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Moderate deviations for linear eigenvalue statistics of β-ensembles β系综线性特征值统计的中等偏差
IF 0.9 4区 数学
Random Matrices-Theory and Applications Pub Date : 2021-07-01 DOI: 10.1142/S2010326322500174
F. Gao, Jianyong Mu
{"title":"Moderate deviations for linear eigenvalue statistics of β-ensembles","authors":"F. Gao, Jianyong Mu","doi":"10.1142/S2010326322500174","DOIUrl":"https://doi.org/10.1142/S2010326322500174","url":null,"abstract":"We establish a moderate deviation principle for linear eigenvalue statistics of [Formula: see text]-ensembles in the one-cut regime with a real-analytic potential. The main ingredient is to obtain uniform estimates for the correlators of a family of perturbations of [Formula: see text]-ensembles using the loop equations.","PeriodicalId":54329,"journal":{"name":"Random Matrices-Theory and Applications","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2021-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75268985","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 distribution of correlation matrix under blocked compound symmetric covariance structure 阻塞复合对称协方差结构下相关矩阵的渐近分布
IF 0.9 4区 数学
Random Matrices-Theory and Applications Pub Date : 2021-05-31 DOI: 10.1142/S2010326322500162
S. Tsukada
{"title":"Asymptotic distribution of correlation matrix under blocked compound symmetric covariance structure","authors":"S. Tsukada","doi":"10.1142/S2010326322500162","DOIUrl":"https://doi.org/10.1142/S2010326322500162","url":null,"abstract":"Assuming a covariance structure with blocked compound symmetry, it was showed that unbiased estimators for the covariance matrices are optimal under normality. In this paper, we derive the asymptotic distribution of the correlation matrix using unbiased estimators and discuss its use in hypothesis testing. The accuracy of the result is investigated through numerical simulation and the method is applied to real data.","PeriodicalId":54329,"journal":{"name":"Random Matrices-Theory and Applications","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2021-05-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78133835","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 Partition Function of Log-Gases with Multiple Odd Charges 多奇电荷对数气体的配分函数
IF 0.9 4区 数学
Random Matrices-Theory and Applications Pub Date : 2021-05-29 DOI: 10.1142/S2010326322500411
Elisha D. Wolff, John Wells
{"title":"The Partition Function of Log-Gases with Multiple Odd Charges","authors":"Elisha D. Wolff, John Wells","doi":"10.1142/S2010326322500411","DOIUrl":"https://doi.org/10.1142/S2010326322500411","url":null,"abstract":"We use techniques in the shuffle algebra to present a formula for the partition function of a one-dimensional log-gas comprised of particles of (possibly) different integer charges at certain inverse temperature β in terms of the Berezin integral of an associated non-homogeneous alternating tensor. This generalizes previously known results by removing the restriction on the number of species of odd charge. Our methods provide a unified framework extending the de Bruijn integral identities from classical β ensembles ( β = 1 , 2 , 4) to multicomponent ensembles, as well as to iterated integrals of more general determinantal integrands.","PeriodicalId":54329,"journal":{"name":"Random Matrices-Theory and Applications","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2021-05-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77468461","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: 1
Necessary and Sufficient Conditions for Convergence to the Semicircle Distribution 半圆分布收敛的充分必要条件
IF 0.9 4区 数学
Random Matrices-Theory and Applications Pub Date : 2021-05-20 DOI: 10.1142/s2010326322500459
Calvin Wooyoung Chin
{"title":"Necessary and Sufficient Conditions for Convergence to the Semicircle Distribution","authors":"Calvin Wooyoung Chin","doi":"10.1142/s2010326322500459","DOIUrl":"https://doi.org/10.1142/s2010326322500459","url":null,"abstract":". We consider random Hermitian matrices with independent upper triangular entries. Wigner’s semicircle law says that under certain additional assumptions, the empirical spectral distribution converges to the semicircle distribution. We characterize convergence to semicircle in terms of the variances of the entries, under natural assumptions such as the Lindeberg condition. The result extends to certain matrices with entries having infinite second moments. As a corollary, another characterization of semicircle convergence is given in terms of convergence in distribution of the row sums to the standard normal distribution.","PeriodicalId":54329,"journal":{"name":"Random Matrices-Theory and Applications","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2021-05-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84599413","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
Generalized heterogeneous hypergeometric functions and the distribution of the largest eigenvalue of an elliptical Wishart matrix 广义异质超几何函数与椭圆Wishart矩阵最大特征值的分布
IF 0.9 4区 数学
Random Matrices-Theory and Applications Pub Date : 2021-04-26 DOI: 10.1142/s2010326322500344
A. Shinozaki, Koki Shimizu, Hiroki Hashiguchi
{"title":"Generalized heterogeneous hypergeometric functions and the distribution of the largest eigenvalue of an elliptical Wishart matrix","authors":"A. Shinozaki, Koki Shimizu, Hiroki Hashiguchi","doi":"10.1142/s2010326322500344","DOIUrl":"https://doi.org/10.1142/s2010326322500344","url":null,"abstract":"In this paper, we derive the exact distributions of eigenvalues of a singular Wishart matrix under the elliptical model. We define the generalized heterogeneous hypergeometric functions with two matrix arguments and provide the convergence conditions of these functions. The joint density of eigenvalues and the distribution function of the largest eigenvalue for a singular elliptical Wishart matrix are represented with these functions. Numerical computations for the distribution of the largest eigenvalue are conducted under the matrix-variate [Formula: see text] and Kotz type models.","PeriodicalId":54329,"journal":{"name":"Random Matrices-Theory and Applications","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2021-04-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77729381","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: 2
Efficient estimation of reduced-rank partial envelope model in multivariate linear regression 多元线性回归中降秩部分包络模型的有效估计
IF 0.9 4区 数学
Random Matrices-Theory and Applications Pub Date : 2021-04-01 DOI: 10.1142/s2010326321500246
Jing Zhang, Zhensheng Huang, Yan Xiong
{"title":"Efficient estimation of reduced-rank partial envelope model in multivariate linear regression","authors":"Jing Zhang, Zhensheng Huang, Yan Xiong","doi":"10.1142/s2010326321500246","DOIUrl":"https://doi.org/10.1142/s2010326321500246","url":null,"abstract":"In order to further improve the efficiency of parameter estimation and reduce the number of estimated parameters, we adopt dimension reduction ideas of partial envelope model proposed by [Su and Cook, Partial envelopes for efficient estimation in multivariate linear regression, Biometrika 98 (2011) 133–146.] to center on some predictors of special interest. Based on the research results of [Cook et al., Envelopes and reduced-rank regression, Biometrika 102 (2015) 439–456.], we combine partial envelopes with reduced-rank regression to form reduced-rank partial envelope model which can reduce dimension efficiently. This method has the potential to perform better than both. Further, we demonstrate maximum likelihood estimators for the reduced-rank partial envelope model parameters, and exhibit asymptotic distribution and theoretical properties under normality. Meanwhile, we show selections of rank and partial envelope dimension. At last, under the normal and non-normal error distributions, simulation studies are carried out to compare our proposed reduced-rank partial envelope model with the other four methods, including ordinary least squares, reduced-rank regression, partial envelope model and reduced-rank envelope model. A real data analysis is also given to support the theoretic claims. The reduced-rank partial envelope estimators have shown promising performance in extensive simulation studies and real data analysis.","PeriodicalId":54329,"journal":{"name":"Random Matrices-Theory and Applications","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2021-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73965199","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
Limit theorems for moment processes of beta Dyson's Brownian motions and beta Laguerre processes 戴森布朗运动和拉盖尔过程力矩过程的极限定理
IF 0.9 4区 数学
Random Matrices-Theory and Applications Pub Date : 2021-03-18 DOI: 10.1142/S2010326323500053
F. Nakano, Hoang Dung Trinh, Khanh Duy Trinh
{"title":"Limit theorems for moment processes of beta Dyson's Brownian motions and beta Laguerre processes","authors":"F. Nakano, Hoang Dung Trinh, Khanh Duy Trinh","doi":"10.1142/S2010326323500053","DOIUrl":"https://doi.org/10.1142/S2010326323500053","url":null,"abstract":"In the regime where the parameter beta is proportional to the reciprocal of the system size, it is known that the empirical distribution of Gaussian beta ensembles (resp. beta Laguerre ensembles) converges to a probability measure of associated Hermite polynomials (resp. associated Laguerre polynomials). Gaussian fluctuations around the limit have been known as well. This paper aims to study a dynamical version of those results. More precisely, we study beta Dyson's Brownian motions and beta Laguerre processes and establish LLNs and CLTs for their moment processes in the same regime.","PeriodicalId":54329,"journal":{"name":"Random Matrices-Theory and Applications","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2021-03-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80965940","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: 7
Random matrices with independent entries: Beyond non-crossing partitions 具有独立条目的随机矩阵:超越非交叉分区
IF 0.9 4区 数学
Random Matrices-Theory and Applications Pub Date : 2021-03-17 DOI: 10.1142/s2010326322500216
A. Bose, Koushik Saha, Arusharka Sen, Priyanka Sen
{"title":"Random matrices with independent entries: Beyond non-crossing partitions","authors":"A. Bose, Koushik Saha, Arusharka Sen, Priyanka Sen","doi":"10.1142/s2010326322500216","DOIUrl":"https://doi.org/10.1142/s2010326322500216","url":null,"abstract":"The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, have attracted much attention. The [Formula: see text]th moment of the limit equals the number of non-crossing pair-partitions of the set [Formula: see text]. There are several extensions of this result in the literature. In this paper, we consider a unifying extension which also yields additional results. Suppose [Formula: see text] is an [Formula: see text] symmetric matrix where the entries are independently distributed. We show that under suitable assumptions on the entries, the limiting spectral distribution exists in probability or almost surely. The moments of the limit can be described through a set of partitions which in general is larger than the set of non-crossing pair-partitions. This set gives rise to interesting enumerative combinatorial problems. Several existing limiting spectral distribution results follow from our results. These include results on the standard Wigner matrix, the adjacency matrix of a sparse homogeneous Erdős–Rényi graph, heavy tailed Wigner matrix, some banded Wigner matrices, and Wigner matrices with variance profile. Some new results on these models and their extensions also follow from our main results.","PeriodicalId":54329,"journal":{"name":"Random Matrices-Theory and Applications","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2021-03-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77132254","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: 7
Quantum Interpolating Ensemble: Bi-orthogonal Polynomials and Average Entropies 量子内插系综:双正交多项式和平均熵
IF 0.9 4区 数学
Random Matrices-Theory and Applications Pub Date : 2021-03-07 DOI: 10.1142/S2010326322500551
Lu Wei, N. Witte
{"title":"Quantum Interpolating Ensemble: Bi-orthogonal Polynomials and Average Entropies","authors":"Lu Wei, N. Witte","doi":"10.1142/S2010326322500551","DOIUrl":"https://doi.org/10.1142/S2010326322500551","url":null,"abstract":"The density matrix formalism is a fundamental tool in studying various problems in quantum information processing. In the space of density matrices, the most well-known measures are the Hilbert-Schmidt and Bures-Hall ensembles. In this work, the averages of quantum purity and von Neumann entropy for an ensemble that interpolates between these two major ensembles are explicitly calculated for finite-dimensional systems. The proposed interpolating ensemble is a specialization of the $theta$-deformed Cauchy-Laguerre two-matrix model and new results for this latter ensemble are given in full generality, including the recurrence relations satisfied by their associated bi-orthogonal polynomials when $theta$ assumes positive integer values.","PeriodicalId":54329,"journal":{"name":"Random Matrices-Theory and Applications","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2021-03-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85325240","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
On the operator norm of a Hermitian random matrix with correlated entries 具有相关项的厄米随机矩阵的算子范数
IF 0.9 4区 数学
Random Matrices-Theory and Applications Pub Date : 2021-03-05 DOI: 10.1142/S2010326322500368
Jana Reker
{"title":"On the operator norm of a Hermitian random matrix with correlated entries","authors":"Jana Reker","doi":"10.1142/S2010326322500368","DOIUrl":"https://doi.org/10.1142/S2010326322500368","url":null,"abstract":"We consider a correlated [Formula: see text] Hermitian random matrix with a polynomially decaying metric correlation structure. By calculating the trace of the moments of the matrix and using the summable decay of the cumulants, we show that its operator norm is stochastically dominated by one.","PeriodicalId":54329,"journal":{"name":"Random Matrices-Theory and Applications","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2021-03-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86957799","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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