相关论文: Large deviations for random matrix ensembles in me…
Random matrices have played an important role in many fields including machine learning, quantum information theory and optimization. One of the main research focuses is on the deviation inequalities for eigenvalues of random matrices.…
We give a construction of a Poisson transform mapping density valued differential forms on generalized flag manifolds to differential forms on the corresponding Riemannian symmetric spaces, which can be described entirely in terms of finite…
We consider infinite random casual Lorentzian triangulations emerging in quantum gravity for critical values of parameters. With each vertex of the triangulation we associate a Hilbert space representing a bosonic particle moving in…
We propose new classes of random matrix ensembles whose statistical properties are intermediate between statistics of Wigner-Dyson random matrices and Poisson statistics. The construction is based on integrable N-body classical systems with…
This paper is the second of a series devoted to the study of the dynamics of the spectrum of large random matrices. We study general extensions of the partial differential equation arising to characterize the limit spectral measure of the…
There are several methods to treat ensembles of random matrices in symmetric spaces, circular matrices, chiral matrices and others. Orthogonal polynomials and the supersymmetry method are particular powerful techniques. Here, we present a…
The level spacing distributions in the Gaussian Unitary Ensemble, both in the ``bulk of the spectrum,'' given by the Fredholm determinant of the operator with the sine kernel ${\sin \pi(x-y) \over \pi(x-y)}$ and on the ``edge of the…
In 1971 Feynman, Kislinger and Ravndal [1] proposed Lorentz-invariant differential equation capable to describe relativistic particle with mass and internal space-time structure. By making use of new variables that differentiate between…
We introduce a family of $n$-dimensional Hamiltonian systems which, contain, as special reductions, several superintegrable systems as the Tremblay-Turbiner-Winternitz system, a generalized Kepler potential and the anisotropic harmonic…
Rudnick recently proved that the spectral number variance for the Laplacian of a large compact hyperbolic surface converges, in a certain scaling limit and when averaged with respect to the Weil-Petersson measure on moduli space, to the…
An $n \times n$ matrix with $\pm 1$ entries which acts on $\mathbb{R}^n$ as a scaled isometry is called Hadamard. Such matrices exist in some, but not all dimensions. Combining number-theoretic and probabilistic tools we construct matrices…
A (meromorphic) quadratic differential is a (meromorphic) section of the tensor square of the canonical bundle of a Riemann surface. They arose in the study of quasiconformal mappings in the works of Oswald Teichm\"uller, and have played a…
We consider the double scaling limit in the random matrix ensemble with an external source $\frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM$ defined on $n\times n$ Hermitian matrices, where $A$ is a diagonal matrix with two eigenvalues $\pm a$ of…
We develop a theory of multidimensional randomization in Lebesgue spaces $L^p$ with the aid of Kahane-Khintchine-Marcus-Pisier inequalities. More precisely, we obtain a result in the spirit of Maurey-Pisier's theorem which involves random…
The concept of frames, initially introduced by Duffin and Schaeffer, gained substantial recognition decades later when Daubechies, Grossman, and Meyer highlighted its significance. Since then, frame theory has become a fundamental and…
We establish the first mathematically rigorous link between Bayesian, variational Bayesian, and ensemble methods. A key step towards this it to reformulate the non-convex optimisation problem typically encountered in deep learning as a…
In the last few years, the supersymmetry method was generalized to real-symmetric, Hermitean, and Hermitean self-dual random matrices drawn from ensembles invariant under the orthogonal, unitary, and unitary symplectic group, respectively.…
We consider the spectral radius of a large random matrix $X$ with independent, identically distributed entries. We show that its typical size is given by a precise three-term asymptotics with an optimal error term beyond the radius of the…
We investigate a class of random graph ensembles based on the Feynman graphs of multidimensional integrals, representing statistical-mechanical partition functions. We show that the resulting ensembles of random graphs strongly resemble…
We consider matrices formed by a random $N\times N$ matrix drawn from the Gaussian Orthogonal Ensemble (or Gaussian Unitary Ensemble) plus a rank-one perturbation of strength $\theta$, and focus on the largest eigenvalue, $x$, and the…