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Here, we consider a more general class of matrix-sequences and we prove that they belong to the maximal $*$-algebra of generalized locally Toeplitz (GLT) matrix-sequences. Then, we identify the associated GLT symbols and GLT momentary…

Numerical Analysis · Mathematics 2024-08-09 Nikos Barakitis , Valerio Loi , Stefano Serra-Capizzano

We prove localization with high probability on sets of size of order $N/\log N$ for the eigenvectors of non-Hermitian finitely banded $N\times N$ Toeplitz matrices $P_N$ subject to small random perturbations, in a very general setting. As…

Spectral Theory · Mathematics 2023-08-02 Anirban Basak , Martin Vogel , Ofer Zeitouni

We study existence and universality of scaling limits for the eigenvalues of a random normal matrix, in particular at points on the boundary of the spectrum. Our approach uses Ward's equation, which is an identity satisfied by the 1-point…

Probability · Mathematics 2015-10-30 Yacin Ameur , Nam-Gyu Kang , Nikolai Makarov

We observe a sample of $n$ independent $p$-dimensional Gaussian vectors with Toeplitz covariance matrix $ \Sigma = [\sigma_{|i-j|}]_{1 \leq i,j \leq p}$ and $\sigma_0=1$. We consider the problem of testing the hypothesis that $\Sigma$ is…

Statistics Theory · Mathematics 2015-06-05 Cristina Butucea , Rania Zgheib

We compute the expected normalized trace norm (matrix/graph energy) of random symmetric band circulant matrices and graphs in the limit of large sizes, and obtain explicit bounds on the rate of convergence to the limit, and on the…

Probability · Mathematics 2016-10-11 Sergiy Koshkin

We develop a general method for establishing the existence of the Limiting Spectral Distributions (LSD) of Schur-Hadamard products of independent symmetric patterned random matrices. We apply this method to show that the LSDs of…

Probability · Mathematics 2014-03-18 Arup Bose , Soumendu Sundar Mukherjee

We consider Toeplitz operators associated with the renormalized Bochner-Laplacian on high tensor powers of a positive line bundle on a compact symplectic manifold. We study the asymptotic behavior, in the semiclassical limit, of low-lying…

Differential Geometry · Mathematics 2020-02-07 Yuri A. Kordyukov

We propose a matrix regularization of vector bundles over a general closed K\"ahler manifold. This matrix regularization is given as a natural generalization of the Berezin-Toeplitz quantization and gives a map from sections of a vector…

High Energy Physics - Theory · Physics 2023-01-11 Hiroyuki Adachi , Goro Ishiki , Satoshi Kanno

Let $G$ be an $N \times N$ real matrix whose entries are independent identically distributed standard normal random variables $G_{ij} \sim \mathcal{N}(0,1)$. The eigenvalues of such matrices are known to form a two-component system…

Probability · Mathematics 2015-12-07 N. J. Simm

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

We investigate the asymptotic behavior of a family of multiple orthogonal polynomials that is naturally linked with the normal matrix model with a monomial potential of arbitrary degree $d+1$. The polynomials that we investigate are…

Classical Analysis and ODEs · Mathematics 2015-06-18 Arno B. J. Kuijlaars , Abey López-García

The ordered eigenvalues define a Lipschitz map on the real vector space of Hermitian $d \times d$ matrices. We prove that this map acts continuously, but not uniformly continuously, by superposition on the Sobolev spaces $W^{1,q}$, for all…

Functional Analysis · Mathematics 2026-03-25 Adam Parusiński , Armin Rainer

Consider a standard white Wishart matrix with parameters $n$ and $p$. Motivated by applications in high-dimensional statistics and signal processing, we perform asymptotic analysis on the maxima and minima of the eigenvalues of all the $m…

Statistics Theory · Mathematics 2019-05-22 T. Tony Cai , Tiefeng Jiang , Xiaoou Li

We study a class of rotation invariant determinantal ensembles in the complex plane; examples include the eigenvalues of Gaussian random matrices and the roots of certain families of random polynomials. The main result is a criteria for a…

Probability · Mathematics 2011-02-15 Torsten Ehrhardt , Brian Rider

The purpose of this note is to establish a Central Limit Theorem for the number of eigenvalues of a Wigner matrix in an interval. The proof relies on the correct aymptotics of the variance of the eigenvalue counting function of GUE matrices…

Probability · Mathematics 2011-01-14 Sandrine Dallaporta , Van Vu

In this paper we describe a strategy to study the Anderson model of an electron in a random potential at weak coupling by a renormalization group analysis. There is an interesting technical analogy between this problem and the theory of…

Condensed Matter · Physics 2009-10-28 J. Magnen , G. Poirot , V. Rivasseau

In this note we study the eigenvalue growth of infinite graphs with discrete spectrum. We assume that the corresponding Dirichlet forms satisfy certain Sobolev-type inequalities and that the total measure is finite. In this sense, the…

Spectral Theory · Mathematics 2018-04-24 Bobo Hua , Matthias Keller , Michael Schwarz , Melchior Wirth

The purpose of this paper is to describe asymptotic formulas for determinants of a sum of finite Toeplitz and Hankel matrices with singular generating functions. The formulas are similar to those of the analogous problem for finite Toeplitz…

Functional Analysis · Mathematics 2007-05-23 Estelle L. Basor , Torsten Ehrhardt

For fixed positive integers m, we consider the product of m independent n by n random matrices with iid entries as in the limit as n tends to infinity. Under suitable assumptions on the entries of each matrix, it is known that the limiting…

Probability · Mathematics 2017-11-21 Natalie Coston , Sean O'Rourke , Philip Matchett Wood

In this paper we are concerned with hyponormality and subnormality of block Toeplitz operators acting on the vector-valued Hardy space $H^2_{\mathbb{C}^n}$ of the unit circle. Firstly, we establish a tractable and explicit criterion on the…

Functional Analysis · Mathematics 2012-07-16 Raul Curto , In Sung Hwang , Woo Young Lee