Related papers: Beta Jacobi processes
A commonly used approach to study stability in a complex system is by analyzing the Jacobian matrix at an equilibrium point of a dynamical system. The equilibrium point is stable if all eigenvalues have negative real parts. Here, by…
A real persymmetric Jacobi matrix of order $n$ whose eigenvalues are $2k^2$ $(k=0, ..., n-1)$ is presented, with entries given as explicit functions of $n$. Besides the possible use for testing forward and inverse numerical algorithms, such…
Bounds on the exponential decay of generalized eigenfunctions of bounded and unbounded selfadjoint Jacobi matrices are established. Two cases are considered separately: (i) the case in which the spectral parameter lies in a general gap of…
In this paper we generalize the famous Jacobi's triple product identity, considered as an identity for theta functions with characteristics and their derivatives, to higher genus/dimension. By applying the results and methods developed in…
We introduce a class of doubly infinite complex Jacobi matrices determined by a simple convergence condition imposed on the diagonal and off-diagonal sequences. For each Jacobi matrix belonging to this class, an analytic function, called a…
A Jacobi matrix with matrix entries is a self-adjoint block tridiagonal matrix with invertible blocks on the off-diagonals. Averaging over boundary conditions leads to explicit formulas for the averaged spectral measure which can…
We study Jacobi processes $(X_{t})_{t\ge0}$ on the compact spaces $[-1,1]^N$ and on the noncompact spaces $[1,\infty[^N$ which are motivated by the Heckman-Opdam theory for the root systems of type BC and associated integrable particle…
We obtain the asymptotic distribution of eigenvalues of real symmetric tridiagonal matrices as their dimension increases to infinity and whose diagonal and off-diagonal elements asymptotically change with the index n as J_{nt+i nt+i}\sim…
In this paper, we extend the study of bivariate generalised beta type I and II distributions to the matrix variate case.
We study meromorphic jacobian pairs, i.e., pairs of polynomials in one variable, with coefficients meromorphic series in a second variable, whose jacobian relative to the two variables depends only on the second variable. We pose two…
This paper presents a Jacobi-type iteration for computing a given specified eigenpair of a symmetric matrix. For a certain class of diagonally dominant matrices, the procedure is shown to converge at a linear rate depending on how the…
The Jacobi equation in pseudo-Riemannian geometry determines the linearized geodesic flow. The linearization ignores the relative velocity of the geodesics. The generalized Jacobi equation takes the relative velocity into account; that is,…
This paper presents a novel Jacobi-style iteration algorithm for solving the problem of distributed submodular maximization, in which each agent determines its own strategy from a finite set so that the global submodular objective function…
The classical hierarchy of Toda flows can be thought of as an action of the (abelian) group of polynomials on Jacobi matrices. We present a generalization of this to the larger groups of $C^2$ and entire functions, and in this second case,…
We prove an operator level limit for the circular Jacobi $\beta$-ensemble. As a result, we characterize the counting function of the limit point process via coupled systems of stochastic differential equations. We also show that the…
A function $\mathfrak{F}$ with simple and nice algebraic properties is defined on a subset of the space of complex sequences. Some special functions are expressible in terms of $\mathfrak{F}$, first of all the Bessel functions of first…
We discuss one-dimensional stochastic processes defined through the Temperley-Lieb algebra related to the Q=1 Potts model. For various boundary conditions, we formulate a conjecture relating the probability distribution which describes the…
In this paper, we start with the quantum Hamilton-Jacobi approach and show that the underlying complex pole evolution of the Schr\"odinger equation is described by the quantum action in terms of a random matrix. The wave function is given…
In this paper we introduce an iterative Jacobi algorithm for solving distributed model predictive control (DMPC) problems, with linear coupled dynamics and convex coupled constraints. The algorithm guarantees stability and persistent…
A selfadjoined block tridiagonal matrix with positive definite blocks on the off-diagonals is by definition a Jacobi matrix with matrix entries. Transfer matrix techniques are extended in order to develop a rotation number calculation for…