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Given a Lebesgue integrable function $f$ over $[0,2\pi]$, we consider the sequence of matrices $\{Y_nT_n[f]\}_n$, where $T_n[f]$ is the $n$-by-$n$ Toeplitz matrix generated by $f$ and $Y_n$ is the flip permutation matrix, also called the…

Numerical Analysis · Mathematics 2018-10-09 Paola Ferrari , Isabella Furci , Sean Hon , Mohammad Ayman Mursaleen , Stefano Serra-Capizzano

In this paper, we obtain a new abstract formula relating eigenvalues of a self-adjoint operator to two families of symmetric and skew-symmetric operators and their commutators. This formula generalizes earlier ones obtained by Harrell,…

Spectral Theory · Mathematics 2010-01-29 Said Ilias , Ola Makhoul

We introduce the notion of Drinfeld modular forms with $A$-expansions, where instead of the usual Fourier expansion in $t^n$ ($t$ being the uniformizer at `infinity'), parametrized by $n \in \mathbb{N}$, we look at expansions in $t_a$,…

Number Theory · Mathematics 2013-06-11 Aleksandar Petrov

Random Schroedinger operators with imaginary vector potentials are studied in dimension one. These operators are non-Hermitian and their spectra lie in the complex plane. We consider the eigenvalue problem on finite intervals of length n…

Mathematical Physics · Physics 2007-05-23 I. Ya. Goldsheid , B. A. Khoruzhenko

Consider the ensemble of Real Symmetric Toeplitz Matrices, each entry iidrv from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. The limiting spectral measure (the density of normalized eigenvalues)…

Probability · Mathematics 2010-11-16 Christopher Hammond , Steven J. Miller

We produce a new proof and extend results by Harrell and Stubbe for the discrete spectrum of a self-adjoint operator. An abstract approach--based on commutator algebra, the Rayleigh-Ritz principle, and an ``optimal'' usage of the…

Spectral Theory · Mathematics 2007-12-31 Mark S. Ashbaugh , Lotfi Hermi

This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for some intermediate eigenvalues. Relying on the GUE example,…

Probability · Mathematics 2012-07-06 Sandrine Dallaporta

We verify the Edgeworth expansion of any order for the integrated ergodic Levy driven Ornstein-Uhlenbeck process, applying a Malliavin calculus with truncation over the Wiener-Poisson space. Due to the special structure of the model, the…

Probability · Mathematics 2013-04-10 Hiroki Masuda , Nakahiro Yoshida

This paper discusses the explicit inverse of a class of seven-diagonal (near) Toeplitz matrices, which arises in the numerical solutions of nonlinear fourth-order differential equation with a finite difference method. A non-recurrence…

Numerical Analysis · Mathematics 2021-03-19 Bakytzhan Kurmanbek , Yogi Erlangga , Yerlan Amanbek

In [Camano, Lackner, Monk, SIAM J. Math. Anal., Vol. 49, No. 6, pp. 4376-4401 (2017)] it was suggested to use Stekloff eigenvalues for Maxwell equations as target signature for nondestructive testing via inverse scattering. The authors…

Spectral Theory · Mathematics 2019-09-06 Martin Halla

Complete eigenfunctions of linearized integrable equations expanded around an arbitrary solution are obtained for the Ablowitz-Kaup-Newell-Segur (AKNS) hierarchy and the Korteweg-de Vries (KdV) hierarchy. It is shown that the linearization…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Jianke Yang

This paper is related to an inverse problem for a class of Dirac operators with discontinuous coefficient and eigenvalue parameter contained in boundary conditions. The asymptotic formula of eigenvalues of this problem is examined. The…

Spectral Theory · Mathematics 2015-10-13 Khanlar R. Mamedov , Ozge Akcay

We prove a conjecture of H.Widom stated in [W] (math/0108008) about the reality of eigenvalues of certain infinite matrices arising in asymptotic analysis of large Toeplitz determinants. As a byproduct we obtain a new proof of A.Okounkov's…

Combinatorics · Mathematics 2009-11-11 Alexei Borodin , Alexei Novikov

Let $a(z)=\sum_{i\in\mathbb Z}a_iz^i$ be a complex valued function defined for $|z|=1$, such that $\sum_{i\in\mathbb Z}|ia_i|<\infty$, and let $E=(e_{i,j})_{i,j\in\mathbb {Z}^+}$ be such that $\sum_{i,j\in\mathbb{Z}^+}|e_{i,j}|<\infty$. A…

Numerical Analysis · Mathematics 2021-01-25 Dario A. Bini , Beatrice Meini

Asymptotic expansions are derived for Gegenbauer (ultraspherical) polynomials for large order $n$ that are uniformly valid for unbounded complex values of the argument $z$, including the real interval $0 \leq z \leq 1$ in which the zeros in…

Classical Analysis and ODEs · Mathematics 2025-07-04 T. M. Dunster

We consider an abstract sequence $\{A_n\}_{n=1}^\infty$ of closed symmetric operators on a separable Hilbert space $\mathcal{H}$. It is assumed that all $A_n$'s have equal deficiency indices $(k,k)$ and thus self-adjoint extensions…

Mathematical Physics · Physics 2023-12-15 August Bjerg

We investigate the joint convergence of independent random Toeplitz matrices with complex input entries that have a pair-correlation structure, along with deterministic Toeplitz matrices and the backward identity permutation matrix.…

Probability · Mathematics 2024-10-22 Kartick Adhikari , Arup Bose , Shambhu Nath Maurya

In this short article we propose a full large $N$ asymptotic expansion of the probability that the $m^{\text{th}}$ power of a random unitary matrix of size $N$ has all its eigenvalues in a given arc-interval centered in $1$ when $N$ is…

Probability · Mathematics 2023-07-26 Olivier Marchal

The eigenfunctions and eigenvalues of the Fokker-Planck operator with linear drift and constant diffusion are required for expanding time-dependent solutions and for evaluating our recent perturbation expansion for probability densities…

Classical Analysis and ODEs · Mathematics 2016-09-06 Todd K. Leen , Robert Friel , David Nielsen

We show that the limiting eigenvalue distribution of random symmetric Toeplitz matrices is absolutely continuous with density bounded by 8, partially answering a question of Bryc, Dembo and Jiang (2006). The main tool used in the proof is a…

Probability · Mathematics 2022-04-27 Arnab Sen , Bálint Virág