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

Wishart ensemble is a useful and important random matrix model used in diverse fields. By realizing induced random mixed quantum states as Wishart ensemble with the fixed-trace one, using matrix integral technique we give a fast track to…

Generalised uncorrelated Wishart matrices are formed out of rectangular standard Gaussian data matrices with a certain pattern of zero entries. Development of the theory in the real and complex cases has proceeded along separate line. For…

How much dependence is there in the prime factorization of a random integer distributed uniformly from 1 to n? How much dependence is there in the decomposition into cycles of a random permutation of n points? What is the relation between…

The spontaneous magnetization of a two-dimensional lattice model can be expressed in terms of the partition function $W$ of a system with fixed boundary spins and an extra weight dependent on the value of a particular central spin. For the…

We show how the replica method can be used to compute the asymptotic eigenvalue spectrum of a real Wishart product matrix. For unstructured factors, this provides a compact, elementary derivation of a polynomial condition on the Stieltjes…

We consider random hermitian matrices made of complex blocks. The symmetries of these matrices force them to have pairs of opposite real eigenvalues, so that the average density of eigenvalues must vanish at the origin. These densities are…

Let $G$ be a transitive permutation group on $\Omega$. The $G$-invariant partitions form a sublattice of the lattice of all partitions of $\Omega$, having the further property that all its elements are uniform (that is, have all parts of…

A new scheme is presented for imposing periodic boundary conditions on unit cells with arbitrary source distributions. We restrict our attention here to the Poisson, modified Helmholtz, Stokes and modified Stokes equations. The approach…

We study modular properties of the AdS3 WZNW model. Although the Euclidean partition function is modular invariant, the characters on the Euclidean torus are ill-defined and their modular transformations are unknown. We reconsider the…

Let $\mathbf{X}\in\mathbb{C}^{n\times m}$ ($m\geq n$) be a random matrix with independent columns each distributed as complex multivariate Gaussian with zero mean and {\it single-spiked} covariance matrix $\mathbf{I}_n+ \eta…

We study large random matrices with i.i.d. entries conditioned to have prescribed row and column sums (margins), a problem connected to relative entropy minimization, Schr\"odinger bridges, contingency tables, and random graphs with given…

Given a matrix polynomial $W(x)$, matrix bi-orthogonal polynomials with respect to the sesquilinear form $\langle P(x),Q(x)\rangle_W=\int P(x) W(x)\operatorname{d}\mu(x)(Q(x))^{\top}$, $P(x),Q(x)\in\mathbb R^{p\times p}[x]$, where $\mu(x)$…

The Modified Tetrahedron Equation (MTE) with affine Weyl quantum variables at N-th root of unity is solved by a rational mapping operator which is obtained from the solution of a linear problem. We show that the solutions can be…

We present a new approach, based on graphon theory, to finding the limiting spectral distributions of general Wigner-type matrices. This approach determines the moments of the limiting measures and the equations of their Stieltjes…

The tensor flattenings appear naturally in quantum information when one produces a density matrix by partially tracing the degrees of freedom of a pure quantum state. In this paper, we study the joint $^*$-distribution of the flattenings of…

Necessary conditions for the existence of non-central Wishart distributions are given. Our method relies on positivity properties of spherical polynomials on Euclidean Jordan Algebras and advances an approach by Peddada and Richards (1991),…

We investigate the fluctuations of linear spectral statistics of a Wigner matrix $W\_N$ deformed by a deterministic diagonal perturbation $D\_N$, around a deterministic equivalent which can be expressed in terms of the free convolution…

We address two linked problems at the interface of quantum topology and number theory: deriving asymptotic expansions of the Witten--Reshetikhin--Turaev invariants for 3-manifolds and establishing quantum modularity of false theta…

We consider the dispersionless limit of the recently introduced multi-component Pfaff-Toda hierarchy. Its dispersionless version is a set of nonlinear differential equations for the dispersionless limit of logarithm of the tau-function (the…

We study the diffusion of complex Wishart matrices and derive a partial differential equation governing the behavior of the associated averaged characteristic polynomial. In the limit of large size matrices, the inverse Cole-Hopf transform…