Related papers: Addition of Free Unitary Random Matrices
We introduce a special class of random matrices (DUE) whose spectral statistics corresponds to statistics of microscopical quantities detected in vehicular flows. Comparing the level spacing distribution (for ordered eigenvalues in unfolded…
We study pairs $(A,B)$ of square matrices that are in additive (resp. multiplicative) finite free position, that is, the characteristic polynomial $\chi_{A+B}(x)$ (resp. $\chi_{AB}(x)$) equals the additive finite free convolution…
The goal of this article is to study how much the eigenvalues of large Hermitian random matrices deviate from certain deterministic locations -- or in other words, to investigate optimal rigidity estimates for the eigenvalues. We do this in…
We provide a brief overview of approaches for calculating the density of states of quantum systems and random matrix Hamiltonians using the tools of free probability theory. For a given Hamiltonian of a quantum system or a generic random…
Hermitian linear matrix pencils are ubiquitous in control theory, operator systems, semidefinite optimization, and real algebraic geometry. This survey reviews the fundamental features of the matricial solution set of a linear matrix…
We present a technique novel in numerical methods. It compiles the domain of the numerical methods as a discretized volume. Congruent elements are glued together to compile the domain over which the solution of a boundary value problem of a…
A generalisation of the Ginibre ensemble of non-Hermitian random square matrices is introduced. The corresponding probability measure is induced by the ensemble of rectangular Gaussian matrices via a quadratisation procedure. We derive the…
We construct anomaly-free $U(1)_1\times U(1)_2\times...\times U(1)_m$ gauge extensions of the Standard Model. To perform this construction we put together anomaly-free $U(1)$ extensions of one and two families of fermions. The availability…
We consider an urn model with multiple drawing and random time-dependent addition matrix. The model is very general with respect to previous literature: the number of sampled balls at each time-step is random, the addition matrix has…
Non-asymptotic theory of random matrices strives to investigate the spectral properties of random matrices, which are valid with high probability for matrices of a large fixed size. Results obtained in this framework find their applications…
The concept of freeness was introduced by Voiculescu in the context of operator algebras. Later it was observed that it is also relevant for large random matrices. We will show how the combination of various free probability results with a…
We solve a family of Gaussian two-matrix models with rectangular Nx(N+v) matrices, having real asymmetric matrix elements and depending on a non-Hermiticity parameter mu. Our model can be thought of as the chiral extension of the real…
The paper represents the method for construction of the families of particular solutions to some new classes of $(n+1)$ dimensional nonlinear Partial Differential Equations (PDE). Method is based on the specific link between algebraic…
In this paper we extend the orthogonal polynomials approach for extreme value calculations of Hermitian random matrices, developed by Nadal and Majumdar [1102.0738], to normal random matrices and 2D Coulomb gases in general. Firstly, we…
This paper establishes new upper bounds for the right eigenvalues of monic matrix polynomials over the quaternion division algebra. The noncommutative nature of quaternion multiplication presents fundamental challenges in eigenvalue…
Non-Hermitian random matrices with statistical spectral characteristics beyond the standard Ginibre ensembles have recently emerged in the description of dissipative quantum many-body systems as well as in non-ergodic wave transport in…
Lehmer constructs four classes of matrices constructed from roots of unity for which the characteristic polynomials and the $k$-th powers can be determined explicitly. Here we study a class of matrices which arise naturally in…
In this paper, we give an elementary proof of the additivity of the functional inverses of the resolvents of large $N$ random matrices, using recently developed matrix model techniques. This proof also gives a very natural generalization of…
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…
We show how the combination of new "linearization" ideas in free probability theory with the powerful "realization" machinery -- developed over the last 50 years in fields including systems engineering and automata theory -- allows solving…