Related papers: Random matrices, free probability and the invarian…
Consider an n by n matrix x_ij, and consider the quantity || x_{i,pi(i)} ||_X where X is a symmetric sequence space as a random variable where the permutation pi is chosen randomly. This was considered by Kwapien and Schutt, and we extend…
We show that if A is a Hilbert-space operator, then the set of all projections onto hyperinvariant subspaces of A, which is contained in the von Neumann algebra vN(A) that is generated by A, is independent of the representation of vN(A),…
We follow a stream of the history of positive matrices and positive functionals, as applied to algebraic sums of squares decompositions, with emphasis on the interaction between classical moment problems, function theory of one or several…
We review elementary properties of random matrices and discuss widely used mathematical methods for both hermitian and nonhermitian random matrix ensembles. Applications to a wide range of physics problems are summarized. This paper…
In his seminal 1962 paper on the ``threefold way'', Freeman Dyson classified the spaces of matrices that support the random matrix ensembles deemed relevant from the point of view of classical quantum mechanics. Recently, Heinzner,…
The concept of freeness was introduced by Voiculescu in the context of operator algebras. Later it was observed that it is also relevant for large random matrices. We will show how the combination of various free probability results with a…
This review article provides an overview of random matrix theory (RMT) with a focus on its growing impact on the formulation and inference of statistical models and methodologies. Emphasizing applications within high-dimensional statistics,…
We extend the $\lambda$-theory of operator spaces given by Defant and Wiesner (2014), that generalizes the notion of the projective, Haagerup and Schur tensor norm for operator spaces to matrix ordered spaces and Banach $*$-algebras. Given…
Free probability theory started in the 1980s has attracted much attention lately in signal processing and communications areas due to its applications in large size random matrices. However, it involves with massive mathematical concepts…
We study (von Neumann) regular $^*$-subalgebras of $B(H)$, which we call R$^*$-algebras. The class of R$^*$-algebras coincides with that of "E$^*$-algebras that are pre-C$^*$-algebras" in the sense of Z. Sz\H{u}cs and B. Tak\'acs. We give…
Randomized algorithms for very large matrix problems have received a great deal of attention in recent years. Much of this work was motivated by problems in large-scale data analysis, and this work was performed by individuals from many…
These notes cover the contents of three survey lectures held at the ICTP Trieste Summer school on High dimensional manifold theory 2001. They introduce techniques coming from the theory of operator algebras. We will focus on the basic…
In this article we give a short and informal overview of some aspects of the theory of C*- and von Neumann algebras. We also mention some classical results and applications of these families of operator algebras.
This article is an introduction to newly discovered relations between volumes of moduli spaces of Riemann surfaces or super Riemann surfaces, simple models of gravity or supergravity in two dimensions, and random matrix ensembles. (The…
These lecture notes provide a comprehensive, self-contained introduction to the analysis of Wishart matrix moments. This study may act as an introduction to some particular aspects of random matrix theory, or as a self-contained exposition…
We initiate and study the theory of ``real decomposable maps" between real operator systems. Formally, this is new even in the complex case, which hitherto has restricted itself to the case where the systems are complex C*-algebras. We…
We analyze semigroups of decomposable maps on C*-algebras in context of the algebraic structure of associated infinitesimal generators. Case of von Neumann algebras, including $B(\mathcal{H})$ for $\mathcal{H}$ a Hilbert space, is also…
The method of Feynman-Kac perturbation of quantum stochastic processes has a long pedigree, with the theory usually developed within the framework of processes on von Neumann algebras. In this work, the theory of operator spaces is…
It is a classical result of Wigner that for an hermitian matrix with independent entries on and above the diagonal, the mean empirical eigenvalue distribution converges weakly to the semicircle law as matrix size tends to infinity. In this…
In this short note we collect together known results on the use of Random Matrix Theory in lattice statistical mechanics. The purpose here is two fold. Firstly the RMT analysis provides an intrinsic characterization of integrability, and…