相关论文: Vertices from replica in a random matrix theory

Random matrices in the large N expansion and the so-called double scaling limit can be used as toy models for quantum gravity: 2D quantum gravity coupled to conformal matter. This has generated a tremendous expansion of random matrix…

We analyse products of random $R\times R$ matrices by means of a variant of the replica trick which was recently introduced for one-dimensional disordered Ising models. The replicated transfer matrix can be block-diagonalized with help of…

A new generalized matrix inverse is derived which is consistent with respect to arbitrary nonsingular diagonal transformations, e.g., it preserves units associated with variables under state space transformations, thus providing a general…

The generalized complex numbers can be realized in terms of $2\times2$ or higher-order matrices and can be exploited to get different ways of looking at the trigonometric functions. Since Chebyshev polynomials are linked to the power of…

Many star bodies have convex subsets with approximately the same Gaussian measure (of the complement). Inspired by this phenomenon, and in connection with the randomized Dvoretzky theorem for Lorentz spaces, we derive bounds on the…

In this work, we study a class of random matrices which interpolate between the Wigner matrix model and various types of patterned random matrices such as random Toeplitz, Hankel, and circulant matrices. The interpolation mechanism is…

In this paper we present a convergence rate analysis of inexact variants of several randomized iterative methods. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic…

We present Bayesian techniques for solving inverse problems which involve mean-square convergent random approximations of the forward map. Noisy approximations of the forward map arise in several fields, such as multiscale problems and…

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…

In Gaussian graphical models, the likelihood equations must typically be solved iteratively. We investigate two algorithms: A version of iterative proportional scaling which avoids inversion of large matrices, and an algorithm based on…

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…

We introduce a new notion of influence for symmetric convex sets over Gaussian space, which we term "convex influence". We show that this new notion of influence shares many of the familiar properties of influences of variables for monotone…

This article studies the convergence properties of trans-dimensional MCMC algorithms when the total number of models is finite. It is shown that, for reversible and some non-reversible trans-dimensional Markov chains, under mild conditions,…

This note demonstrates that it is possible to bound the expectation of an arbitrary norm of a random matrix drawn from the Stiefel manifold in terms of the expected norm of a standard Gaussian matrix with the same dimensions. A related…

We introduce a finite version of free probability for rectangular matrices that amounts to operations on singular values of polynomials. We show that we can replicate the transforms from free probability, and that asymptotically there is…

A sparse random block matrix model suggested by the Hessian matrix used in the study of elastic vibrational modes of amorphous solids is presented and analyzed. By evaluating some moments, benchmarked against numerics, differences in the…

The analogue of Kontsevich's matrix Airy function, with the cubic potential $\operatorname{Tr}\big(\Phi^3\big)$ replaced by a quartic term $\operatorname{Tr}\big(\Phi^4\big)$ with the same covariance, provides a toy model for quantum field…

We show certain correlators in generic one-matrix models define a notion of ``discrete'' volumes of the moduli space of Riemann surfaces, generalizing the connection between random matrices and JT gravity. We prove they obey a discrete,…

A study of the intersection theory on the moduli space of Riemann surfaces with boundary was recently initiated in a work of R. Pandharipande, J. P. Solomon and the third author, where they introduced open intersection numbers in genus 0.…

We present the explicit inverse of a class of symmetric tridiagonal matrices which is almost Toeplitz, except that the first and last diagonal elements are different from the rest. This class of tridiagonal matrices are of special interest…