相关论文: Mock-Gaussian Behaviour for Linear Statistics of C…
Random matrices whose entries come from a stationary Gaussian process are studied. The limiting behavior of the eigenvalues as the size of the matrix goes to infinity is the main subject of interest in this work. It is shown that the…
We study the behavior of n-point functions of the primordial curvature perturbations, assuming our observed Universe is only a subset of a larger space with statistically homogeneous and isotropic perturbations. If the larger space has…
We prove lower bounds on the number of samples needed to privately estimate the covariance matrix of a Gaussian distribution. Our bounds match existing upper bounds in the widest known setting of parameters. Our analysis relies on the…
We study the limiting thermodynamic behavior of the normalized sums of spins in multi-species Curie-Weiss models. We find sufficient conditions for the limiting random vector to be Gaussian (or to have an exponential distribution of higher…
We compute quantitative bounds for measuring the discrepancy between the distribution of two min-max statistics involving either pairs of Gaussian random matrices, or one Gaussian and one Gaussian-subordinated random matrix. In the fully…
We discuss an approach to compute the first and second moments of the number of eigenvalues $I_N$ that lie in an arbitrary interval of the real line for $N \times N$ Gaussian random matrices. The method combines the standard…
We consider random non-normal matrices constructed by removing one row and column from samples from Dyson's circular ensembles or samples from the classical compact groups. We develop sparse matrix models whose spectral measures match these…
We consider a sub-critical Gaussian multiplicative chaos (GMC) measure defined on the unit interval [0,1] and prove an exact formula for the fractional moments of the total mass of this measure. Our formula includes the case where…
We use supercharacter theory to study moments of Gaussian periods. For $p-1=dk$ and fixed $k$, we compute the fourth absolute moments for all but finitely many primes $p$. For $d$ fixed, we relate the fourth absolute moments to the number…
We study the fluctuations of smooth linear statistics of Laplace eigenvalues of compact hyperbolic surfaces lying in short energy windows, when averaged over the moduli space of surfaces of a given genus. The average is taken with respect…
We perform cosmological N-body simulations with non-Gaussian initial conditions generated from two independent fields. The dominant contribution to the perturbations comes from a purely Gaussian field, but we allow the second field to have…
The set of quantum Gaussian channels acting on one bosonic mode can be classified according to the action of the group of Gaussian unitaries. We look for bounds on the classical capacity for channels belonging to such a classification.…
This note is concerned with accurate and computationally efficient approximations of moments of Gaussian random variables passed through sigmoid or softmax mappings. These approximations are semi-analytical (i.e. they involve the numerical…
This article is a presentation of specific recent results describing scaling limits of individual-based models. Thanks to them, we wish to relate the time-scales typical of demographic dynamics and natural selection to the parameters of the…
This paper considers random matrices distributed according to Haar measure in different classical compact groups. Utilizing the determinantal point structures of their nontrivial eigenangles, with respect to the $L_1$-Wasserstein distance,…
Scaling behavior is studied of several dominant eigenvalues of spectra of Markov matrices and the associated correlation times governing critical slowing down in models in the universality class of the two-dimensional Ising model. A scheme…
Spectral properties of Gram matrices are central to high dimensional asymptotic analyses of statistical estimators in regression and covariance estimation. These properties, in turn, depend critically on the extreme singular values and…
A method based on multicanonical Monte Carlo is applied to the calculation of large deviations in the largest eigenvalue of random matrices. The method is successfully tested with the Gaussian orthogonal ensemble (GOE), sparse random…
We discuss CLT for the global and local linear statistics of random matrices from classical compact groups. The main part of our proofs are certain combinatorial identities much in the spirit of works by Kac and Spohn.
We demonstrate the convergence of the characteristic polynomial of several random matrix ensembles to a limiting universal function, at the microscopic scale. The random matrix ensembles we treat are classical compact groups and the…