Related papers: Universality in the two matrix model with a monomi…
Bleher and Kuijlaars, and Daems and Kuijlaars showed that the correlation functions of the eigenvalues of a random matrix from unitary ensemble with external source can be expressed in terms of the Christoffel-Darboux kernel for multiple…
This paper investigates the asymptotic properties of quantile regression estimators in linear models, with a particular focus on polynomial regressors and robustness to heavy-tailed noise. Under independent and identically distributed…
We prove edge universality of local eigenvalue statistics for orthogonal invariant matrix models with real analytic potentials and one interval limiting spectrum. Our starting point is the result of \cite{S:08} on the representation of the…
In this manuscript it is considered the eigenvalues $\lambda_j$ of a random tridiagonal Toeplitz matrix $T$. We study the asymptotic behavior of the joint distribution of $({|{\lambda}|_{\min} ,|{\lambda}|_{\max}})$. From this, we obtain…
We explore the block nature of the matrix representation of multiplex networks, introducing a new formalism to deal with its spectral properties as a function of the inter-layer coupling parameter. This approach allows us to derive…
Following the works by Wiegmann-Zabrodin, Elbau-Felder, Hedenmalm-Makarov, and others, we consider the normal matrix model with an arbitrary potential function, and explain how the problem of finding the support domain for the asymptotic…
We solve the nonlinear Dirichlet problem (uniquely) for functions with prescribed asymptotic singularities at a finite number of points, and with arbitrary continuous boundary data, on a domain in euclidean space. The main results apply, in…
We review our recent results on pseudo-hermitian random matrix theory which were hitherto presented in various conferences and talks. (Detailed accounts of our work will appear soon in separate publications.) Following an introduction of…
We investigate singular value statistics for products of independent rectangular complex Ginibre matrices. When the rectangularity parameters of the matrices converge to a common limit in the asymptotic regime, the limiting spectral density…
A general strategy is provided to identify the most general metric for diagonalizable pseudo-Hermitian and anti-pseudo-Hermitian Hamilton operators represented by two-dimensional matrices. It is investigated how a permutation of the…
In this paper, we consider directly estimating the eigenvalues of precision matrix, without inverting the corresponding estimator for the eigenvalues of covariance matrix. We focus on a general asymptotic regime, i.e., the large dimensional…
Duality identities in random matrix theory for products and powers of characteristic polynomials, and for moments, are reviewed. The structure of a typical duality identity for the average of a positive integer power $k$ of the…
We study the asymptotic behavior of the spectrum of a quantum system which is a perturbation of a spherically symmetric anharmonic oscillator in dimension 2. We prove that a large part of its eigenvalues can be obtained by Bohr-Sommerfeld…
We consider two classical ensembles of the random matrix theory: the Wigner matrices and sample covariance matrices, and prove Central Limit Theorem for linear eigenvalue statistics under rather weak (comparing with results known before)…
A Toeplitz matrix is one in which the matrix elements are constant along diagonals. The Fisher-Hartwig matrices are much-studied singular matrices in the Toeplitz family. The matrices are defined for all orders, $N$. They are parametrized…
In this paper, we obtain asymptotic formulas for eigenvalues and eigenfunctions of the operator generated by a system of ordinary differential equations with summable coefficients and the quasiperiodic boundary conditions. Using these…
Sensitivity of an eigenvalue $\lambda_i$ to the perturbation of matrix elements is controlled by the eigenvalue condition number defined as $\kappa_i = \sqrt{\left< L_i | L_i\right> \left< R_i|R_i \right> }$, where $\left<L_i\right|$ and…
We consider an inverse problem associated with some 2-dimensional non-compact surfaces with conical singularities, cusps and regular ends. Our motivating example is a Riemann surface $\mathcal M = \Gamma\backslash{\bf H}^2$ associated with…
Following E. Wigner's original vision, we prove that sampling the eigenvalue gaps within the bulk spectrum of a fixed (deformed) Wigner matrix $H$ yields the celebrated Wigner-Dyson-Mehta universal statistics with high probability.…
In this paper, we present a unified analysis of matrix completion under general low-dimensional structural constraints induced by {\em any} norm regularization. We consider two estimators for the general problem of structured matrix…