Related papers: Integrals over Grassmannians and Random permutatio…
We conclude our work [arXiv:2403.07628, arXiv:2503.12644] on asymptotic expansions at the soft edge for the classical $n$-dimensional Gaussian and Laguerre ensembles, now studying the gap-probability generating functions. We show that the…
Let a word be a sequence of $n$ i.i.d. integer random variables. The perimeter $P$ of the word is the number of edges of the word, seen as a polyomino. In this paper, we present a probabilistic approach to the computation of the moments of…
We study the addditon problem for strongly matricially free random variables which generalize free random variables. Using operators of Toeplitz type, we derive a linearization formula for the `matricial R-transform' related to the…
The remarkable universality of the eigenvalue correlation functions is perhaps one of the most salient findings in random matrix theory. Particularly for short-range separations of the eigenvalues, the correlation functions have been shown…
The upsilon distribution, the sum of independent chi random variates and a normal, is introduced. As a special case, the upsilon distribution includes Lecoutre's lambda-prime distribution. The upsilon distribution finds application in…
We give a new construction of free distributive p-algebras. Our construction relies on a detailed description of completely meet-irreducible congruences, so it is purely universal algebraic. It yields a normal form theorem for p-algebra…
We establish a central limit theorem for the sum of $\epsilon$-independent random variables, extending both the classical and free probability setting. Central to our approach is the use of graphon limits to characterize the limiting…
The theory of random matrices with eigenvalues distributed in the complex plane and more general "beta-ensembles" (logarithmic gases in 2D) is reviewed. The distribution and correlations of the eigenvalues are investigated in the large N…
The probabilities for gaps in the eigenvalue spectrum of finite $ N\times N $ random unitary ensembles on the unit circle with a singular weight, and the related hermitian ensembles on the line with Cauchy weight, are found exactly. The…
We analyze eigenvalues fluctuations of the Laplacian of various networks under the random matrix theory framework. Analyses of random networks, scale-free networks and small-world networks show that nearest neighbor spacing distribution of…
In this text, we consider random permutations which can be written as free words in several independent random permutations: firstly, we fix a non trivial word $w$ in letters $g_1,g_1^{-1},..., g_k,g_k^{-1}$, secondly, for all $n$, we…
In the context of the integration over algebras introduced in a previous paper, we obtain several results for a particular class of associative algebras with identity. The algebras of this class are called self-conjugated, and they include,…
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…
We present an algorithm for the following problem: given a context-free grammar for the word problem of a virtually free group $G$, compute a finite graph of groups $\mathcal{G}$ with finite vertex groups and fundamental group $G$. Our…
Distance correlation is a measure of dependence between two paired random vectors or matrices of arbitrary, not necessarily equal, dimensions. Unlike Pearson correlation, the population distance correlation coefficient is zero if and only…
We consider generic optimal Bayesian inference, namely, models of signal reconstruction where the posterior distribution and all hyperparameters are known. Under a standard assumption on the concentration of the free energy, we show how…
Let 1\leq p<2 and let L_p=L_p[0,1] be the classical L_p-space of all (classes of) p-integrable functions on [0,1]. It is known that a sequence of independent copies of a mean zero random variable f from L_p spans in L_p a subspace…
We calculate the autocorrelation functions (or shifted moments) of the characteristic polynomials of matrices drawn uniformly with respect to Haar measure from the groups U(N), O(2N) and USp(2N). In each case the result can be expressed in…
A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…
The Mahonian statistic is the number of inversions in a permutation of a multiset with $a_i$ elements of type $i$, $1\le i\le m$. The counting function for this statistic is the $q$ analog of the multinomial coefficient…