相关论文: Vertices from replica in a random matrix theory
This thesis reviews recent progress on products of random matrices from the perspective of exactly solved Gaussian random matrix models. We derive exact formulae for the correlation functions for the eigen- and singular values at arbitrary…
In this paper, we give an elementary proof of the additivity of the functional inverses of the resolvents of large $N$ random matrices, using recently developed matrix model techniques. This proof also gives a very natural generalization of…
We calculate connected correlators in Gaussian orthogonal, unitary and symplectic random matrix ensembles by the replica method in the 1/N-expansion. We obtain averaged one-point Green's functions up to the next-to-leading order O(1/N) and…
The point process of vertices of an iteration infinitely divisible or more specifically of an iteration stable random tessellation in the Euclidean plane is considered. We explicitly determine its covariance measure and its pair-correlation…
We review some relations occurring between the combinatorial intersection theory on the moduli spaces of stable curves and the asymptotic behavior of the 't Hooft-Kontsevich matrix integrals. In particular, we give an alternative proof of…
The leading correction to the smoothed connected energy density-density correlation function is obtained for the large energy difference, within the context of the Gaussian Random Matrix Theory. In order to achieve this result, the…
For random matrix ensembles with non-gaussian matrix elements that may exhibit some correlations, it is shown that centered traces of polynomials in the matrix converge in distribution to a Gaussian process whose covariance matrix is…
This paper derives exponential tail bounds and polynomial moment inequalities for the spectral norm deviation of a random matrix from its mean value. The argument depends on a matrix extension of Stein's method of exchangeable pairs for…
Statistical physics approaches can be used to derive accurate predictions for the performance of inference methods learning from potentially noisy data, as quantified by the learning curve defined as the average error versus number of…
We investigate the joint convergence of independent random Toeplitz matrices with complex input entries that have a pair-correlation structure, along with deterministic Toeplitz matrices and the backward identity permutation matrix.…
The characteristic multi-dimensional integrals that represent physical quantities in random-matrix models, when calculated within the supersymmetry method, can be related to a class of integrals introduced in the context of two-dimensional…
We discuss an approach to compute the first and second moments of the number of eigenvalues $I_N$ that lie in an arbitrary interval of the real line for $N \times N$ Gaussian random matrices. The method combines the standard…
We investigate some geometric properties of the real algebraic variety $\Delta$ of symmetric matrices with repeated eigenvalues. We explicitly compute the volume of its intersection with the sphere and prove a Eckart-Young-Mirsky-type…
The intersection numbers of p-spin curves are computed through correlation functions of Gaussian ensembles of random matrices in an external matrix source. The p-dependence of intersection numbers is determined as polynomial in p; the large…
This paper explores variants of the subspace iteration algorithm for computing approximate invariant subspaces. The standard subspace iteration approach is revisited and new variants that exploit gradient-type techniques combined with a…
Training Gaussian process-based models typically involves an $ O(N^3)$ computational bottleneck due to inverting the covariance matrix. Popular methods for overcoming this matrix inversion problem cannot adequately model all types of latent…
We study a new class of matrix models, formulated on a lattice. On each site are $N$ states with random energies governed by a Gaussian random matrix Hamiltonian. The states on different sites are coupled randomly. We calculate the density…
We prove that for Gaussian random normal matrices the correlation function has universal behavior. Using the technique of orthogonal polynomials and identities similar to the Christoffel-Darboux formula, we find that in the limit, as the…
In a recent work, R. Pandharipande, J. P. Solomon and the second author have initiated a study of the intersection theory on the moduli space of Riemann surfaces with boundary. They conjectured that the generating series of the intersection…
This work addresses the problem of simulating Gaussian random fields that are continuously indexed over a class of metric graphs, termed graphs with Euclidean edges, being more general and flexible than linear networks. We introduce three…