Related papers: On the Gaussian Random Matrix Ensembles with Addit…
The aim of this paper is to give a precise asymptotic description of some eigenvalue statistics stemming from random matrix theory. More precisely, we consider random determinants of the GUE, Laguerre, Uniform Gram and Jacobi beta ensembles…
We study the averaged product of characteristic polynomials of large random matrices in the Gaussian beta-ensemble perturbed by an external source of finite rank. We prove that at the edge of the spectrum, the limiting correlations involve…
We propose to use eigenvalue densities of unitary random matrix ensembles as mass distributions in gravitational lensing. The corresponding lens equations reduce to algebraic equations in the complex plane which can be treated analytically.…
We present a concentration inequality for linear functionals of noncommutative polynomials in random matrices. Our hypotheses cover most standard ensembles, including Gaussian matrices, matrices with independent uniformly bounded entries…
We present the results of systematic numerical computations relating to the extreme value statistics of the characteristic polynomials of random unitary matrices drawn from the Circular Unitary Ensemble (CUE) of Random Matrix Theory. In…
Methods for unsupervised anomaly detection suffer from the fact that the data is unlabeled, making it difficult to assess the optimality of detection algorithms. Ensemble learning has shown exceptional results in classification and…
We analyze properties of non-hermitian matrices of size M constructed as square submatrices of unitary (orthogonal) random matrices of size N>M, distributed according to the Haar measure. In this way we define ensembles of random matrices…
We study the effects of additional fields on the unification of gauge couplings in supersymmetric models. We find that the effects are quite constrained by the requirement of SU(5) gauge invariance. In general, we find that any extension of…
We estimate the norms of standard Gaussian random Toeplitz and circulant matrices and their inverses, mostly by means of combining some basic techniques of linear algebra. In the case of circulant matrices we obtain sharp probabilistic…
We point out necessary and sufficient conditions of uniform consistency of nonparametric sets of alternatives for widespread nonparametric tests. Nonparametric sets of alternatives can be defined both in terms of distribution function and…
We prove a rigorous inequality estimating the purity of a reduced density matrix of a composite quantum system in terms of cross-correlation of the same state and an arbitrary product state. Various immediate applications of our result are…
We study the effects of an arbitrary external perturbation in the statistical properties of the S-matrix of quantum chaotic scattering systems in the limit of isolated resonances. We derive, using supersymmetry, an exact non-perturbative…
We impose partial-wave unitarity on $2 \to 2$ tree-level scattering processes to derive constraints on the dimensions of large scalar and fermionic multiplets of arbitrary gauge groups. We apply our results to scalar and fermionic…
We present a procedure for averaging one-parameter random unitary groups and random self-adjoint groups. Central to this is a generalization of the notion of weak convergence of a sequence of measures and the corresponding generalization of…
Reconciliation enforces coherence between hierarchical forecasts, in order to satisfy a set of linear constraints. While most works focus on the reconciliation of the point forecasts, we consider probabilistic reconciliation and we analyze…
A geometric framework for quantum statistical estimation is used to establish a series of higher order corrections to the Heisenberg uncertainty relations associated with pairs of canonically conjugate variables. These corrections can be…
In this article we show the existence of limiting spectral distribution of a symmetric random matrix whose entries come from a stationary Gaussian process with covariances satisfying a summability condition. We provide an explicit…
We consider symmetric and Hermitian random matrices whose entries are independent and symmetric random variables with an arbitrary variance pattern. Under a novel Short-to-Long Mixing condition, which is sharp in the sense that it precludes…
The volume fluctuations in statistical mechanics are discussed. First, the volume fluctuations in ensembles with a fixed external pressure, the so called pressure ensembles, are considered. Second, a generalization of the pressure ensembles…
Universality in unitary invariant random matrix ensembles with complex matrix elements is considered. We treat two general ensembles which have a determinant factor in the weight. These ensembles are relevant, e.g., for spectra of the Dirac…