David Jekel

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math.PR2026

A tail bound for multi-matrix models with Lipschitz interaction

Charles-Philippe Diez, David Jekel

We give non-asymptotic operator-norm tail bounds for random multi-matrix models with quadratic plus globally Lipschitz interactions. More precisely, let $μ_{f}$ be the probability me…

math.PR2026

Asymptotic expansion for transport maps between laws of multimatrix models

David Jekel, Evangelos A. Nikitopoulos, Félix Parraud

We study the large- $N$ behavior of random matrix tuples $Y^{N} = (Y_{1}^{N}, \dots, Y_{d}^{N})$ with joint density proportional to $e^{- N^{2} V}$ for some convex function $V$ in non-commuting va…

math.PR2026

Bigraph independence : a mixture of the five natural independences

Nicolas Gilliers, David Jekel

We introduce a notion of non-commutative joint independence for multiple algebras in a non-commutative probability space. The pairwise relationships between these algebras are enco…