相关论文: Block-modified Wishart matrices: the easy case

These lecture notes provide a comprehensive, self-contained introduction to the analysis of Wishart matrix moments. This study may act as an introduction to some particular aspects of random matrix theory, or as a self-contained exposition…

We consider the effect of a partial transpose on the limit $*$-distribution of a Haar distributed random unitary matrix. If we fix, $b$, the number of blocks, we show that the partial transpose can be decomposed into a sum of $b$ matrices…

Let $X_N$ be a $N \times N$ real Wishart random matrix with aspect ratio $M/N$. The limit eigenvalue distribution of $X_N$ is the Marchenko-Pastur law with parameter $c = \lim_N M/N$. The limit moments $\{m_n\}_n$ are given by $m_n =…

We study the joint distribution of the set of all marginals of a random Wishart matrix acting on a tensor product Hilbert space. We compute the limiting free mixed cumulants of the marginals, and we show that in the balanced asymptotical…

We study the spectrum of generalized Wishart matrices, defined as $\mathbf{F}=( X Y^\top + Y X^\top)/2T$, where $X$ and $Y$ are $N \times T$ matrices with zero mean, unit variance IID entries and such that $\mathbb{E}[X_{it} Y_{jt}]=c…

Statistical inference for stochastic block models typically relies on the spectrum of the normalized adjacency matrix $\A^*$. In practice, the true probability matrix $\mathbf{B}$ is unknown and must be replaced by a plug-in estimator…

Applying the concept of matricial freeness which generalizes freeness in free probability, we have recently studied asymptotic joint distributions of symmetric blocks of Gaussian random matrices (Gaussian Symmetric Block Ensemble). This…

The degree of entanglement of random pure states in bipartite quantum systems can be estimated from the distribution of the extreme Schmidt eigenvalues. For a bipartition of size M\geq N, these are distributed according to a…

We investigate some genuine Poisson geometric objects in the modular theory of an arbitrary von Neumann algebra $\mathfrak{M}$. Specifically, for any standard form realization $(\mathfrak{M},\mathcal{H},J,\mathcal{P})$, we find a canonical…

Wishart ensembles of random matrix theory have been useful in modeling positive definite matrices encountered in classical and quantum chaotic systems. We consider nonzero means for the entries of the constituting matrix A which defines the…

Let W be a Wishart random matrix of size d^2 times d^2, considered as a block matrix with d times d blocks. Let Y be the matrix obtained by transposing each block of W. We prove that the empirical eigenvalue distribution of Y approaches a…

We introduce a family of matrices with non-commutative entries that generalize the classical real Wishart matrices. With the help of the Brauer product, we derive a non-asymptotic expression for the moments of traces of monomials in such…

Given a suitable collection of partitions of sets, there exists a connection to easy quantum groups via intertwiner maps. A sufficient condition for this correspondence to be one-to-one are particular linear independences on the level of…

We study limit distributions of independent random matrices as well as limit joint distributions of their blocks under normalized partial traces composed with classical expectation. In particular, we are concerned with the ensemble of…

Random matrix theory has become a cornerstone in modern statistics and data science, providing fundamental tools for understanding high-dimensional covariance structures. Within this framework, the Wishart matrix plays a central role in…

A non-Hermitean extension of paradigmatic Wishart random matrices is introduced to set up a theoretical framework for statistical analysis of (real, complex and real quaternion) stochastic time series representing two "remote" complex…

A Wishart matrix is said to be spiked when the underlying covariance matrix has a single eigenvalue $b$ different from unity. As $b$ increases through $b=2$, a gap forms from the largest eigenvalue to the rest of the spectrum, and with…

We consider the generation of the hierarchical charged lepton spectrum and anarchic neutrino masses and mixing angles in warped extra dimensional models with Randall-Sundrum metric. We have classified all possible cases giving rise to…

We give a constructive proof for the superbosonization formula for invariant random matrix ensembles, which is the supersymmetry analog of the theory of Wishart matrices. Formulas are given for unitary, orthogonal and symplectic symmetry,…

In 2005 J.L. Waldspurger proved the following theorem: given a finite real reflection group $W$, the closed positive root cone is tiled by the images of the open weight cone under the action of the linear transformations $id-w$. Shortly…