相关论文: Weingarten calculus via orthogonality relations: n…
Given a word $w(x_{1},\ldots,x_{r})$, i.e., an element in the free group on $r$ elements, and an integer $d\geq1$, we study the characteristic polynomial of the random matrix $w(X_{1},\ldots,X_{r})$, where $X_{i}$ are Haar-random…
Motivated by recent results in random matrix theory we will study the distributions arising from products of complex Gaussian random matrices and truncations of Haar distributed unitary matrices. We introduce an appropriately general class…
Calder\'on-Zygmund theory has been traditionally developed on metric measure spaces satisfying additional regularity properties. In the lack of good metrics, we introduce a new approach for general measure spaces which admit a Markov…
We find a combinatorial formula for the Haar functional of the orthogonal and unitary quantum groups. As an application, we consider diagonal coefficients of the fundamental representation, and we investigate their spectral measures.
The Wishart model of random covariance or correlation matrices continues to find ever more applications as the wealth of data on complex systems of all types grows. The heavy tails often encountered prompt generalizations of the Wishart…
We summarize significant classical results on (in)determinacy of measures in terms of their finite positive integer order moments. Well-known is the role of the smallest eigenvalues of Hankel matrices, starting from Hamburger's results a…
The problem of calculating the scaled limit of the joint moments of the characteristic polynomial, and the derivative of the characteristic polynomial, for matrices from the unitary group with Haar measure first arose in studies relating to…
In 1934, the American statistician Samuel S. Wilks derived remarkable formulas for the joint moments of embedded principal minors of sample covariance matrices in multivariate Gaussian populations, and he used them to compute the moments of…
We show that the mixing times of random walks on compact groups can be used to obtain concentration inequalities for the respective Haar measures. As an application, we derive a concentration inequality for the empirical distribution of…
Asymptotic freeness of independent Haar distributed unitary matrices was discovered by Voiculescu. Many refinements have been obtained, including strong asymptotic freeness of random unitaries and strong asymptotic freeness of random…
We use the idea of a Wigner surmise to compute approximate distributions of the first eigenvalue in chiral Random Matrix Theory, for both real and complex eigenvalues. Testing against known results for zero and maximal non-Hermiticity in…
The RV coefficient measures the similarity between two multivariate configurations, and its significance testing has attracted various proposals in the last decades. We present a new approach, the invariant orthogonal integration,…
In this paper we construct scalar cumulants for stable random matrix models with single trace interactions of arbitrarily high even order by Weingarten calculus. We obtain explicit and convergent expansions for these scalar cumulants in the…
A theorem of E.Lerman and S.Tolman, generalizing a result of T.Delzant, states that compact symplectic toric orbifolds are classified by their moment polytopes, together with a positive integer label attached to each of their facets. In…
A new parametrization (one-to-one onto map) of compact wavelet matrices of rank $m$ and of order and degree $N$ is proposed in terms of coordinates in the Euclidian space $R^{(m-1)N}$. The developed method depends on Wiener-Hopf…
The Wigner time delay is a measure of the time spent by a particle inside the scattering region of an open system. For chaotic systems, the statistics of the individual delay times (whose average is the Wigner time delay) are thought to be…
The iterative algorithm recently proposed by Waxman for solving eigenvalue problems, which relies on the method of moments, has been modified to improve its convergence considerably without sacrificing its benefits or elegance. The…
We construct the unitary analogue of orthogonal calculus developed by Weiss, utilising model categories to give a clear description of the intricacies in the equivariance and homotopy theory involved. The subtle differences between real and…
Let $M_n$ be an $n\times n$ real (resp. complex) Wigner matrix and $U_n\Lambda_n U_n^*$ be its spectral decomposition. Set $(y_1,y_2...,y_n)^T=U_n^*x$, where $x=(x_1,x_2,...,$ $x_n)^T$ is a real (resp. complex) unit vector. Under the…
We provide a compact proof of the recent formula of Collins and Matsumoto for the Weingarten matrix of the orthogonal group using Jucys-Murphy elements.