Related papers: An equilibrium problem for the limiting eigenvalue…
Asymptotically, we analytically derive the form of eigenvectors for two Fisher-Hartwig symbols besides those which were previously investigated in a $2016$ work due to Movassagh and Kadanoff, in which the authors characterized the…
We consider the two matrix model with an even quartic potential W(y)=y^4/4+alpha y^2/2 and an even polynomial potential V(x). The main result of the paper is the formulation of a vector equilibrium problem for the limiting mean density for…
Consider the ensembles of real symmetric Toeplitz matrices and real symmetric Hankel matrices whose entries are i.i.d. random variables chosen from a fixed probability distribution p of mean 0, variance 1, and finite higher moments.…
In this article, we consider a class of finite rank perturbations of Toeplitz operators that have simple eigenvalues on the unit circle. Under a suitable assumption on the behavior of the essential spectrum, we show that such operators are…
We study spectrum of finite truncations of unbounded Jacobi matrices with periodically modulated entries. In particular, we show that under some hypotheses a sequence of properly normalized eigenvalue counting measures converge vaguely to…
Compressed sensing seeks to recover a sparse vector from a small number of linear and non-adaptive measurements. While most work so far focuses on Gaussian or Bernoulli random measurements we investigate the use of partial random circulant…
The paper is concerned with the principal eigenvalue of some linear elliptic operators with drift in two dimensional space. We provide a refined description of the asymptotic behavior for the principal eigenvalue as the drift rate…
The inverse Toeplitz eigenvalue problem (ToIEP) concerns finding a vector that specifies the real-valued symmetric Toeplitz matrix with the prescribed set of eigenvalues. Since phase "calibration" errors in uniform linear antenna arrays…
The paper is devoted to exact and asymptotic formulas for the determinants of Toeplitz matrices with perturbations by blocks of fixed size in the four corners. If the norms of the inverses of the unperturbed matrices remain bounded as the…
We consider ensembles of real symmetric band matrices with entries drawn from an infinite sequence of exchangeable random variables, as far as the symmetry of the matrices permits. In general the entries of the upper triangular parts of…
Let $x_i$, $i\in\mathbb{Z}$ be a sequence of i.i.d. standard normal random variables. Consider rectangular Toeplitz $\mathbf{X}=\left(x_{j-i}\right)_{1\leq i\leq p,1\leq j\leq n}$ and circulant $\mathbf{X}=\left(x_{(j-i)\mod…
We study the spectra of $N\times N$ Toeplitz band matrices perturbed by small complex Gaussian random matrices, in the regime $N\gg 1$. We prove a probabilistic Weyl law, which provides an precise asymptotic formula for the number of…
We apply the operation of random independent thinning on the eigenvalues of $n\times n$ Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenvalues, and we study the statistics of the eigenvalues of…
Matrix completion algorithms recover a low rank matrix from a small fraction of the entries, each entry contaminated with additive errors. In practice, the singular vectors and singular values of the low rank matrix play a pivotal role for…
It is well-known that the finite difference discretization of the Laplacian eigenvalue problem $-\Delta u = \lambda u$ leads to a matrix eigenvalue problem (EVP) $A x= \lambda x$ where the matrix $A$ is Toeplitz-plus-Hankel. Analytical…
In this work we study the homogenization problem for nonlinear elliptic equations involving $p-$Laplacian type operators with sign changing weights. We study the asymptotic behavior of variational eigenvalues, which consist on a double…
We consider the asymptotic fluctuation behavior of the largest eigenvalue of certain sample covariance matrices in the asymptotic regime where both dimensions of the corresponding data matrix go to infinity. More precisely, let $X$ be an…
We consider Toeplitz determinants whose symbol has: (i) a one-cut regular potential $V$, (ii) Fisher--Hartwig singularities, and (iii) a smooth function in the background. The potential $V$ is associated with an equilibrium measure that is…
The correlated Wishart model provides a standard tool for the analysis of correlations in a rich variety of systems. Although much is known for complex correlation matrices, the empirically much more important real case still poses…
In this survey we show how to produce asymptotics of determinants of structured matrices using operator theory methods. We describe the asymptotics for finite Toeplitz matrices, finite Toeplitz plus Hankel matrices and generalizations of…