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

In this paper we consider a new normalization of matrices obtained by choosing distinct codewords at random from linear codes over finite fields and find that under some natural algebraic conditions of the codes their empirical spectral…

We propose the Wishart planted ensemble, a class of zero-field Ising models with tunable algorithmic hardness and specifiable (or planted) ground state. The problem class arises from a simple procedure for generating a family of random…

We analyse the spectrum of additive finite-rank deformations of $N \times N$ Wigner matrices $H$. The spectrum of the deformed matrix undergoes a transition, associated with the creation or annihilation of an outlier, when an eigenvalue…

We show that the derivative of the logarithm of the average characteristic polynomial of a diffusing Wishart matrix obeys an exact partial differential equation valid for an arbitrary value of N, the size of the matrix. In the large N…

By generalizing the Drinfeld-Sokolov reduction a large class of $W$ algebras can be constructed. We introduce 'finite' versions of these algebras by Poisson reducing Kirillov Poisson structures on simple Lie algebras. A closed and…

We introduce a novel combinatorial method to study $Q^{**}$-transformations of group presentations or, equivalently, 3-deformations of CW-complexes of dimension 2. Our procedure is based on a refinement of discrete Morse theory that gives a…

Let $\mathbf{W}_1$ and $\mathbf{W}_2$ be independent $n\times n$ complex central Wishart matrices with $m_1$ and $m_2$ degrees of freedom respectively. This paper is concerned with the extreme eigenvalue distributions of double-Wishart…

This paper adapts the recently developed rigorous application of the supersymmetric transfer matrix approach for the 1d band matrices to the case of the orthogonal symmetry. We consider $N\times N$ block band matrices consisting of $W\times…

The barrier billiard is the simplest example of pseudo-integrable models with interesting and intricate classical and quantum properties. Using the Wiener-Hopf method it is demonstrated that quantum mechanics of a rectangular billiard with…

By exploring the description of chiral blocks in terms of co-invariants, a derivation of the Verlinde formula for WZW models is obtained which is entirely based on the representation theory of affine Lie algebras. In contrast to existing…

By quantizing the generalized Drinfeld-Sokolov reduction scheme for arbitrary $sl_2$ embeddings we show that a large set $\cal W$ of quantum W algebras can be viewed as (BRST) cohomologies of affine Lie algebras. The set $\cal W$ contains…

We study the asymptotics of sums of matricially free random variables called random pseudomatrices, and we compare it with that of random matrices with block-identical variances. For objects of both types we find the limit joint…

We point out, and draw some consequences of, the fact that the Poisson Lie group G* dual to G=GL_n(C) (with its standard complex Poisson structure) may be identified with a certain moduli space of meromorphic connections on the unit disc…

We are interested in the distribution of Wishart samples after forgetting their scaling factors. We call such a distribution a projective Wishart distribution. We show that projective Wishart distributions have strong links with the…

We use free probability to compute the limiting spectral properties of the harmonic mean of $n$ i.i.d. Wishart random matrices $\mathbf{W}_i$ whose limiting aspect ratio is $\gamma \in (0,1)$ when $\mathbb{E}[\mathbf{W}_i] = \mathbf{I}$. We…

Wishart random matrices are often used to model multivariate systems in physics, finance, biology and wireless communication. Extreme value statistics, such as those of the smallest eigenvalue, can be used to test the accuracy of the model.…

We study a class of Hermitian random matrices which includes and generalizes Wigner matrices, heavy-tailed random matrices, and sparse random matrices such as the adjacency matrices of Erdos-Renyi random graphs with p ~ 1/N. Our NxN random…

We investigate random matrices whose entries are obtained by applying a nonlinear kernel function to pairwise inner products between $n$ independent data vectors, drawn uniformly from the unit sphere in $\mathbb{R}^d$. This study is…

We construct the classical W-algebras for some non-abelian Toda systems associated with the Lie groups GL(2n,R) and Sp(n,R). We start with the set of characteristic integrals and find the Poisson brackets for the corresponding Hamiltonian…

We call a matrix completely mixable if the entries in its columns can be permuted so that all row sums are equal. If it is not completely mixable, we want to determine the smallest maximal and largest minimal row sum attainable. These…