Related papers: Addition of Free Unitary Random Matrices
We investigate the implications of free probability for random matrices. From rules for calculating all possible joint moments of two free random matrices, we develop a notion of partial freeness which is quantified by the breakdown of…
The eigenvalue PDF for some well known classes of non-Hermitian random matrices --- the complex Ginibre ensemble for example --- can be interpreted as the Boltzmann factor for one-component plasma systems in two-dimensional domains. We…
One can identify a tripartite classification of random matrix ensembles into geometrical universality classes corresponding to the plane, the sphere and the anti-sphere. The plane is identified with Ginibre-type (iid) matrices and the…
This paper investigates homomorphisms \`a la Bercovici-Pata between additive and multiplicative convolutions. We also consider their matricial versions which are associated with measures on the space of Hermitian matrices and on the unitary…
For the orthogonal-unitary and symplectic-unitary transitions in random matrix theory, the general parameter dependent distribution between two sets of eigenvalues with two different parameter values can be expressed as a quaternion…
This paper revisits the topic of rotation estimation through the lens of special unitary matrices. We begin by reformulating Wahba's problem using $SU(2)$ to derive multiple solutions that yield linear constraints on corresponding…
We consider the three finite free convolutions for polynomials studied in a recent paper by Marcus, Spielman, and Srivastava. Each can be described either by direct explicit formulae or in terms of operations on randomly rotated matrices.…
A fundamental result of free probability theory due to Voiculescu and subsequently refined by many authors states that conjugation by independent Haar-distributed random unitary matrices delivers asymptotic freeness. In this paper we…
We consider the sum of two large Hermitian matrices $A$ and $B$ with a Haar unitary conjugation bringing them into a general relative position. We prove that the eigenvalue density on the scale slightly above the local eigenvalue spacing is…
In this paper, we consider the addition of two matrices in generic position, namely A + U BU * , where U is drawn under the Haar measure on the unitary or the orthogonal group. We show that, under mild conditions on the empirical spectral…
There are some distinguished ensembles of non-Hermitian random matrices for which the joint PDF can be written down explicitly, is unchanged by rotations, and furthermore which have the property that the eigenvalues form a Pfaffian point…
In the framework of quantum groups and additive R-matrices, the fusion procedure allows to construct higher-dimensional solutions of the Yang-Baxter equation. These solutions lead to integrable one-dimensional spin-chain Hamiltonians. Here…
The spectral densities of ensembles of non-Hermitian sparse random matrices are analysed using the cavity method. We present a set of equations from which the spectral density of a given ensemble can be efficiently and exactly calculated.…
Using large $N$ arguments, we propose a scheme for calculating the two-point eigenvector correlation function for non-normal random matrices in the large $N$ limit. The setting generalizes the quaternionic extension of free probability to…
We consider real symmetric and complex Hermitian random matrices with the additional symmetry $h_{xy}=h_{N-x,N-y}$. The matrix elements are independent (up to the fourfold symmetry) and not necessarily identically distributed. This ensemble…
In practically all extentions of the standard model, the neutrinos naturally acquire a mass. The neutrino mass matrix, however, contains many parameters which can neither be predicted by the prevailing models nor can be fitted to the data.…
We consider dynamically defined Hermitian matrices generated from orbits of the doubling map. We prove that their spectra fall into the GUE universality class from random matrix theory.
We introduce higher-dimensional module factorizations associated to a regular sequence. They include higher-dimensional matrix factorizations, which are commutative cubes consisting of free modules with edges being classical matrix…
We introduce notions of simulation between semiring-weighted automata as models of quantitative systems. Our simulations are instances of the categorical/coalgebraic notions previously studied by Hasuo---hence soundness against language…
We describe in detail the solution of the extension of the chiral Gaussian Unitary Ensemble (chGUE) into the complex plane. The correlation functions of the model are first calculated for a finite number of N complex eigenvalues, where we…