Related papers: Explicit invariant measures for products of random…
We derive the invariant measure on the manifold of multimode quantum Gaussian states, induced by the Haar measure on the group of Gaussian unitary transformations. To this end, by introducing a bipartition of the system in two disjoint…
In this note, we prove that if $X\in\mathbb{R}^{n\times d}$ and $Y\in\mathbb{R}^{n\times p}$ are two independent matrices with i.i.d entries then the empirical spectral distribution of $\frac{1}{d}XX^\top \odot \frac{1}{p}YY^\top$, where…
The field of real numbers being extended as a larger commutative field, we investigate the possibility of defining a scalar product for the distributions of finite discrete support. Then we focus on the most simple possible extension (which…
We study the asymptotic behavior of the Lyapunov exponent in a meromorphic family of random products of matrices in SL(2, C), as the parameter converges to a pole. We show that the blow-up of the Lyapunov exponent is governed by a quantity…
We construct generalized regular representations of the wreath product of a compact group with the infinite symmetric group. The characters of these representations are determined by probability measures on families of partitions called the…
A discrete group which admits a faithful, finite dimensional, linear representation over a field $\mathbb F$ of characteristic zero is called linear. This note combines the natural structure of semi-direct products with work of A. Lubotzky…
Analyticity and other properties of the largest or smallest Lyapunov exponent of a product of real matrices with a "cone property" are studied as functions of the matrices entries, as long as they vary without destroying the cone property.…
In this paper, we highlight the role played by orthogonal and symplectic Harish-Chandra integrals in the study of real-valued matrix product ensembles. By making use of these integrals and the matrix-valued Fourier-Laplace transform, we…
We give hierarchy of one-parameter family F(a,x) of maps of the interval [0,1] with an invariant measure. Using the measure, we calculate Kolmogorov-Sinai entropy, or equivalently Lyapunov characteristic exponent, of these maps…
We study the distribution of singular values of product of random matrices pertinent to the analysis of deep neural networks. The matrices resemble the product of the sample covariance matrices, however, an important difference is that the…
The product of M complex random Gaussian matrices of size N has recently been studied by Akemann, Kieburg and Wei. They showed that, for fixed M and N, the joint probability distribution for the squared singular values of the product matrix…
We present an explicit formula for the expected value of a product of several independent symplectically invariant matrices in which the trace and real part function may be applied, possibly to different subexpressions. This takes the form…
We study the structure of invariant measures for continuous automorphisms of compact metrizable abelian groups satisfying the descending chain condition. We show that the finitely supported invariant measures are weak-* dense in the space…
The Lyapunov exponent characterizes the asymptotic behavior of long matrix products. Recognizing scenarios where the Lyapunov exponent is strictly positive is a fundamental challenge that is relevant in many applications. In this work we…
We consider the products of $m\ge 2$ independent large real random matrices with independent vectors $(X_{jk}^{(q)},X_{kj}^{(q)})$ of entries. The entries $X_{jk}^{(q)},X_{kj}^{(q)}$ are correlated with $\rho=\mathbb E…
We find an inverse factorial series expansion for the ratio of products of gamma functions whose arguments are linear functions of the variable. We a give recurrence relation for the coefficients in terms of the N{\o}rlund-Bernoulli…
If the numerical range of a matrix is contained in the right half of the complex plane, the GMRES algorithm for solving linear systems will reduce the norm of the residual at every iteration. In his Ph.D. dissertation, Howard Elman derived…
We consider the invariant measure of a homogeneous continuous- time Markov process in the quarter-plane. The basic solutions of the global balance equation are the geometric distributions. We first show that the invariant measure can not be…
This paper investigates local spectral statistics of singular values for many products of independent large rectangular matrices, sampled from the ensemble of truncated unitary matrices with the invariant Haar measure. Our main contribution…
We study existence of invariant Einstein metrics on complex Stiefel manifolds $G/K = \SU(\ell+m+n)/\SU(n) $ and the special unitary groups $G = \SU(\ell+m+n)$. We decompose the Lie algebra $\frak g$ of $G$ and the tangent space $\frak p$ of…