Related papers: Exact cospectrality probabilities for uniform rand…
We show that the density of quadratic forms in $n$ variables over ${\mathbb Z}_p$ that are isotropic is a rational function in $p$, where the rational function is independent of $p$, and we determine this rational function explicitly. As a…
We study invertibility of matrices of the form $D+R$ where $D$ is an arbitrary symmetric deterministic matrix, and $R$ is a symmetric random matrix whose independent entries have continuous distributions with bounded densities. We show that…
We study orthogonal and symplectic matrix models with polynomial potentials and multi interval supports of the equilibrium measure. For these models we find the bounds (similar to the case of hermitian matrix models) for the rate of…
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…
Motivated by the asymptotic collective behavior of random and deterministic matrices, we propose an approximation (called "free deterministic equivalent") to quite general random matrix models, by replacing the matrices with operators…
Matrix Completion is the problem of recovering an unknown real-valued low-rank matrix from a subsample of its entries. Important recent results show that the problem can be solved efficiently under the assumption that the unknown matrix is…
The usual formulas for the correlation functions in orthogonal and symplectic matrix models express them as quaternion determinants. From this representation one can deduce formulas for spacing probabilities in terms of Fredholm…
The probability that there are $k$ real eigenvalues for an $n$ dimensional real random matrix is known. Here we study this for the case of products of independent random matrices. Relating the problem of the probability that the product of…
We introduce a general framework allowing the systematic study of random manifolds. In order to do so, we will put ourselves in a more general context than usual by allowing the underlying probability space to be non commutative. We…
In this paper we consider ensemble of random matrices $\X_n$ with independent identically distributed vectors $(X_{ij}, X_{ji})_{i \neq j}$ of entries. Under assumption of finite fourth moment of matrix entries it is proved that empirical…
The convolution of indicators of two conjugacy classes on the symmetric group S_q is usually a complicated linear combination of indicators of many conjugacy classes. Similarly, a product of the moments of the Jucys--Murphy element involves…
We prove that all injective maps on positive complex matrices which preserve order and shrink spectrum are implemented by unitary or antiunitary conjugations. We show by counterexamples that all assumptions are indispensable. The result…
Properties of universality have essential relevance for the theory of random matrices usually called the Wigner ensemble. The issue was analysed up to recent years with detailed and relevant results. We present a slightly different view and…
We study the joint probability density of the eigenvalues of a product of rectangular real, complex or quaternion random matrices in a unified way. The random matrices are distributed according to arbitrary probability densities, whose only…
Let $n>m$, and let $A$ be an $(m\times n)$-matrix of full rank. Then obviously the estimate $\|Ax\|\leq\|A\|\|x\|$ holds for the euclidean norm of $x$ and $Ax$ and the spectral norm as the assigned matrix norm. We study the sets of all $x$…
We calculate the probability that random polynomial matrices over a finite field with certain structures are right prime or left prime, respectively. In particular, we give an asymptotic formula for the probability that finitely many…
The collection of $d \times N$ complex matrices with prescribed column norms and prescribed (nonzero) singular values forms a compact algebraic variety, which we refer to as a frame space. Elements of frame spaces -- i.e., frames -- are…
Let $\Phi'$ denote the strong dual of a nuclear space $\Phi$. In this paper we introduce sufficient conditions for the convergence uniform on compacts in probability for a sequence of $\Phi'$-valued processes with continuous or…
We give lower bounds on the largest singular value of arbitrary matrices, some of which are asymptotically tight for almost all matrices. To study when these bounds are exact, we introduce several combinatorial concepts. In particular, we…
A remarkable property of Hermitian ensembles is their universal behavior, that is, once properly rescaled the eigenvalue statistics does not depend on particularities of the ensemble. Recently, normal matrix ensembles have attracted…