相关论文: Asymptotic properties of random matrices and pseud…
In this paper we consider random block matrices, which generalize the general beta ensembles, which were recently investigated by Dumitriu and Edelmann (2002, 2005). We demonstrate that the eigenvalues of these random matrices can be…
We develop a new method for studying the asymptotics of symmetric polynomials of representation-theoretic origin as the number of variables tends to infinity. Several applications of our method are presented: We prove a number of theorems…
We present an alternative proof of asymptotic freeness of independent sample covariance matrices, when the dimension and the sample size grow at the same rate, by embedding these matrices into Wigner matrices of a larger order and using…
Recent work of Belinschi, Mai and Speicher resulted in a general algorithm to calculate the distribution of any selfadjoint polynomial in free variables. Since many classes of independent random matrices become asymptotically free if the…
We show that the partial transposes of complex Wishart random matrices are asymptotically free. We also investigate regimes where the number of blocks is fixed but the size of the blocks increases. This gives a example where the partial…
Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such…
Using new combinatorial techniques, we significantly improve the previous results on asymptotic distributions and asymptotic free independence relations of partial transposes of Wishart random matrices. In particular, we give a necessary…
We present a Gaussian ensemble of random cyclic matrices on the real field and study their spectral fluctuations. These cyclic matrices are shown to be pseudo-symmetric with respect to generalized parity. We calculate the joint probability…
A fundamental result of free probability theory due to Voiculescu and subsequently refined by many authors states that conjugation by independent Haar-distributed random unitary matrices delivers asymptotic freeness. In this paper we…
We study asymptotic distributions of large dimensional random matrices of the form $BB^{*}$, where $B$ is a product of $p$ rectangular random matrices, using free probability and combinatorics of colored labeled noncrossing partitions.…
The main results of this article are asymptotic formulas for the variance of the number of zeros of a Gaussian random polynomial of degree $N$ in an open set $U \subset C$ as the degree $N \to \infty$, and more generally for the zeros of…
Non-asymptotic theory of random matrices strives to investigate the spectral properties of random matrices, which are valid with high probability for matrices of a large fixed size. Results obtained in this framework find their applications…
We consider the spherical integral of real symmetric or Hermitian matrices when the rank of one matrix is one. We prove the existence of the full asymptotic expansions of these spherical integrals and derive the first and the second term in…
I study the product of independent identically distributed $D\times D$ random probability matrices. Some exact asymptotic results are obtained. I find that both the left and the right products approach exponentially to a probability…
Central limit theorems for the log-volume of a class of random convex bodies in $\mathbb{R}^n$ are obtained in the high-dimensional regime, that is, as $n\to\infty$. In particular, the case of random simplices pinned at the origin and…
This is a tutorial on some basic non-asymptotic methods and concepts in random matrix theory. The reader will learn several tools for the analysis of the extreme singular values of random matrices with independent rows or columns. Many of…
We show that an independent family of uniformly distributed random permutation matrices is asymptotically *-free from an independent family of square complex Gaussian matrices and from an independent family of complex Wishart matrices, and…
We give asymptotics for correlation sums linked with the distribution of squarefree numbers in arithmetic progressions over a fixed modulus. As a particular case we improve a result of Blomer concerning the variance.
We investigate the universality of singular value and eigenvalue distributions of matrix valued functions of independent random matrices and apply these general results in several examples. In particular we determine the limit distribution…
We take a random matrix theory approach to random sketching and show an asymptotic first-order equivalence of the regularized sketched pseudoinverse of a positive semidefinite matrix to a certain evaluation of the resolvent of the same…