相关论文: Rectangular random matrices. Related convolution

Strongly consistent estimates are shown, via relative frequency, for the probability of "white balls" inside a dichotomous urn when such a probability is an arbitrary continuous time dependent function over a bounded time interval. The…

Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…

We investigate the number of symmetric matrices of non-negative integers with zero diagonal such that each row sum is the same. Equivalently, these are zero diagonal symmetric contingency tables with uniform margins, or loop-free regular…

Let A_1,A_2,...,A_s be a finite sequence of (not necessarily disjoint, or even distinct) non-empty sets of positive integers satisfying a certain condition. It is shown that an independent family U_1,U_2,...,U_s of random NxN permutation…

The algebra of linear and quadratic functions of basic observables on the phase space of either the free particle or the harmonic oscillator possesses a finite-dimensional anomaly. The quantization of these systems outside the critical…

We study Haar unitary random matrices with permuted entries. For a sequence of permutations $\left(\sigma_N\right)_N$, where $\sigma_N$ acts on $N\times N$ matrices we identify conditions under which the $\ast$--distribution of permuted…

The paper is concerned with the correlation functions of the characteristic polynomials of random matrices with independent complex entries. We investigate how the asymptotic behavior of the correlation functions depends on the second…

We investigate the small-mass asymptotics of a class of massive $d$ dimensional angular integrals. These integrals arise in a wide range of perturbative quantum field theory calculations. We derive expressions characterizing their behavior…

We consider the random evolution described by the motion of a particle moving on a circle alternating the angular velocities $ \pm c $ and changing rotation at Poisson random times, resulting in a telegraph process over the circle. We study…

We solve two longstanding major problems in Free Probability. This is achieved by generalising the theory to one with values in arbitrary commutative algebras. We prove the existence of the multi-variable $S$-transform, and show that it is…

We investigate joint spectral characteristics of a family of matrices $\mathcal F $, associated with products in the semigroup generated by $\mathcal F$. In the literature, extremal measures such as the well-known joint spectral radius and…

The convex hull of several i.i.d. beta distributed random vectors in $\mathbb R^d$ is called the random beta polytope. Recently, the expected values of their intrinsic volumes, number of faces, normal and tangent angles and other quantities…

We study the maximum of the random assignment process on rectangular matrices. We derive first-order asymptotics for the expected maximum, prove a law of large numbers under mild tail assumptions, and obtain exponential upper bounds for the…

Scattering of electromagnetic waves in billiard-like systems has become a standard experimental tool of studying properties associated with Quantum Chaos. Random Matrix Theory (RMT) describing statistics of eigenfrequencies and associated…

Random fields play a central role in the analysis of spatially correlated data and, as a result, have a significant impact on a broad array of scientific applications. This paper studies the cepstral random field model, providing recursive…

We analyze the macroscale behavior of random lower (and therefore upper) triangular matrices with entries drawn iid from a distribution with nonzero mean and finite variance. We show that such a matrix behaves like a probabilistic version…

We study the large deviations of sums of correlated random variables described by a matrix product ansatz, which generalizes the product structure of independent random variables to matrices whose non-commutativity is the source of…

Consider an $n \times n$ non-Hermitian random matrix $M_n$ whose entries are independent real random variables. Under suitable conditions on the entries, we study the fluctuations of the entries of $f(M_n)$ as $n$ tends to infinity, where…

The unitary evolution maps in closed chaotic quantum graphs are known to have universal spectral correlations, as predicted by random matrix theory. In chaotic graphs with absorption the quantum maps become non-unitary. We show that their…

Let $A$ be a permutation invariant random matrix and $B$ another random matrix. We give a quantitative bound on the difference between the diagonal of the resolvent of $A+B$ and the diagonal of the resolvent of the free sum with…