Related papers: Parametric level statistics in random matrix theor…
We investigate concentration properties of spectral measures of Hermitian random matrices with partially dependent entries. More precisely, let $X_n$ be a Hermitian random matrix of size $n\times n$ that can be split into independent blocks…
We give new results for problems in computational and statistical machine learning using tools from high-dimensional geometry and probability. We break up our treatment into two parts. In Part I, we focus on computational considerations in…
In this article we consider the graph alignment problem from the perspective of high-dimensional statistics: we aim to estimate an unknown permutation $\pi^*$ from the observation of two correlated random adjacency matrices $A_1$, $A_2$. We…
We study the asymptotic distribution of level crossings for random matrix pencils A_n+\lambda B_n in several ensembles, including complex and real i.i.d. matrices and Gaussian/Hermitian settings. We derive a representation of the normalized…
An inverse problem of identifying inhomogeneity or crack in the workpiece made of nonlinear magnetic material is investigated. To recover the shape from the local measurements, a piecewise constant level set algorithm is proposed. By means…
The elliptic Ginibre ensemble of complex non-Hermitian random matrices allows to interpolate between the rotational invariant Ginibre ensemble and the Gaussian unitary ensemble of Hermitian random matrices. It corresponds to a…
This is a review of the Riemann-Hilbert approach to the large $N$ asymptotics in random matrix models and its applications. We discuss the following topics: random matrix models and orthogonal polynomials, the Riemann-Hilbert approach to…
We study a nonparametric regression model for sample data which is defined on an $N$-dimensional lattice structure and which is assumed to be strong spatial mixing: we use design adapted multidimensional Haar wavelets which form an…
We show that and how point interactions offer one of the most suitable guides towards a quantitative analysis of properties of certain specific non-Hermitian (usually called PT-symmetric) quantum-mechanical systems. A double-well model is…
We continue our work [arXiv:2403.07628] on asymptotic expansions at the soft edge for the classical $n$-dimensional Gaussian and Laguerre random matrix ensembles. By revisiting the construction of the associated skew-orthogonal polynomials…
Attention has been brought to the possibility that statistical fluctuation properties of several complex spectra, or, well-known number sequences may display strong signatures that the Hamiltonian yielding them as eigenvalues is…
This paper studies decision-making and statistical inference for two-sided matching markets via matrix completion. In contrast to the independent sampling assumed in classical matrix completion literature, the observed entries, which arise…
We define the parametric closure problem, in which the input is a partially ordered set whose elements have linearly varying weights and the goal is to compute the sequence of minimum-weight lower sets of the partial order as the weights…
We review various combinatorial applications of field theoretical and matrix model approaches to equilibrium statistical physics involving the enumeration of fixed and random lattice model configurations. We show how the structures of the…
We consider level crossing in a matrix family $H=H_0+\lambda V$ where $H_0$ is a fixed $N\times N$ matrix and $V$ belongs to one of the standard Gaussian random matrix ensembles. We study the probability distribution of level crossing…
The topic of this paper is the typical behavior of the spectral measures of large random matrices drawn from several ensembles of interest, including in particular matrices drawn from Haar measure on the classical Lie groups, random…
We introduce a powerful analytic method to study the statistics of the number $\mathcal{N}_{\textbf{A}}(\gamma)$ of eigenvalues inside any contour $\gamma \in \mathbb{C}$ for infinitely large non-Hermitian random matrices ${\textbf A}$. Our…
Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…
A unified theory of orthogonal polynomials of a discrete variable is presented through the eigenvalue problem of hermitian matrices of finite or infinite dimensions. It can be considered as a matrix version of exactly solvable Schr\"odinger…
We describe an elementary method to get non-asymptotic estimates for the moments of Hermitian random matrices whose elements are Gaussian independent random variables. As the basic example, we consider the GUE matrices. Immediate…