Related papers: Wishart and Anti-Wishart random matrices

This paper presents new approaches for finding the determinant and inverse of a matrix. The choice of pivot selection is kept arbitrary and can be made according to the users need. So the ill conditioned matrices can be handled easily. The…

We study the averaging-based distributed optimization solvers over random networks. We show a general result on the convergence of such schemes using weight-matrices that are row-stochastic almost surely and column-stochastic in expectation…

Gaussian covariance graph models encode marginal independence among the components of a multivariate random vector by means of a graph $G$. These models are distinctly different from the traditional concentration graph models (often also…

We investigate random density matrices obtained by partial tracing larger random pure states. We show that there is a strong connection between these random density matrices and the Wishart ensemble of random matrix theory. We provide…

Wishart ensembles of random matrix theory have been useful in modeling positive definite matrices encountered in classical and quantum chaotic systems. We consider nonzero means for the entries of the constituting matrix A which defines the…

This paper deals with the asymptotic distribution of Wishart matrix and its application to the estimation of the population matrix parameter when the population eigenvalues are block-wise infinitely dispersed. We show that the appropriately…

This study explores the application of random matrices to track chaotic dynamics within the Chirikov standard map. Our findings highlight the potential of matrices exhibiting Wishart-like characteristics, combined with statistical insights…

The noncentral Wishart distribution has become more mainstream in statistics as the prevalence of applications involving sample covariances with underlying multivariate Gaussian populations as dramatically increased since the advent of…

We show that the partial transposes of complex Wishart random matrices are asymptotically free. We also investigate regimes where the number of blocks is fixed but the size of the blocks increases. This gives a example where the partial…

This work deals with the simulation of Wishart processes and affine diffusions on positive semidefinite matrices. To do so, we focus on the splitting of the infinitesimal generator, in order to use composition techniques as Ninomiya and…

Moments of secular and inverse secular coefficients, averaged over random matrices from classical groups, are related to the enumeration of non-negative matrices with prescribed row and column sums. Similar random matrix averages are…

The paper "An efficient sampling scheme for the eigenvalues of dual Wishart matrices", by I.~Santamar\'ia and V.~Elvira, [\emph{IEEE Signal Processing Letters}, vol.~28, pp.~2177--2181, 2021] \cite{SE21}, poses the question of efficient…

Given a set $X$ of "empirical" points, whose coordinates are perturbed by errors, we analyze whether it contains redundant information, that is whether some of its elements could be represented by a single equivalent point. If this is the…

We examine a class of embeddings based on structured random matrices with orthogonal rows which can be applied in many machine learning applications including dimensionality reduction and kernel approximation. For both the…

Using the Random Matrix Theory approach we derive explicit distributions of the real and imaginary parts for off-diagonal entries of the Wigner reaction matrix $\mathbf{K}$ for wave chaotic scattering in systems with and without…

It is well known that, under some assumptions, the limit distribution of random block matrices and their partial transposition converges to the distributions of random variables in some noncommutative probability space. Using free…

Recently there has been much interest in data that, in statistical language, may be described as having a large crossed and severely unbalanced random effects structure. Such data sets arise for recommender engines and information retrieval…

The aim of this note (as well as of the course itself) is to give a largely self-contained proof of two of the main results in the field of low-rank matrix recovery. This field aims for identification of low-rank matrices from only limited…

We set up Wigner distributions for $N$ state quantum systems following a Dirac inspired approach. In contrast to much of the work on this case, requiring a $2N\times 2N$ phase space, particularly when $N$ is even, our approach is uniformly…

We present an extensive experimental study of the distributions of the real and imaginary parts of the off-diagonal elements of the scattering matrix $\hat S$ and the Wigner's reaction $\hat K$-matrix for open microwave networks with broken…