相关论文: Spectrum of deformed random matrices and free prob…

We consider the additive superimposition of an extensive number of independent Euclidean Random Matrices in the high-density regime. The resolvent is computed with techniques from free probability theory, as well as with the replica method…

In this paper we provide a conceptual overview of latent variable models within a probabilistic modeling framework, an overview that emphasizes the compositional nature and the interconnectedness of the seemingly disparate models commonly…

We develop a theory for the eigenvalue density of arbitrary non-Hermitian Euclidean matrices. Closed equations for the resolvent and the eigenvector correlator are derived. The theory is applied to the random Green's matrix relevant to wave…

We review a collection of models of random simplicial complexes together with some of the most exciting phenomena related to them. We do not attempt to cover all existing models, but try to focus on those for which many important results…

We study high-dimensional sample covariance matrices based on independent random vectors with missing coordinates. The presence of missing observations is common in modern applications such as climate studies or gene expression…

The asymptotic freeness of independent unitarily invariant $N\times N$ random matrices holds in expectation up to $O(N^{-2})$. An already known consequence is the infinitesimal freeness in expectation. We put in evidence another consequence…

The general relationship between an arbitrary frequency distribution and the expectation value of the frequency distributions of its samples is esablished. A set of combinations of expectation values whose value does not in general depend…

There has been quite some activity and progress concerning spectral asymptotics of random operators that are defined on percolation subgraphs of different types of graphs. In this short survey we record some of these results and explain the…

The physical meaning of bare and dressed scattering matrix singularities has been investigated. Special attention has been attributed to the role of well known invariance of scattering matrix with respect to the field transformation of the…

We investigate joint spectral characteristics of a family of matrices $\mathcal F $, associated with products in the semigroup generated by $\mathcal F$. In the literature, extremal measures such as the well-known joint spectral radius and…

The paper presents a new theory of unfolding of eigenvalue surfaces of real symmetric and Hermitian matrices due to an arbitrary complex perturbation near a diabolic point. General asymptotic formulae describing deformations of a conical…

We present a definition for second-order freeness in the quaternionic case. We demonstrate that this definition on a second-order probability space is asymptotically satisfied by independent symplectically invariant quaternionic matrices.…

We analyze properties of non-hermitian matrices of size M constructed as square submatrices of unitary (orthogonal) random matrices of size N>M, distributed according to the Haar measure. In this way we define ensembles of random matrices…

We study the joint spectral properties of two coupled random matrices $H^{(1)}$ and $H^{(2)}$, which are either real symmetric or complex Hermitian. The entries of these matrices exhibit polynomially decaying correlations, both within each…

We consider the spectral radius of a large random matrix $X$ with independent, identically distributed entries. We show that its typical size is given by a precise three-term asymptotics with an optimal error term beyond the radius of the…

In this paper, we consider the singular values and singular vectors of finite, low rank perturbations of large rectangular random matrices. Specifically, we prove almost sure convergence of the extreme singular values and appropriate…

This is the first of two papers that introduce a deformation theoretic framework to explain and broaden a link between homotopy algebra and probability theory. In this paper, cumulants are proved to coincide with morphisms of homotopy…

Let M be a B-probability space. Assume that B itself is a D-probability space; then M can be viewed as a D-probability space as well. Let X be in M. We characterize freeness of X from B with amalgamation over D in terms of a certain…

We discuss a random matrix model of systems with an approximate symmetry and present the spectral fluctuation statistics and eigenvector characteristics for the model. An acoustic resonator like, e.g., an aluminium plate may have an…

Using the diagrammatic method, we derive a set of self-consistent equations that describe eigenvalue distributions of large correlated asymmetric random matrices. The matrix elements can have different variances and be correlated with each…