相关论文: Block-modified Wishart matrices: the easy case
We present an exact formula for moments and cumulants of several real compound Wishart matrices in terms of an Euler characteristic expansion, similar to the genus expansion for complex random matrices. We consider their asymptotic values…
We introduce and study stochastic $N$-particle ensembles which are discretizations for general-$\beta$ log-gases of random matrix theory. The examples include random tilings, families of non-intersecting paths, $(z,w)$-measures, etc. We…
Consider a doubly-infinite array of iid centered variables with moment conditions, from which one can extract a finite number of rectangular, overlapping submatrices, and form the corresponding Wishart matrices. We show that under basic…
In this paper, we give a complete self-contained proof that the rigidity matrix of a symmetric bar and joint framework (as well as its transpose) can be transformed into a block-diagonalized form using techniques from group representation…
This work proposes a very simple random matrix model, the Flip Matrix Model, liable to approximate the behavior of a two dimensional electron in a weak random potential. Its construction is based on a phase space analysis, a suitable…
We define a symmetry map $\varphi$ on a unital $C^\ast$-algebra $\mathcal A$ to be an $\mathbb{R}$-linear map on $\mathcal A$ that generalizes transformations on matrices like: transpose, adjoint, complex-conjugation, conjugation by a…
We consider the complex eigenvalues of a Wishart type random matrix model $X=X_1 X_2^*$, where two rectangular complex Ginibre matrices $X_{1,2}$ of size $N\times (N+\nu)$ are correlated through a non-Hermiticity parameter $\tau\in[0,1]$.…
The paper is devoted to the derivation of random unitary matrices whose spectral statistics is the same as statistics of quantum eigenvalues of certain deterministic two-dimensional barrier billiards. These random matrices are extracted…
Recently, a new generalized family of infinite-dimensional $ \widetilde{W} $ algebras, each associated with a particular element of a commutative subalgebra of the $ W_{1+\infty} $ algebra, was described. This paper provides a comprehensive…
We propose an adjusted Wasserstein distributionally robust estimator -- based on a nonlinear transformation of the Wasserstein distributionally robust (WDRO) estimator in statistical learning. The classic WDRO estimator is asymptotically…
We study the $q\to\infty$ limit of the $q$-deformation of the WZW model on a compact simple and simply connected target Lie group. We show that the commutation relations of the $q\to\infty$ current algebra are underlied by certain affine…
Some tools and ideas are interchanged between random matrix theory and multivariate statistics. In the context of the random matrix theory, classes of spherical and generalised Wishart random matrix ensemble, containing as particular cases…
We study novel invariants of modular categories that are beyond the modular data, with an eye towards a simple set of complete invariants for modular categories. Our focus is on the $W$-matrix--the quantum invariant of a colored framed…
An exchangeable random matrix is a random matrix with distribution invariant under any permutation of the entries. For such random matrices, we show, as the dimension tends to infinity, that the empirical spectral distribution tends to the…
We study the spectrum of an asymmetric random matrix with block structured variances. The rows and columns of the random square matrix are divided into $D$ partitions with arbitrary size (linear in $N$). The parameters of the model are the…
We study {the} complex eigenvalues of the Wishart model defined for nonsymmetric correlation matrices. The model is defined for two statistically equivalent but different Gaussian real matrices, as $\mathsf{C}=\mathsf{AB}^{t}/T$, where…
Let $W_\pi$ be the lattice Lie algebra of Witt type associated with an additive inclusion $\pi: \mathbb{Z}^N \hookrightarrow \mathbb{C}^2$ with $N>1$. In this article, the classification of simple $\mathbb{Z}^N$-graded $W_\pi$-modules,…
We introduce new times in the monodromy preserving equations. While the usual times related to the moduli of complex structures of Riemann curves such as coordinates of marked points, we consider the moduli of generalized complex structures…
The matrix joint block diagonalization problem (JBDP) of a given matrix set $\mathcal{A}=\{A_i\}_{i=1}^m$ is about finding a nonsingular matrix $W$ such that all $W^{T} A_i W$ are block diagonal. It includes the matrix joint diagonalization…
In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parametrized non-extensive statistics power-law distribution are investigated. In the limit as q->1 the well known Gaussian…