相关论文: Tensor free probability theory: asymptotic tensor …

In this report we discuss some results of non--commutative (quantum) probability theory relating the various notions of statistical independence and the associated quantum central limit theorems to different aspects of mathematics and…

In this paper, we investigate the asymptotic stability of finite-dimensional stochastic integrable Hamiltonian systems via information entropy. Specifically, we establish the asymptotic vanishing of Shannon entropy difference (with…

We study the addditon problem for strongly matricially free random variables which generalize free random variables. Using operators of Toeplitz type, we derive a linearization formula for the `matricial R-transform' related to the…

The local eigenvalue statistics of large random matrices near a hard edge transitioning into a soft edge are described by the Bessel process associated with a large parameter $\alpha$. For this point process, we obtain 1) exponential moment…

In this review we summarise recent results for the complex eigenvalues and singular values of finite products of finite size random matrices, their correlation functions and asymptotic limits. The matrices in the product are taken from…

We propose a new class of models for random permutations, which we call log-linear models, by the analogy with log-linear models used in the analysis of contingency tables. As a special case, we study the family of all Luce-decomposable…

We generalize Lindeberg's proof of the central limit theorem to an invariance principle for arbitrary smooth functions of independent and weakly dependent random variables. The result is applied to get a similar theorem for smooth functions…

Frequentists' inference often delivers point estimators associated with confidence intervals or sets for parameters of interest. Constructing the confidence intervals or sets requires understanding the sampling distributions of the point…

In this paper we propose a model of random compositions of cylinder maps, which in the simplified form is as follows: let $(\theta,r)\in \mathbb T\times \mathbb R=\mathbb A$ and \[ f_{\pm 1}:…

The Littlewood--Richardson process is a discrete random point process arising from the isotypic decomposition of tensor products of irreducible representations of $\operatorname{GL}_N(\mathbb{C})$. Biane--Perelomov--Popov matrices are…

Many problems in high-dimensional statistics appear to have a statistical-computational gap: a range of values of the signal-to-noise ratio where inference is information-theoretically possible, but (conjecturally) computationally…

Random matrix theory (RMT) is based on two assumptions: (1) matrix-element independence, and (2) base invariance. Most of the proposed generalizations keep the first assumption and violate the second. Recently, several authors presented…

A new unbiased Monte Carlo technique called Tensor Network Monte Carlo (TNMC) is introduced based on sampling all possible renormalizations (or course-grainings) of tensor networks, in this case matrix-product states. Tensor networks are a…

We show that, under mild assumptions, the spectrum of a sum of independent random matrices is close to that of the Gaussian random matrix whose entries have the same mean and covariance. This nonasymptotic universality principle yields…

Rank correlations have found many innovative applications in the last decade. In particular, suitable rank correlations have been used for consistent tests of independence between pairs of random variables. Using ranks is especially…

We study the asymptotic behavior of the free cumulants (in the sense of free probability theory of Voiculescu) of Jucys--Murphy elements--or equivalently--of the transition measure associated with a Young diagram. We express these cumulants…

We present a genus expansion-type expression for the expected values of products of traces of expressions involving Haar-distributed orthogonal matrices. As with other real genus expansions, nonorientable surfaces appear, in addition to the…

We investigate the dependence of the center-of-mass tomogram of a system with many degrees of freedom $N$ on the Planck constant $\hbar $. It is shown that to use the central limit theorem under taking the limit $N\to +\infty $ one should…

We consider a scheme of equiprobable allocation of particles into cells by sets. The Edgeworth type asymptotic expansion in the local central limit theorem for a number of empty cells left after allocation of all sets of particles is…

Cyclic monotone independence is an algebraic notion of noncommutative independence, introduced in the study of multi-matrix random matrix models with small rank. Its algebraic form turns out to be surprisingly close to monotone…