Related papers: Truncations of random unitary matrices and Young t…
We prove two universality results for random tensors of arbitrary rank D. We first prove that a random tensor whose entries are N^D independent, identically distributed, complex random variables converges in distribution in the large N…
In this paper we establish an order statistics model of Young tableaux. Multiple integration over nested simplexes is applied to the enumeration of Young tableaux. A brief proof of Frobenius-Young's and Aitken's formulas is given. Partially…
In this paper, we establish an explicit isomorphism between the symmetric group algebra and the path algebra of the Young graph. Specifically, we construct a family of matrix units in the group algebra. As a main application of this…
The goal of these expository notes is to give an introduction to random matrices for non-specialist of this topic focusing on the link between random matrices and systems of particles in interaction. We first recall some general results…
The spectral moments of ensembles of sparse random block matrices are analytically evaluated in the limit of large order. The structure of the sparse matrix corresponds to the Erd\"os-Renyi random graph. The blocks are i.i.d. random…
We improve and expand in two directions the theory of norms on complex matrices induced by random vectors. We first provide a simple proof of the classification of weakly unitarily invariant norms on the Hermitian matrices. We use this to…
We assume that a finite set of moments of a random vector is given. Its underlying density is unknown. An algorithm is proposed for efficiently calculating Dirac mixture densities maintaining these moments while providing a homogeneous…
Transforms using random matrices have been found to have many applications. We are concerned with the projection of a signal onto Gaussian-distributed random orthogonal bases. We also would like to easily invert the process through…
It was recently proven that, in contrast to their matrix analogues, the moments of a real Gaussian tensor of size N do not in general factorize over their connected components in the asymptotic large N limit. While the original proof of…
In this paper, we develop a novel contraction framework for stability analysis of discrete-time nonlinear systems with parameters following stochastic processes. For general stochastic processes, we first provide a sufficient condition for…
Matrix completion is a classical problem that has received recurring interest across a wide range of fields. In this paper, we revisit this problem in an ultra-sparse sampling regime, where each entry of an unknown, $n\times d$ matrix $M$…
We derive new combinatorial identities which may be viewed as multivariate analogs of summation formulas for hypergeometric series. As in the previous paper [Re], we start with probability distributions on the space of the infinite Young…
We provide results on the mean and higher moments of immanants of submatrices of ensembles of Haar-distributed unitary matrices, mostly without proofs. This paper is based on a talk presented at ISQS29 in Prague in July 2025 by Trevor…
We show that the mixing times of random walks on compact groups can be used to obtain concentration inequalities for the respective Haar measures. As an application, we derive a concentration inequality for the empirical distribution of…
The purpose of the present paper is to establish moderate deviation principles for a rather general class of random variables fulfilling certain bounds of the cumulants. We apply a celebrated lemma of the theory of large deviations…
Since the 1970's, physicists and mathematicians who study random matrices in the GUE or GOE models are aware of intriguing connections between integrals of such random matrices and enumeration of graphs on surfaces. We establish a new…
Obtaining eigenvalues of permutations acting on the product space of $N$ representations of SU($n$) usually involves either diagonalising their representation matrices on total-weight subspaces or decomposing their characters, which can be…
We investigate the generalized moment membership problem for matrices, a formulation equivalent to Skolem's problem for linear recurrence sequences. We show decidability for orthogonal, unitary, and real eigenvalue matrices, and…
Embedded random matrix ensembles are generic models for describing statistical properties of finite isolated quantum many-particle systems. For the simplest spinless fermion (or boson) systems with say $m$ fermions (or bosons) in $N$ single…
This paper is a continuation of our previous investigation on the truncated matrix trigonometric moment problem in Ukrainian Math. J., 2011, 63, no.6, 786-797. In the present paper we obtain a Nevanlinna-type formula for this moment problem…