Search arXiv⌕ Search

arXiv subjects

Manasa Nagatsu

Publications and source records attributed to Manasa Nagatsu.

2 recordsLinked to original sources

Smooth Multi-Trace Statistics of Classical Ensembles: Large $N$ Expansions, Cumulants, and Matrix Integrals

We consider expectations of the form $E [tr h_1(X_1^N)... tr h_r(X_r^N)]$, where $X_i^N$ are self-adjoint polynomials in various independent classical random matrices and $h_i$ are smooth test function and obtain a large $N$ expansion of these quantities, building on the framework of polynomial approximation and Bernstein-type inequalities recently developed by Chen, Garza-Vargas, Tropp, and van Handel. As applications of the above, we prove the higher-order asymptotic vanishing of cumulants for smooth linear statistics, establish a Central Limit Theorem, and demonstrate the existence of formal asymptotic expansions for the free energy and observables of matrix integrals with smooth potentials.

math.PR↗

Weingarten calculus for centered random permutation matrices

We introduce and study the Weingarten calculus for centered random permutation matrices in the symmetric group S_N. After presenting a formulation of the Weingarten calculus on the symmetric group, we derive a formula in the centered case, as well as a sign-respecting formula. Our investigations uncover the fact that a building block of this Weingarten calculus is Kummer's confluent hypergeometric function. It allows us to derive multiple algebraic properties of the Weingarten function and uniform estimate. These results shed a conceptual light on phenomena that take place regarding the algebraic and asymptotic behavior of moments of random permutations in the resolution of Bordenave and Bordenave-Collins of strong convergence. We obtain multiple new non-trivial estimates for moments of coefficients in centered moments.

math.PR↗