Séminaire Matrices et graphes aléatoires (MEGA)

Les thèmes abordés incluent

Prochaine séance

Vendredi 14 mars à l'Institut Henri Poincaré.

Abstract: Le paysage dirigé est un champ aléatoire de distances décrivant la limite d'échelle de (conjecturellement) tous les modèles de la classe de Kardar–Parisi–Zhang : modèles de croissance d’interface, percolation de premier passage, de dernier passage, systèmes de particules en interaction, etc. Ce mini-cours est une introduction au paysage dirigé où l'on donnera les grandes lignes de sa construction, due à Dauvergne, Ortmann et Virag (2018), en insistant sur les liens avec la théorie des matrices aléatoires. En particulier, la construction, s'appuie sur une étonnante propriété d’isométrie de la correspondance RSK qui apparaît sous diverses formes dans la littérature, notamment dans un article de Biane, Bougerol et O'Connell de 2005.

Abstract: In this talk I will discuss the additive version of the matrix denoising problem, where a random symmetric matrix S has to be inferred from the observation of Y=S+Z, with Z an independent random matrix modeling a noise. Systematic approximations to the Bayes-optimal estimator of S can be built by considering polynomial estimators. When the prior distributions on S and Z are orthogonally invariant this procedure allows to recover asymptotically the estimator introduced by Bun, Allez, Bouchaud and Potters in 2016. It also opens the way to the discussion of finite-size corrections, and to non-orthogonally invariant priors. A special case of particular interest occurs when S has a Wishart distribution, the denoising problem being then a simplified version of the extensive rank matrix factorization problem.

Abstract: The Laplace method is a classical method which allows one to study the asymptotic expansion of integrals in finitely many variables when the integrand has a large parameter. When the integral is a contour integral in C this method must be generalised to the Method of Steepest Descent. A Beta-ensemble can be viewed as a gas of particles confined to a line with logarithmic pairwise interactions and at inverse temperature \beta. The partition function of a Beta-ensemble involves a large parameter N which appears both in the integrand and as the number of integrations, and thus its asymptotic analysis could be regarded as an infinite-dimensional version of the Laplace method. In joint work with A. Guionnet and K. Kozlowski, we consider the partition function of a Beta-ensemble with a complex valued potential. We prove, under certain hypotheses, a full 1/N expansion of this partition function and explicitly identify the first few terms. Because the integrand is complex, and hence oscillatory, our method could be regarded as an infinite-dimensional version of the Steepest Descent method. This work has applications in enumerative geometry and quantum integrable systems. ArXiv reference: https://arxiv.org/abs/2411.10610

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Histoire

Le séminaire MEGA a été créé en 2014 par Djalil Chafaï et Camille Male avec l'aide de Florent Benaych-Georges.

Image est tirée de https://www.mat.tuhh.de/forschung/aa/forschung.html.