相关论文: The polynomial method for random matrices

For a large class of symmetric random matrices with correlated entries, selected from stationary random fields of centered and square integrable variables, we show that the limiting distribution of eigenvalue counting measure always exists…

We define a class of random matrix ensembles that pertain to random looped polymers. Such random looped polymers are a possible model for bio-polymers such as chromatin in the cell nucleus. It is shown that the distribution of the largest…

The framework of algebraically natural proofs was independently introduced in the works of Forbes, Shpilka and Volk (2018), and Grochow, Kumar, Saks and Saraf (2017), to study the efficacy of commonly used techniques for proving lower…

It is a classical result of Wigner that for an hermitian matrix with independent entries on and above the diagonal, the mean empirical eigenvalue distribution converges weakly to the semicircle law as matrix size tends to infinity. In this…

These expository notes are centered around the circular law theorem, which states that the empirical spectral distribution of a nxn random matrix with i.i.d. entries of variance 1/n tends to the uniform law on the unit disc of the complex…

We present a simple, perturbative approach for calculating spectral densities for random matrix ensembles in the thermodynamic limit we call the Perturbative Resolvent Method (PRM). The PRM is based on constructing a linear system of…

We consider products of independent large random rectangular matrices with independent entries. The limit distribution of the expected empirical distribution of singular values of such products is computed. The distribution function is…

We study a class of random matrices that appear in several communication and signal processing applications, and whose asymptotic eigenvalue distribution is closely related to the reconstruction error of an irregularly sampled bandlimited…

Polynomials are common algebraic structures, which are often used to approximate functions including probability distributions. This paper proposes to directly define polynomial distributions in order to describe stochastic properties of…

We consider the complex eigenvalues of a Wishart type random matrix model $X=X_1 X_2^*$, where two rectangular complex Ginibre matrices $X_{1,2}$ of size $N\times (N+\nu)$ are correlated through a non-Hermiticity parameter $\tau\in[0,1]$.…

We examine two binary operations on the set of algebraic polynomials, known as multiplicative and additive finite free convolutions, specifically in the context of hypergeometric polynomials. We show that the representation of a…

Consider the set of solutions to a system of polynomial equations in many variables. An algebraic manifold is an open submanifold of such a set. We introduce a new method for computing integrals and sampling from distributions on algebraic…

The traditional class of elliptical distributions is extended to allow for asymmetries. A completely robust dispersion matrix estimator (the `spectral estimator') for the new class of `generalized elliptical distributions' is presented. It…

The model of heavy Wigner matrices generalizes the classical ensemble of Wigner matrices: the sub-diagonal entries are independent, identically distributed along to and out of the diagonal, and the moments its entries are of order 1/N,…

We define a class of "algebraic" random matrix channels for which one can generically compute the limiting Shannon transform using numerical techniques and often enumerate the low SNR series expansion coefficients in closed form. We…

In a frequency selective slow-fading channel in a MIMO system, the channel matrix is of the form of a block matrix. This paper proposes a method to calculate the limit of the eigenvalue distribution of block matrices if the size of the…

The technique of $Q$-polinomials are used to derive the $w$- constraints in the two-matrix and Kontsevich-like model at finite $N$. These constraints are closed and form Lie algebra. They are associated with the matrices, $\lambda…

We investigate the asymptotic behavior of the empirical eigenvalues distribution of the partial transpose of a random quantum state. The limiting distribution was previously investigated via Wishart random matrices indirectly (by…

Polynomial ensembles are a sub-class of probability measures within determinantal point processes. Examples include products of independent random matrices, with applications to Lyapunov exponents, and random matrices with an external…

We consider two classical ensembles of the random matrix theory: the Wigner matrices and sample covariance matrices, and prove Central Limit Theorem for linear eigenvalue statistics under rather weak (comparing with results known before)…