Related papers: Estimates for moments of random matrices with Gaus…

We derive sharp non - asymptotical Lebesgue - Riesz as well as Grand Lebesgue Space norm estimations for different norms of matrix martingales through these norms for the correspondent martingale differences and through the entropic…

Let X be a second order random process indexed by a compact interval [0,T]. Assume that n independent realizations of X are observed on a fixed grid of p time points. Under mild regularity assumptions on the sample paths of X, we show the…

We prove that the asymptotic behavior of the second mixed moment of the characteristic polynomials of the 1D Gaussian real symmetric band matrices coincides with those for the Gaussian Orthogonal Ensemble (GOE). Here we adapt the approach…

In this work we construct Gaussian beam approximations to solutions of the high frequency Helmholtz equation with a localized source. Under the assumption of non-trapping rays we show error estimates between the exact outgoing solution and…

We compute an asymptotic expansion with precision 1/n of the moments of the expected empirical spectral measure of Wigner matrices of size n with independent centered entries. We interpret this expansion as the moments of the addition of…

Computing the distribution of permanents of random matrices has been an outstanding open problem for several decades. In quantum computing, "anti-concentration" of this distribution is an unproven input for the proof of hardness of the task…

We consider two $n\times n$ non-Hermitian random matrices such that the $ij$th entry of one matrix is correlated with the $ij$th entry of the other matrix. However, the entries of any particular matrix are i.i.d. random variables. We study…

The present paper studies a Gaussian Hermitian random matrix ensemble with external source, given by a fixed diagonal matrix with two eigenvalues a and -a. As a first result, the probability that the eigenvalues of the ensemble belong to a…

We propose a rigorous, non-perturbative, Bayesian framework which enables one jointly to test Gaussianity and estimate the power spectrum of CMB anisotropies. It makes use of the Hilbert space of an harmonic oscillator to set up an exact…

We establish a new connection between moments of $n \times n$ random matrices $X_n$ and hypergeometric orthogonal polynomials. Specifically, we consider moments $\mathbb{E}\mathrm{Tr} X_n^{-s}$ as a function of the complex variable $s \in…

We compute the joint eigenvalue distribution for the rank one Hermitian and non-Hermitian perturbations of chiral Gaussian $\beta$-ensembles ($\beta>0$) of random matrices.

The accuracy and effectiveness of Hermite spectral methods for the numerical discretization of partial differential equations on unbounded domains, are strongly affected by the amplitude of the Gaussian weight function employed to describe…

We consider the gamma process perturbed by a Brownian motion (independent of the gamma process) as a degradation model. Parameters estimation is studied here. We assume that $n$ independent items are observed at irregular instants. From…

We study the eigenvalues and the eigenvectors of $N\times N$ structured random matrices of the form $H = W\tilde{H}W+D$ with diagonal matrices $D$ and $W$ and $\tilde{H}$ from the Gaussian Unitary Ensemble. Using the supersymmetry technique…

We present a quantum algorithm for efficiently sampling transformed Gaussian random fields on $d$-dimensional domains, based on an enhanced version of the classical moving average method. Pointwise transformations enforcing boundedness are…

In the present paper, fixed trace $\beta$-Hermite ensembles generalizing the fixed trace Gaussian Hermite ensemble are considered. For all $\beta$, we prove the Wigner semicircle law for these ensembles by using two different methods: one…

This paper is focuses on the computation of the positive moments of one-side correlated random Gram matrices. Closed-form expressions for the moments can be obtained easily, but numerical evaluation thereof is prone to numerical stability,…

The random matrix ensembles (RME) of Hamiltonian matrices, e.g. Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applicable to following quantum statistical systems: nuclear systems, molecular…

Let $X=C+\mathrm{E}$ with a deterministic matrix $C\in\R^{M\times M}$ and $\mathrm{E}$ some centered Gaussian $M\times M$-matrix whose entries are independent with variance $\sigma^2$. In the present work, the accuracy of reduced-rank…

The first paper in this series introduced a new approach to strong convergence of random matrices that is based primarily on soft arguments. This method was applied to achieve a refined qualitative and quantitative understanding of strong…