English
Related papers

Related papers: An equilibrium problem for the limiting eigenvalue…

200 papers

Consider an $N\times N$ Toeplitz matrix $T_N$ with symbol ${a }(\lambda) := \sum_{\ell=-d_2}^{d_1} a_\ell \lambda^\ell$, perturbed by an additive noise matrix $N^{-\gamma} E_N$, where the entries of $E_N$ are centered i.i.d.~random…

Probability · Mathematics 2020-07-27 Anirban Basak , Ofer Zeitouni

We consider a set of probability measures on a finite event space $\Omega$. The mutual affinity is introduced in terms of the spectrum of the associated Gram matrix. We show that, for randomly chosen measures, the empirical eigenvalue…

Mathematical Physics · Physics 2007-05-23 M. Fannes , P. Spincemaille

The problems of uniform linear array (with uniform mutual coupling) calibration and Toeplitz covariance matrix estimation are re-examined for application in the receive arrays of modern High Frequency Over-the-Horizon Radars (HF OTHR).…

Signal Processing · Electrical Eng. & Systems 2024-09-20 Yuri Abramovich , Tanit Pongsiri

For a measure preserving transformation $T$ of a probability space $(X,\mathcal F,\mu)$ we investigate almost sure and distributional convergence of random variables of the form $$x \to \frac{1}{C_n} \sum_{i_1<n,...,i_d<n}…

Dynamical Systems · Mathematics 2014-12-03 Manfred Denker , Mikhail Gordin

We generalize some earlier results on a Berezin-Toeplitz type of quantization on Hilbert spaces built over certain matrix domains. In the present, wider setting, the theory could be applied to systems possessing several kinematic and…

Mathematical Physics · Physics 2007-05-23 S. Twareque Ali , Miroslav Engliš

In this article, we establish a limiting distribution for eigenvalues of a class of auto-covariance matrices. The same distribution has been found in the literature for a regularized version of these auto-covariance matrices. The original…

Probability · Mathematics 2021-03-23 Jianfeng Yao , Wangjun Yuan

In this note the logarithmic energy problem with external potential $|z|^{2n}+tz^d+\bar{t}\bar{z}^d$ is considered in the complex plane, where $n$ and $d$ are positive integers satisfying $d\leq 2n$. Exploiting the discrete rotational…

Complex Variables · Mathematics 2013-12-06 Ferenc Balogh , Dario Merzi

We study the limiting behavior of smooth linear statistics of the spectrum of random permutation matrices in the mesoscopic regime, when the permutation follows one of the Ewens measures on the symmetric group. If we apply a smooth enough…

Probability · Mathematics 2019-10-10 Valentin Bahier , Joseph Najnudel

Motivated by [9] we study the existence of the inverse of infinite Hermitian moment matrices associated with measures with support on the complex plane. We relate this problem to the asymptotic behaviour of the smallest eigenvalues of…

Classical Analysis and ODEs · Mathematics 2013-11-15 C. Escribano , R. Gonzalo , E. Torrano

This note presents some central limit theorems for the eigenvalue counting function of Wigner matrices in the form of suitable translations of results by Gustavsson and O'Rourke on the limiting behavior of eigenvalues inside the bulk of the…

Probability · Mathematics 2011-02-18 Sandrine Dallaporta

This work is motivated by the need to study the impact of data uncertainties and material imperfections on the solution to optimal control problems constrained by partial differential equations. We consider a pathwise optimal control…

Optimization and Control · Mathematics 2016-03-01 Ahmad Ahmad Ali , Elisabeth Ullmann , Michael Hinze

We studied the universality of Wishart ensembles whose covariance matrix has 2 distinct eigenvalues. We studied the asymptotic limit when the number of both eigenvalues goes to infinity and obtained universality results. In this case, the…

Probability · Mathematics 2008-09-26 M. Y. Mo

We consider a linear Hamiltonian system consisting of a classical particle and a scalar field describing by the wave or Klein-Gordon equations with variable coefficients. The initial data of the system are supposed to be a random function…

Mathematical Physics · Physics 2017-10-03 T. V. Dudnikova

We consider families of finite quantum graphs of increasing size and we are interested in how eigenfunctions are distributed over the graph. As a measure for the distribution of an eigenfunction on a graph we introduce the entropy, it has…

Mathematical Physics · Physics 2014-05-23 Lionel Kameni , Roman Schubert

We consider a particle in harmonic oscillator potential, whose position is periodically measured with an instrument of finite precision. We show that the distribution of the measured positions tends to a limiting distribution when the…

Quantum Physics · Physics 2021-01-18 Arnab Acharya , Debapriya Pal , Soumitro Banerjee , Ananda Dasgupta

Suppose that $T_n$ is a Toeplitz matrix whose entries come from a sequence of independent but not necessarily identically distributed random variables with mean zero. Under some additional tail conditions, we show that the spectral norm of…

Probability · Mathematics 2007-10-29 Mark W. Meckes

In this paper, we provide an analytical study of the transmission eigenvalue problem in the context of biharmonic scattering with a penetrable obstacle. We will assume that the underlying physical model is given by an infinite elastic…

Analysis of PDEs · Mathematics 2025-10-10 Rafael Ceja Ayala , Isaac Harris , Andreas Kleefeld

We study the spectra of general $N\times N$ Toeplitz matrices given by symbols in the Wiener Algebra perturbed by small complex Gaussian random matrices, in the regime $N\gg 1$. We prove an asymptotic formula for the number of eigenvalues…

Spectral Theory · Mathematics 2019-05-27 Johannes Sjoestrand , Martin Vogel

A generalized Wigner matrix perturbed by a finite-rank deterministic matrix is considered. The fluctuations of the largest eigenvalues, which emerge outside the bulk of the spectrum, and the corresponding eigenvectors, are studied. Under…

Probability · Mathematics 2026-01-16 Bishakh Bhattacharya , Arijit Chakrabarty , Rajat Subhra Hazra

This paper is devoted to studying impedance eigenvalues (that is, eigenvalues of a particular Dirichlet-to-Neumann map) for the time harmonic linear elastic wave problem, and their potential use as target-signatures for fluid-solid…

Analysis of PDEs · Mathematics 2022-01-31 Michael Levitin , Peter Monk , Virginia Selgas