Related papers: The supersymmetry method of random matrix theory
We study a class of Hermitian random matrices which includes and generalizes Wigner matrices, heavy-tailed random matrices, and sparse random matrices such as the adjacency matrices of Erdos-Renyi random graphs with p ~ 1/N. Our NxN random…
We re-construe unconventional supersymmetry, a notion introduced by Alvarez-Valenzuela-Zanelli (AVZ), as an attempt to use the framework of supersymmetric field theory to describe fermionic matter fields and bosonic gauge fields in a…
Random matrix theory is a well-developed area of probability theory that has numerous connections with other areas of mathematics and its applications. Much of the literature in this area is concerned with matrices that possess many exact…
We consider a Wigner-type ensemble, i.e. large hermitian $N\times N$ random matrices $H=H^*$ with centered independent entries and with a general matrix of variances $S_{xy}=\mathbb E|H_{xy}|^2$. The norm of $H$ is asymptotically given by…
We study modeling and inference with the Elliptical Gamma Distribution (EGD). We consider maximum likelihood (ML) estimation for EGD scatter matrices, a task for which we develop new fixed-point algorithms. Our algorithms are efficient and…
We present randomized algorithms for estimating the trace and deter- minant of Hermitian positive semi-definite matrices. The algorithms are based on subspace iteration, and access the matrix only through matrix vector products. We analyse…
As put forth by Kerov in the early 1990s and elucidated in subsequent works, numerous properties of Wigner random matrices are shared by certain linear maps playing an important r\^ole in the representation theory of the symmetric group. We…
In this paper, we study the metric geometric mean introduced by Pusz and Woronowicz and the spectral geometric mean introduced by Fiedler and Pt\'ak, originally for positive definite matrices. The relation between $t$-metric geometric mean…
Free probability theory was created by Dan Voiculescu around 1985, motivated by his efforts to understand special classes of von Neumann algebras. His discovery in 1991 that also random matrices satisfy asymptotically the freeness relation…
Pfaff lattice was introduced by Adler and van Moerbeke to describe the partition functions for the random matrix models of GOE and GSE type. The partition functions of those matrix models are given by the Pfaffians of certain skew-symmetric…
Since the seminal work by Beresteanu and Molinari(2008), the random set theory and related inference methods have been widely applied in partially identified econometric models. Meanwhile, there is an emerging field in statistics for…
Recently, Chernozhukov, Chetverikov, and Kato [Ann. Statist. 42 (2014) 1564--1597] developed a new Gaussian comparison inequality for approximating the suprema of empirical processes. This paper exploits this technique to devise sharp…
We investigate the spectral norms of symmetric $N \times N$ matrices from two pseudo-random ensembles. The first is the pseudo-Wigner ensemble introduced in "Pseudo-Wigner Matrices" by Soloveychik, Xiang and Tarokh and the second is its…
We consider the logarithm of the characteristic polynomial of random permutation matrices, evaluated on a finite set of different points. The permutations are chosen with respect to the Ewens distribution on the symmetric group. We show…
We define a class of "algebraic" random matrices. These are random matrices for which the Stieltjes transform of the limiting eigenvalue distribution function is algebraic, i.e., it satisfies a (bivariate) polynomial equation. The Wigner…
We introduce a method for the comparison of some extremal eigenvalue statistics of random matrices. For example, it allows one to compare the maximal eigenvalue gap in the bulk of two generalized Wigner ensembles, provided that the first…
Starting from well-known expressions for the $T$-matrix and its derivative in standard nonrelativistic potential scattering I rederive recent path-integral formulations due to Efimov and Barbashov et al. Some new relations follow…
The kinematical and dynamical symmetries of equations describing the time evolution of quantum systems like the supersymmetric harmonic oscillator in one space dimension and the interaction of a non-relativistic spin one-half particle in a…
In the study of chaotic behaviour of systems of many hard spheres, Lyapunov exponents of small absolute value exhibit interesting characteristics leading to speculations about connections to non-equilibrium statistical mechanics. Analytical…
A non-Hermitean random matrix model proposed a few years ago has a remarkably intricate spectrum. Various attempts have been made to understand the spectrum, but even its dimension is not known. Using the Dyson-Schmidt equation, we show…