Related papers: Random rearrangements and operators
The present work provides an original framework for random matrix analysis based on revisiting the concentration of measure theory from a probabilistic point of view. By providing various notions of vector concentration ($q$-exponential,…
We study linear operators on a finite-dimensional space whose Kippenhahn curves consist of concentric circles centered at the origin. We say that such operators have Circularity property. One class of examples is rotationally invariant…
A rearrangement of $n$ independent uniform $[0,1]$ random variables is a sequence of $n$ random variables $Y_1,...,Y_n$ whose vector of order statistics has the same distribution as that for the $n$ uniforms. We consider rearrangements…
The random matrix ensembles are applied to the quantum statistical two-dimensional systems of electrons. The quantum systems are studied using the finite dimensional real, complex and quaternion Hilbert spaces of the eigenfunctions. The…
The property of being shift invariant and being reflexive or transitive in the case of the space of (asymmetric) truncated Toeplitz operators, and the space of (asymmetric) dual truncated operators is investigated. Most of the results…
Fix $b\in (0,\infty)$ and $p\in (1,\infty)$. Let $\phi$ be a positive measurable function on $I_b:=(0,b)$. Define the Lorentz Gamma norm, $\r_{p,\phi}$, at the measurable function $f:\R+\to\R+$ by…
Let $\Rx$ denote the ring of polynomials in $g$ freely non-commuting variables $x=(x_1,...,x_g)$. There is a natural involution * on $\Rx$ determined by $x_j^*=x_j$ and $(pq)^*=q^* p^*$ and a free polynomial $p\in\Rx$ is symmetric if it is…
We prove the conjecture of Baik, Deift, and Johansson which says that with respect to the Plancherel measure on the set of partitions of $n$, the 1st, 2nd, and so on, rows behave, suitably scaled, like the 1st, 2nd, and so on, eigenvalues…
We define a natural ensemble of trace preserving, completely positive quantum maps and present algorithms to generate them at random. Spectral properties of the superoperator Phi associated with a given quantum map are investigated and a…
We consider an ensemble of $2\times 2$ normal matrices with complex entries representing operators in the quantum mechanics of 2 - level parity-time reversal (PT) symmetric systems. The randomness of the ensemble is endowed by obtaining…
Various ensembles of random matrices with independent entries are analyzed by the replica formalism in the large-N limit. A result on the Laplacian random matrix with Wigner-rescaling is generalized to arbitrary probability distribution.
We review the ideas of how random matrix theory has to be properly applied to quantum physics; particularly we focus on how the spectrum has to be properly prepared and the random matrix correctly identified before the random matrix and the…
Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…
Let $M_n$ be a $n \times n$ Wigner or sample covariance random matrix, and let $\mu_1(M_n), \mu_2(M_n), ..., \mu_n(M_n)$ denote the unordered eigenvalues of $M_n$. We study the fluctuations of the partial linear eigenvalue statistics $$…
We consider random matrices that have invariance properties under the action of unitary groups (either a left-right invariance, or a conjugacy invariance), and we give formulas for moments in terms of functions of eigenvalues. Our main tool…
We consider random stochastic matrices $M$ with elements given by $M_{ij}=|U_{ij}|^2$, with $U$ being uniformly distributed on one of the classical compact Lie groups or associated symmetric spaces. We observe numerically that, for large…
A sum of a large-dimensional random matrix polynomial and a fixed low-rank matrix polynomial is considered. The main assumption is that the resolvent of the random polynomial converges to some deterministic limit. A formula for the limit of…
We study the behaviour on rearrangement-invariant spaces of such classical operators of interest in harmonic analysis as the Hardy-Littlewood maximal operator (including the fractional version), the Hilbert and Stieltjes transforms, and the…
Let $A$ be a permutation invariant random matrix and $B$ another random matrix. We give a quantitative bound on the difference between the diagonal of the resolvent of $A+B$ and the diagonal of the resolvent of the free sum with…
We define, in the frame of an abstract Wiener space, the notions of convexity and of concavity for the equivalence classes of random variables. As application we show that some important inequalities of the finite dimensional case have…