相关论文: The Weingarten Calculus

We obtain algorithms for computing Tverberg partitions based on centerpoint approximations. This applies to a wide range of convexity spaces, from the classic Euclidean setting to geodetic convexity in graphs. In the Euclidean setting, we…

The present work is inspired by three interrelated themes: Weingarten calculus for integration over unitary groups, monotone Hurwitz numbers which enumerate certain factorisations of permutations into transpositions, and Jucys-Murphy…

We give a detailed account of the classical Van Kampen method for computing presentations of fundamental groups of complements of complex algebraic curves, and of a variant of this method, working with arbitrary projections (even with…

We discuss an extension of the Weingarten formula, to the case of noncommutative homogeneous spaces, under suitable "easiness" assumptions. The spaces that we consider are noncommutative algebraic manifolds, generalizing the spaces of type…

We study the equational theory of the Weihrauch lattice with composition and iterations, meaning the collection of equations between terms built from variables, the lattice operations $\sqcup$, $\sqcap$, the composition operator $\star$ and…

A recently derived approach to the tensor reduction of 5-point one-loop Feynman integrals expresses the tensor coefficients by scalar 1-point to 4-point Feynman integrals completely algebraically. In this letter we derive extremely compact…

For a random matrix following a Wishart distribution, we derive formulas for the expectation and the covariance matrix of compound matrices. The compound matrix of order $m$ is populated by all $m\times m$-minors of the Wishart matrix. Our…

We investigate the method of conjugate gradients, exploiting inaccurate matrix-vector products, for the solution of convex quadratic optimization problems. Theoretical performance bounds are derived, and the necessary quantities occurring…

A conversion matrix approach to solving network problems involving time-varying circuit components is applied to the method of moments for electromagnetic scattering analysis. Detailed formulations of this technique's application to the…

We study moments of characteristic polynomials of truncated Haar distributed matrices from the three classical compact groups O(N), U(N) and Sp(2N). For finite matrix size we calculate the moments in terms of hypergeometric functions of…

A problem that is frequently encountered in a variety of mathematical contexts, is to find the common invariant subspaces of a single, or set of matrices. A new method is proposed that gives a definitive answer to this problem. The key idea…

We analyze equilibration times of subsystems of a larger system under a random total Hamiltonian, in which the basis of the Hamiltonian is drawn from the Haar measure. We obtain that the time of equilibration is of the order of the inverse…

In this paper we study moment sequences of matrix-valued measures on compact intervals. A complete parametrization of such sequences is obtained via a symmetric version of matricial canonical moments. Furthermore, distinguished extensions…

Composed ensembles of random unitary matrices are defined via products of matrices, each pertaining to a given canonical circular ensemble of Dyson. We investigate statistical properties of spectra of some composed ensembles and demonstrate…

We consider the canonical Wiener-Hopf factorisation of $2 \times 2$ symmetric matrices $\mathcal M$ with respect to a contour $\Gamma$. For the case that the quotient $q$ of the two diagonal elements of $\mathcal M$ is a rational function,…

We present an efficient method for the computation of homogenized coefficients of divergence-form operators with random coefficients. The approach is based on a multiscale representation of the homogenized coefficients. We then implement…

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.…

In the first part of these notes, we review some of the recent developments in the study of the spectral properties of Wigner matrices. In the second part, we present a new proof of a Wegner estimate for the eigenvalues of a large class of…

Based on a student research project this article gives a short review on Wishart processes. A Wishart procces is a matrix valued continuous time stochastic process with a marginal Wishart distribution. The Wishart distribution is a matrix…

In this article we give a unified treatment of the construction of all possible Weitzenb\"ock formulas for all irreducible, non--symmetric holonomy groups. The resulting classification is two--fold, we construct explicitly a basis of the…