Random Matrices-Theory and Applications最新文献

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Factoring determinants and applications to number theory 因式分解行列式及其在数论中的应用
IF 0.9 4区 数学
Random Matrices-Theory and Applications Pub Date : 2024-05-27 DOI: 10.1142/s2010326324500102
Estelle Basor, Brian Conrey
{"title":"Factoring determinants and applications to number theory","authors":"Estelle Basor, Brian Conrey","doi":"10.1142/s2010326324500102","DOIUrl":"https://doi.org/10.1142/s2010326324500102","url":null,"abstract":"<p>Products of shifted characteristic polynomials, and ratios of such products, averaged over the classical compact groups are of great interest to number theorists as they model similar averages of <span><math altimg=\"eq-00001.gif\" display=\"inline\"><mi>L</mi></math></span><span></span>-functions in families with the same symmetry type as the compact group. We use Toeplitz and Toeplitz plus Hankel operators and the identities of Borodin–Okounkov–Case–Geronimo, and Basor–Ehrhardt to prove that, in certain cases, these unitary averages factor as polynomials into averages over the symplectic group and the orthogonal group. Building on these identities we present new proofs of the exact formulas for these averages where the “swap” terms that are characteristic of the number theoretic averages occur from the Fredholm expansions of the determinants of the appropriate Hankel operator. This is the fourth different proof of the formula for the averages of ratios of products of shifted characteristic polynomials; the other proofs are based on supersymmetry; symmetric function theory, and orthogonal polynomial methods from random matrix theory.</p>","PeriodicalId":54329,"journal":{"name":"Random Matrices-Theory and Applications","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-05-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141182625","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Monotonicity of the logarithmic energy for random matrices 随机矩阵对数能量的单调性
IF 0.9 4区 数学
Random Matrices-Theory and Applications Pub Date : 2024-05-21 DOI: 10.1142/s2010326324500084
Djalil Chafaï, Benjamin Dadoun, Pierre Youssef
{"title":"Monotonicity of the logarithmic energy for random matrices","authors":"Djalil Chafaï, Benjamin Dadoun, Pierre Youssef","doi":"10.1142/s2010326324500084","DOIUrl":"https://doi.org/10.1142/s2010326324500084","url":null,"abstract":"<p>It is well known that the semi-circle law, which is the limiting distribution in the Wigner theorem, is the minimizer of the logarithmic energy penalized by the second moment. A very similar fact holds for the Girko and Marchenko–Pastur theorems. In this work, we shed the light on an intriguing phenomenon suggesting that this functional is monotonic along the mean empirical spectral distribution in terms of the matrix dimension. This is reminiscent of the monotonicity of the Boltzmann entropy along the Boltzmann equation, the monotonicity of the free energy along ergodic Markov processes, and the Shannon monotonicity of entropy or free entropy along the classical or free central limit theorem. While we only verify this monotonicity phenomenon for the Gaussian unitary ensemble, the complex Ginibre ensemble, and the square Laguerre unitary ensemble, numerical simulations suggest that it is actually more universal. We obtain along the way explicit formulas of the logarithmic energy of the models which can be of independent interest.</p>","PeriodicalId":54329,"journal":{"name":"Random Matrices-Theory and Applications","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-05-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141091842","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Dynamics of a rank-one multiplicative perturbation of a unitary matrix 单位矩阵的秩一乘法扰动动力学
IF 0.9 4区 数学
Random Matrices-Theory and Applications Pub Date : 2024-05-21 DOI: 10.1142/s2010326324500072
Guillaume Dubach, Jana Reker
{"title":"Dynamics of a rank-one multiplicative perturbation of a unitary matrix","authors":"Guillaume Dubach, Jana Reker","doi":"10.1142/s2010326324500072","DOIUrl":"https://doi.org/10.1142/s2010326324500072","url":null,"abstract":"<p>We provide a dynamical study of a model of multiplicative perturbation of a unitary matrix introduced by Fyodorov. In particular, we identify a flow of deterministic domains that bound the spectrum with high probability, separating the outlier from the typical eigenvalues at all sub-critical timescales. These results are obtained under generic assumptions on <span><math altimg=\"eq-00001.gif\" display=\"inline\" overflow=\"scroll\"><mi>U</mi></math></span><span></span> that hold for a variety of unitary random matrix models.</p>","PeriodicalId":54329,"journal":{"name":"Random Matrices-Theory and Applications","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-05-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141091838","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Eigenvalue distributions of high-dimensional matrix processes driven by fractional Brownian motion 分数布朗运动驱动的高维矩阵过程的特征值分布
IF 0.9 4区 数学
Random Matrices-Theory and Applications Pub Date : 2024-05-20 DOI: 10.1142/s2010326324500096
Jian Song, Jianfeng Yao, Wangjun Yuan
{"title":"Eigenvalue distributions of high-dimensional matrix processes driven by fractional Brownian motion","authors":"Jian Song, Jianfeng Yao, Wangjun Yuan","doi":"10.1142/s2010326324500096","DOIUrl":"https://doi.org/10.1142/s2010326324500096","url":null,"abstract":"<p>In this paper, we study high-dimensional behavior of empirical spectral distributions <span><math altimg=\"eq-00001.gif\" display=\"inline\" overflow=\"scroll\"><mo stretchy=\"false\">{</mo><msub><mrow><mi>L</mi></mrow><mrow><mi>N</mi></mrow></msub><mo stretchy=\"false\">(</mo><mi>t</mi><mo stretchy=\"false\">)</mo><mo>,</mo><mi>t</mi><mo>∈</mo><mo stretchy=\"false\">[</mo><mn>0</mn><mo>,</mo><mi>T</mi><mo stretchy=\"false\">]</mo><mo stretchy=\"false\">}</mo></math></span><span></span> for a class of <span><math altimg=\"eq-00002.gif\" display=\"inline\" overflow=\"scroll\"><mi>N</mi><mo stretchy=\"false\">×</mo><mi>N</mi></math></span><span></span> symmetric/Hermitian random matrices, whose entries are generated from the solution of stochastic differential equation driven by fractional Brownian motion with Hurst parameter <span><math altimg=\"eq-00003.gif\" display=\"inline\" overflow=\"scroll\"><mi>H</mi><mo>∈</mo><mo stretchy=\"false\">(</mo><mn>1</mn><mo stretchy=\"false\">/</mo><mn>2</mn><mo>,</mo><mn>1</mn><mo stretchy=\"false\">)</mo></math></span><span></span>. For Wigner-type matrices, we obtain almost sure relative compactness of <span><math altimg=\"eq-00004.gif\" display=\"inline\" overflow=\"scroll\"><msub><mrow><mo stretchy=\"false\">{</mo><msub><mrow><mi>L</mi></mrow><mrow><mi>N</mi></mrow></msub><mo stretchy=\"false\">(</mo><mi>t</mi><mo stretchy=\"false\">)</mo><mo>,</mo><mi>t</mi><mo>∈</mo><mo stretchy=\"false\">[</mo><mn>0</mn><mo>,</mo><mi>T</mi><mo stretchy=\"false\">]</mo><mo stretchy=\"false\">}</mo></mrow><mrow><mi>N</mi><mo>∈</mo><mi>ℕ</mi></mrow></msub></math></span><span></span> in <span><math altimg=\"eq-00005.gif\" display=\"inline\" overflow=\"scroll\"><mi>C</mi><mo stretchy=\"false\">(</mo><mo stretchy=\"false\">[</mo><mn>0</mn><mo>,</mo><mi>T</mi><mo stretchy=\"false\">]</mo><mo>,</mo><mstyle mathvariant=\"bold\"><mi>P</mi></mstyle><mo stretchy=\"false\">(</mo><mi>ℝ</mi><mo stretchy=\"false\">)</mo><mo stretchy=\"false\">)</mo></math></span><span></span> following the approach in [1]; for Wishart-type matrices, we obtain tightness of <span><math altimg=\"eq-00006.gif\" display=\"inline\" overflow=\"scroll\"><msub><mrow><mo stretchy=\"false\">{</mo><msub><mrow><mi>L</mi></mrow><mrow><mi>N</mi></mrow></msub><mo stretchy=\"false\">(</mo><mi>t</mi><mo stretchy=\"false\">)</mo><mo>,</mo><mi>t</mi><mo>∈</mo><mo stretchy=\"false\">[</mo><mn>0</mn><mo>,</mo><mi>T</mi><mo stretchy=\"false\">]</mo><mo stretchy=\"false\">}</mo></mrow><mrow><mi>N</mi><mo>∈</mo><mi>ℕ</mi></mrow></msub></math></span><span></span> on <span><math altimg=\"eq-00007.gif\" display=\"inline\" overflow=\"scroll\"><mi>C</mi><mo stretchy=\"false\">(</mo><mo stretchy=\"false\">[</mo><mn>0</mn><mo>,</mo><mi>T</mi><mo stretchy=\"false\">]</mo><mo>,</mo><mstyle mathvariant=\"bold\"><mi>P</mi></mstyle><mo stretchy=\"false\">(</mo><mi>ℝ</mi><mo stretchy=\"false\">)</mo><mo stretchy=\"false\">)</mo></math></span><span></span> by tightness criterions provided in Appendix B. The limit of <span><math altimg=\"eq-00008.gif\" display=\"inline\" overflow=\"scroll\"><mo stretchy=\"f","PeriodicalId":54329,"journal":{"name":"Random Matrices-Theory and Applications","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-05-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141091988","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Characteristic polynomials of orthogonal and symplectic random matrices, Jacobi ensembles & L-functions 正交和交错随机矩阵的特征多项式、雅可比集合和 L 函数
IF 0.9 4区 数学
Random Matrices-Theory and Applications Pub Date : 2024-05-10 DOI: 10.1142/s2010326324500060
Mustafa Alper Gunes
{"title":"Characteristic polynomials of orthogonal and symplectic random matrices, Jacobi ensembles & L-functions","authors":"Mustafa Alper Gunes","doi":"10.1142/s2010326324500060","DOIUrl":"https://doi.org/10.1142/s2010326324500060","url":null,"abstract":"<p>Starting from Montgomery’s conjecture, there has been a substantial interest on the connections of random matrix theory and the theory of <i>L</i>-functions. In particular, moments of characteristic polynomials of random matrices have been considered in various works to estimate the asymptotics of moments of <i>L</i>-function families. In this paper, we first consider joint moments of the characteristic polynomial of a symplectic random matrix and its second derivative. We obtain the asymptotics, along with a representation of the leading order coefficient in terms of the solution of a Painlevé equation. This gives us the conjectural asymptotics of the corresponding joint moments over families of Dirichlet <i>L</i>-functions. In doing so, we compute the asymptotics of a certain additive Jacobi statistic, which could be of independent interest in random matrix theory. Finally, we consider a slightly different type of joint moment that is the analogue of an average considered over <span><math altimg=\"eq-00001.gif\" display=\"inline\" overflow=\"scroll\"><mi>U</mi><mo stretchy=\"false\">(</mo><mi>N</mi><mo stretchy=\"false\">)</mo></math></span><span></span> in various works before. We obtain the asymptotics and the leading order coefficient explicitly.</p>","PeriodicalId":54329,"journal":{"name":"Random Matrices-Theory and Applications","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-05-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141091863","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Finite size corrections for real eigenvalues of the elliptic Ginibre matrices 椭圆吉尼布雷矩阵实特征值的有限大小修正
IF 0.9 4区 数学
Random Matrices-Theory and Applications Pub Date : 2024-02-20 DOI: 10.1142/s2010326324500059
Sung-Soo Byun, Yong-Woo Lee
{"title":"Finite size corrections for real eigenvalues of the elliptic Ginibre matrices","authors":"Sung-Soo Byun, Yong-Woo Lee","doi":"10.1142/s2010326324500059","DOIUrl":"https://doi.org/10.1142/s2010326324500059","url":null,"abstract":"<p>In this paper, we consider the elliptic Ginibre matrices in the orthogonal symmetry class that interpolates between the real Ginibre ensemble and the Gaussian orthogonal ensemble. We obtain the finite size corrections of the real eigenvalue densities in both the global and edge scaling regimes, as well as in both the strong and weak non-Hermiticity regimes. Our results extend and provide the rate of convergence to the previous recent findings in the aforementioned limits. In particular, in the Hermitian limit, our results recover the finite size corrections of the Gaussian orthogonal ensemble established by Forrester, Frankel and Garoni.</p>","PeriodicalId":54329,"journal":{"name":"Random Matrices-Theory and Applications","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-02-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140135796","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The distribution of sample mean-variance portfolio weights 样本均值-方差组合权重的分布
IF 0.9 4区 数学
Random Matrices-Theory and Applications Pub Date : 2024-01-31 DOI: 10.1142/s2010326324500023
Raymond Kan, Nathan Lassance, Xiaolu Wang
{"title":"The distribution of sample mean-variance portfolio weights","authors":"Raymond Kan, Nathan Lassance, Xiaolu Wang","doi":"10.1142/s2010326324500023","DOIUrl":"https://doi.org/10.1142/s2010326324500023","url":null,"abstract":"<p>We present a simple stochastic representation for the joint distribution of sample estimates of three scalar parameters and two vectors of portfolio weights that characterize the minimum-variance frontier. This stochastic representation is useful for sampling observations efficiently, deriving moments in closed-form, and studying the distribution and performance of many portfolio strategies that are functions of these five variables. We also present the asymptotic joint distributions of these five variables for both the standard regime and the high-dimensional regime. Both asymptotic distributions are simpler than the finite-sample one, and the one for the high-dimensional regime, i.e. when the number of assets and the sample size go together to infinity at a constant rate, reveals the high-dimensional properties of the considered estimators. Our results extend upon T. Bodnar, H. Dette, N. Parolya and E. Thorstén [Sampling distributions of optimal portfolio weights and characteristics in low and large dimensions, <i>Random Matrices: Theory Appl.</i> <b>11</b> (2022) 2250008].</p>","PeriodicalId":54329,"journal":{"name":"Random Matrices-Theory and Applications","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140135790","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Asymptotics of the determinant of the modified Bessel functions and the second Painlevé equation 修正贝塞尔函数行列式的渐近性和第二个潘列夫方程
IF 0.9 4区 数学
Random Matrices-Theory and Applications Pub Date : 2024-01-31 DOI: 10.1142/s2010326324500035
Yu Chen, Shuai-Xia Xu, Yu-Qiu Zhao
{"title":"Asymptotics of the determinant of the modified Bessel functions and the second Painlevé equation","authors":"Yu Chen, Shuai-Xia Xu, Yu-Qiu Zhao","doi":"10.1142/s2010326324500035","DOIUrl":"https://doi.org/10.1142/s2010326324500035","url":null,"abstract":"<p>In the paper, we consider the extended Gross–Witten–Wadia unitary matrix model by introducing a logarithmic term in the potential. The partition function of the model can be expressed equivalently in terms of the Toeplitz determinant with the <span><math altimg=\"eq-00001.gif\" display=\"inline\" overflow=\"scroll\"><mo stretchy=\"false\">(</mo><mi>i</mi><mo>,</mo><mi>j</mi><mo stretchy=\"false\">)</mo></math></span><span></span>-entry being the modified Bessel functions of order <span><math altimg=\"eq-00002.gif\" display=\"inline\" overflow=\"scroll\"><mi>i</mi><mo stretchy=\"false\">−</mo><mi>j</mi><mo stretchy=\"false\">−</mo><mi>ν</mi></math></span><span></span>, <span><math altimg=\"eq-00003.gif\" display=\"inline\" overflow=\"scroll\"><mi>ν</mi><mo>∈</mo><mi>ℂ</mi></math></span><span></span>. When the degree <span><math altimg=\"eq-00004.gif\" display=\"inline\" overflow=\"scroll\"><mi>n</mi></math></span><span></span> is finite, we show that the Toeplitz determinant is described by the isomonodromy <span><math altimg=\"eq-00005.gif\" display=\"inline\" overflow=\"scroll\"><mi>τ</mi></math></span><span></span>-function of the Painlevé III equation. As a double scaling limit, we establish an asymptotic approximation of the logarithmic derivative of the Toeplitz determinant, expressed in terms of the Hastings–McLeod solution of the inhomogeneous Painlevé II equation with parameter <span><math altimg=\"eq-00006.gif\" display=\"inline\" overflow=\"scroll\"><mi>ν</mi><mo stretchy=\"false\">+</mo><mfrac><mrow><mn>1</mn></mrow><mrow><mn>2</mn></mrow></mfrac></math></span><span></span>. The asymptotics of the leading coefficient and recurrence coefficient of the associated orthogonal polynomials are also derived. We obtain the results by applying the Deift–Zhou nonlinear steepest descent method to the Riemann–Hilbert problem for orthogonal polynomials on the Hankel loop. The main concern here is the construction of a local parametrix at the critical point <span><math altimg=\"eq-00007.gif\" display=\"inline\" overflow=\"scroll\"><mi>z</mi><mo>=</mo><mo stretchy=\"false\">−</mo><mn>1</mn></math></span><span></span>, where the <span><math altimg=\"eq-00008.gif\" display=\"inline\" overflow=\"scroll\"><mi>ψ</mi></math></span><span></span>-function of the Jimbo–Miwa Lax pair for the inhomogeneous Painlevé II equation is involved.</p>","PeriodicalId":54329,"journal":{"name":"Random Matrices-Theory and Applications","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140135831","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Asymptotic cyclic-conditional freeness of random matrices 随机矩阵的渐近循环条件自由性
IF 0.9 4区 数学
Random Matrices-Theory and Applications Pub Date : 2024-01-31 DOI: 10.1142/s2010326323500144
Guillaume Cébron, Nicolas Gilliers
{"title":"Asymptotic cyclic-conditional freeness of random matrices","authors":"Guillaume Cébron, Nicolas Gilliers","doi":"10.1142/s2010326323500144","DOIUrl":"https://doi.org/10.1142/s2010326323500144","url":null,"abstract":"<p>Voiculescu’s freeness emerges when computing the asymptotic spectra of polynomials on <span><math altimg=\"eq-00001.gif\" display=\"inline\" overflow=\"scroll\"><mi>N</mi><mo stretchy=\"false\">×</mo><mi>N</mi></math></span><span></span> random matrices with eigenspaces in generic positions: they are randomly rotated with a uniform unitary random matrix <span><math altimg=\"eq-00002.gif\" display=\"inline\" overflow=\"scroll\"><msub><mrow><mi>U</mi></mrow><mrow><mi>N</mi></mrow></msub></math></span><span></span>. In this paper, we elaborate on the previous result by proposing a random matrix model, which we name the <i>Vortex model</i>, where <span><math altimg=\"eq-00003.gif\" display=\"inline\" overflow=\"scroll\"><msub><mrow><mi>U</mi></mrow><mrow><mi>N</mi></mrow></msub></math></span><span></span> has the law of a uniform unitary random matrix conditioned to leave invariant one deterministic vector <span><math altimg=\"eq-00004.gif\" display=\"inline\" overflow=\"scroll\"><msub><mrow><mi>v</mi></mrow><mrow><mi>N</mi></mrow></msub></math></span><span></span>. In the limit <span><math altimg=\"eq-00005.gif\" display=\"inline\" overflow=\"scroll\"><mi>N</mi><mo>→</mo><mo stretchy=\"false\">+</mo><mi>∞</mi></math></span><span></span>, we show that <span><math altimg=\"eq-00006.gif\" display=\"inline\" overflow=\"scroll\"><mi>N</mi><mo stretchy=\"false\">×</mo><mi>N</mi></math></span><span></span> matrices randomly rotated by the matrix <span><math altimg=\"eq-00007.gif\" display=\"inline\" overflow=\"scroll\"><msub><mrow><mi>U</mi></mrow><mrow><mi>N</mi></mrow></msub></math></span><span></span> are <i>asymptotically conditionally free</i> with respect to the normalized trace and the state vector <span><math altimg=\"eq-00008.gif\" display=\"inline\" overflow=\"scroll\"><msub><mrow><mi>v</mi></mrow><mrow><mi>N</mi></mrow></msub></math></span><span></span>. We define a new concept called <i>cyclic-conditional freeness</i> “unifying” three independences: <i>infinitesimal freeness</i>, <i>cyclic-monotone independence</i> and <i>cyclic-Boolean independence</i>. Infinitesimal distributions in the Vortex model can be computed thanks to this new independence. Finally, we elaborate on the Vortex model in order to build random matrix models for <span><math altimg=\"eq-00009.gif\" display=\"inline\" overflow=\"scroll\"><mi>α</mi></math></span><span></span>-freeness and for <span><math altimg=\"eq-00010.gif\" display=\"inline\" overflow=\"scroll\"><mi>β</mi><mi>γ</mi></math></span><span></span>-freeness (formerly named <i>indented independence</i> and <i>ordered freeness</i>).</p>","PeriodicalId":54329,"journal":{"name":"Random Matrices-Theory and Applications","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140135834","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The Boolean quadratic forms and tangent law 布尔二次型和正切定律
IF 0.9 4区 数学
Random Matrices-Theory and Applications Pub Date : 2024-01-29 DOI: 10.1142/s2010326324500047
Wiktor Ejsmont, Patrycja Hęćka
{"title":"The Boolean quadratic forms and tangent law","authors":"Wiktor Ejsmont, Patrycja Hęćka","doi":"10.1142/s2010326324500047","DOIUrl":"https://doi.org/10.1142/s2010326324500047","url":null,"abstract":"<p>In [W. Ejsmont and F. Lehner, The free tangent law, <i>Adv. Appl. Math.</i> <b>121</b> (2020) 102093], we study the limit sums of free commutators and anticommutators and show that the generalized tangent function <disp-formula-group><span><math altimg=\"eq-00001.gif\" display=\"block\" overflow=\"scroll\"><mrow><mfrac><mrow><mo>tan</mo><mi>z</mi></mrow><mrow><mn>1</mn><mo stretchy=\"false\">−</mo><mi>x</mi><mo>tan</mo><mi>z</mi></mrow></mfrac></mrow></math></span><span></span></disp-formula-group> describes the limit distribution. This is the generating function of the higher order tangent numbers of Carlitz and Scoville (see (1.6) in [L. Carlitz and R. Scoville, Tangent numbers and operators, <i>Duke Math. J.</i> <b>39</b> (1972) 413–429]) which arose in connection with the enumeration of certain permutations. In this paper, we continue to study the limit of weighted sums of Boolean commutators and anticommutators and we show that the shifted generalized tangent function appears in a limit theorem. In order to do this, we shall provide an arbitrary cumulants formula of the quadratic form. We also apply this result to obtain several results in a Boolean probability theory.</p>","PeriodicalId":54329,"journal":{"name":"Random Matrices-Theory and Applications","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-01-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140135717","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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