The Polynomial Method for Random Matrices

We define a class of “algebraic” random matrices. These are random matrices for which the Stieltjes transform of the limiting eigenvalue distribution function is algebraic, i.e., it satisfies a (bivariate) polynomial equation. The Wigner and Wishart matrices whose limiting eigenvalue distributions are given by the semicircle law and the Marčenko–Pastur law are special cases. Algebraicity of a random matrix sequence is shown to act as a certificate of the computability of the limiting eigenvalue density function. The limiting moments of algebraic random matrix sequences, when they exist, are shown to satisfy a finite depth linear recursion so that they may often be efficiently enumerated in closed form. In this article, we develop the mathematics of the polynomial method which allows us to describe the class of algebraic matrices by its generators and map the constructive approach we employ when proving algebraicity into a software implementation that is available for download in the form of the RMTool random matrix “calculator” package. Our characterization of the closure of algebraic probability distributions under free additive and multiplicative convolution operations allows us to simultaneously establish a framework for computational (noncommutative) “free probability” theory. We hope that the tools developed allow researchers to finally harness the power of infinite random matrix theory.     

A Simple Proof of the Restricted Isometry Property for Random Matrices

We give a simple technique for verifying the Restricted Isometry Property (as introduced by Candès and Tao) for random matrices that underlies Compressed Sensing. Our approach has two main ingredients: (i) concentration inequalities for random inner products that have recently provided algorithmically simple proofs of the Johnson–Lindenstrauss lemma; and (ii) covering numbers for finite-dimensional balls in Euclidean space. This leads to an elementary proof of the Restricted Isometry Property and brings out connections between Compressed Sensing and the Johnson–Lindenstrauss lemma. As a result, we obtain simple and direct proofs of Kashin’s theorems on widths of finite balls in Euclidean space (and their improvements due to Gluskin) and proofs of the existence of optimal Compressed Sensing measurement matrices. In the process, we also prove that these measurements have a certain universality with respect to the sparsity-inducing basis.      

Logarithmic Sobolev Inequalities,Matrix Models and Free Entropy

We give two applications of logarithmic Sobolev inequalities to matrix models and free probability. We also provide a new characterization of semi-circular systems through a Poincare-type inequality.     

Central limit theorem for the heat kernel measure on the unitary group

We prove that for a finite collection of real-valued functions f₁,…,fn on the group of complex numbers of modulus 1 which are derivable with Lipschitz continuous derivative, the distribution of under the properly scaled heat kernel measure at a given time on the unitary group U(N) has Gaussian fluctuations as N tends to infinity, with a covariance for which we give a formula and which is of order N−1. In the limit where the time tends to infinity, we prove that this covariance converges to that obtained by P. Diaconis and S.N. Evans in a previous work on uniformly distributed unitary matrices. Finally, we discuss some combinatorial aspects of our results.     

Distribution of Eigenvalues for the Ensemble of Real Symmetric Toeplitz Matrices

Consider the ensemble of real symmetric Toeplitz matrices whose entries are i.i.d. random variable from a fixed probability distributionpof mean 0,variance 1, and finite moments of all order. The limiting spectral measure (the density of normalized eigenvalues) converges weakly to a new universal distribution with unbounded support, independent of pThis distribution’s moments are almost those of the Gaussian’s, and the deficit may be interpreted in terms of obstructions to Diophantine equations; the unbounded support follows from a nice application of the Central Limit Theorem. With a little more work, we obtain almost sure convergence. An investigation of spacings between adjacent normalized eigenvalues looks Poissonian, and not GOE. A related ensemble (real symmetric palindromic Toeplitz matrices) appears to have no Diophantine obstructions, and the limiting spectral measure’s first nine moments can be shown to agree with those of the Gaussian; this will be considered in greater detail in a future paper.     

Stochastic Integration Based on Simple, Symmetric Random Walks

A new approach to stochastic integration is described, which is based on an a.s. pathwise approximation of the integrator by simple, symmetric random walks. Hopefully, this method is didactically more advantageous, more transparent, and technically less demanding than other existing ones. In a large part of the theory one has a.s. uniform convergence on compacts. In particular, the method gives a.s. convergence for the stochastic integral of a finite variation function of the integrator, which is not càdlàg in general. Research of T. Szabados was supported by a Hungarian National Research Foundation (OTKA) grant No. T42496. Research of B. Székely was supported by the HSN laboratory of BUTE.     

The Hyperoctahedral Group,Symmetric Group Representations and the Moments of the Real Wishart Distribution

In this paper, we compute all the moments of the real Wishart distribution. To do so, we use the Gelfand pair (S_2k,H), where H is the hyperoctahedral group, the representation theory of H and some techniques based on graphs.     

Schur Orthogonality Relations for the Finitary Infinite Symmetric Group

Let S f be the finitary infinite symmetric group. For a certain class of irreducible unitary representations of S f , a version of Schur orthogonality relations is proved. That is, we construct an invariant inner product on the matrix coefficient space of each representation and show that matrix coefficients for distinct representations are orthogonal with respect to these norms.     

Schur Orthogonality Relations for the Finitary Infinite Symmetric Group

Let S f be the finitary infinite symmetric group. For a certain class of irreducible unitary representations of S f , a version of Schur orthogonality relations is proved. That is, we construct an invariant inner product on the matrix coefficient space of each representation and show that matrix coefficients for distinct representations are orthogonal with respect to these norms.     

有关随机矩阵领域最新研究动态与进展的综述报告

本文综述了随机矩阵领域的某些国内外最新前沿课题与进展,以及它们对应的主要研究方法和手段,作者还列出了此领域某些有待解决的问题。     

Minimum Permanents on a Face of the Polytope of Doubly Stochastic Matrices II

We determine the minimum permanents and minimizing matrices on the face of z_3+n, for the fully indecomposable (0,1) matrices of order 3+n, which include an identity submatrix of order n .     

Minimum Permanents on a Face of the Polytope of Doubly Stochastic Matrices II

We determine the minimum permanents and minimizing matrices on the face of ω_3+n , for the fully indecomposable (0,1) matrices of order 3+n, which include an identity submatrix of order n .     

直径≤d的对称本原矩阵类的指数集

证明了直径≤[d≤d[n/2]]的全体n阶对称本原矩阵类的本原指数集是Ed={1,2,…,2d}.     

Large deviation for the empirical eigenvalue density of truncated Haar unitary matrices

Let U_m be an m×m Haar unitary matrix and U_[m,n] be its n×n truncation. In this paper the large deviation is proven for the empirical eigenvalue density of U_[m,n] as m/n→λ and n→∞. The rate function and the limit distribution are given explicitly. U_[m,n] is the random matrix model of quq, where u is a Haar unitary in a finite von Neumann algebra, q is a certain projection and they are free. The limit distribution coincides with the Brown measure of the operator quq.     

双随机环境下一维选举模型生存概率界的估计

本文用随机环境中随机游动的知识讨论了双随机环境中一维选举模型 ,给出了该模型生存概率界的估计 .     

Rapidly Mixing Random Walks and Bounds on Characters of the Symmetric Group

We investigate mixing of random walks on S _n and A _n generated by permutations of a given cycle structure. The approach follows methods developed by Diaconis, which requires certain estimates on characters of the symmetric group and uses combinatorics of Young tableaux. We conclude with conjectures and open problems.     

随机矩阵函数Kronecker积的谱半径的不等式

证明了随机矩阵函数Kronecker积的谱半径的几个不等式.     

<中国科学>上"对称本原矩阵的指数集" 非常简短的证明

邵嘉裕先生1986年在《中国科学》上最先开创对后来本原矩阵的发展有极大促进的对称本原矩阵的指数集。本文结合图论、代数和数论给出的新颖简捷的方法和思路，给出此《中国科学》上全文结果的非常飘亮的解决方案。     

区间数互反矩阵几何加权集成多属性群决策方法

研究了属性值以区间数表示的群决策问题,提出了区间数决策向量转化为互反判断矩阵的公式,定义了区间数互反判断矩阵几何加权集成算子.在此基础上,提出了区间数多属性群决策的新方法.方法首先针对每一个属性,将各决策者、各方案对应此属性的区间数向量转换为互反判断矩阵,由新定义的集成算子进行集成.由集成区间数矩阵的上界、下界矩阵计算各方案关于此属性的排序向量.由属性权重、可能度和排序公式对方案进行排序.最后给出一个实例进行分析,结果表明了此方法的实用性和可行性.     

Cumulants for random matrices as convolutions on the symmetric group

In this paper, we show that free cumulants can be naturally seen as the limiting value of ``cumulants of matrices'. We define these objects as functions on the symmetric group by some convolution relations involving the generalized moments. We state that some characteristic properties of the free cumulants already hold for these cumulants.