calculations),…
We investigate the universality of singular value and eigenvalue distributions of matrix valued functions of independent random matrices and apply these general results in several examples. In particular we determine the limit distribution…
This paper studies the open problem of conformalized entry prediction in a row/column-exchangeable matrix. The matrix setting presents novel and unique challenges, but there exists little work on this interesting topic. We meticulously…
This article presents an algebraic topology perspective on the problem of finding a complete coverage probability of a one dimensional domain $X$ by a random covering, and develops techniques applicable to the problem beyond the one…
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…
In many practical situations we would like to estimate the covariance matrix of a set of variables from an insufficient amount of data. More specifically, if we have a set of $N$ independent, identically distributed measurements of an $M$…
We explore the validity of the circular law for random matrices with non i.i.d. entries. Let A be a random n \times n real matrix having as a random vector in R^{n^2} a log-concave isotropic unconditional law. In particular, the entries are…
The computational complexity of some depths that satisfy the projection property, such as the halfspace depth or the projection depth, is known to be high, especially for data of higher dimensionality. In such scenarios, the exact depth is…
We use a probabilistic interpretation of solid angles to generalize the well-known fact that the inner angles of a triangle sum to 180 degrees. For the 3-dimensional case, we show that the sum of the solid inner vertex angles of a…