Related papers: Random matrices and determinantal processes
Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…
We review some selected recent results concerning selection principles in topology and their relations with several topological constructions.
Determinants and symmetric functions of the eigenvalues of matrices characterizing stochastic processes with indepedent increments. Relationships with Fibonacci numbers are derived.
Random matrix products arise in many science and engineering problems. An efficient evaluation of its growth rate is of great interest to researchers in diverse fields. In the current paper, we reformulate this problem with a generating…
The use of quadratic residues to construct matrices with specific determinant values is a familiar problem with connections to many areas of mathematics and statistics. Our research has focused on using cubic residues to construct matrices…
Random spanning trees are among the most prominent determinantal point processes. We give four examples of random spanning trees on ladder-like graphs whose rungs form stationary renewal processes or regenerative processes of order two,…
The appearance of numbers enumerating alternating sign matrices in stationary states of certain stochastic processes is reviewed. New conjectures concerning nest distribution functions are presented as well as a bijection between certain…
We develop a full-fledged analysis of an algorithmic decision process that, in a multialternative choice problem, produces computable choice probabilities and expected decision times.
I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…
Random matrix theory has played an important role in various areas of pure mathematics, mathematical physics, and machine learning. From a practical perspective of data science, input data are usually normalized prior to processing. Thus,…
This article evaluates the determinants of two classes of special matrices, which are both from a number theory problem. Applications of the evaluated determinants can be found in [arXiv:math.NT/0509523]. Note that the two determinants are…
Random matrices are used in fields as different as the study of multi-orthogonal polynomials or the enumeration of discrete surfaces. Both of them are based on the study of a matrix integral. However, this term can be confusing since the…
Neural network models are one of the most successful approaches to machine learning, enjoying an enormous amount of development and research over recent years and finding concrete real-world applications in almost any conceivable area of…
The aim of this note (as well as of the course itself) is to give a largely self-contained proof of two of the main results in the field of low-rank matrix recovery. This field aims for identification of low-rank matrices from only limited…
We consider the problem of rational decision making in the presence of nonlinear constraints. By using tools borrowed from spin glass and random matrix theory, we focus on the portfolio optimisation problem. We show that the number of…
Matrix models are a promising candidate for a nonperturbative formulation of the superstring theory. It is possible to study how the standard model and other phenomenological models appear from the matrix model, and estimate the probability…
In this (mostly expository) paper I want to share some observations prompted by a class of matrices whose determinants are Catalan numbers. Considering different methods of proof we obtain some generalizations and q-analogues and…
These lectures present a survey of recent developments in the area of random matrices (finite and infinite) and random permutations. These probabilistic problems suggest matrix integrals (or Fredholm determinants), which arise very…
Two known computation methods and one new computation method for matrix determinant over an integral domain are discussed. For each of the methods we evaluate the computation times for different rings and show that the new method is the…
We present determinant formulae for the number of tilings of various domains in relation with Alternating Sign Matrix and Fully Packed Loop enumeration.