Related papers: Orthogonal and symplectic matrix models: universal…
We study symplectic groups and indefinite orthogonal groups over involutive, possibly noncommutative, algebras $(A, \sigma)$. In the case when the algebra $(A, \sigma)$ is Hermitian, or the complexification $(A_{\mathbb{C}},…
Statistical properties of non--symmetric real random matrices of size $M$, obtained as truncations of random orthogonal $N\times N$ matrices are investigated. We derive an exact formula for the density of eigenvalues which consists of two…
Strongly non-Gaussian ensembles of large random matrices possessing unitary symmetry and logarithmic level repulsion are studied both in presence and absence of hard edge in their energy spectra. Employing a theory of polynomials orthogonal…
We study the rate of convergence for (variational) eigenvalues of several non-linear problems involving oscillating weights and subject to different kinds of boundary conditions in bounded domains.
Hermitian linear matrix pencils are ubiquitous in control theory, operator systems, semidefinite optimization, and real algebraic geometry. This survey reviews the fundamental features of the matricial solution set of a linear matrix…
In this work some results on the structure-preserving diagonalization of selfadjoint and skewadjoint matrices in indefinite inner product spaces are presented. In particular, necessary and sufficient conditions on the symplectic…
Orthogonal polynomials and multiple orthogonal polynomials are interesting special functions because there is a beautiful theory for them, with many examples and useful applications in mathematical physics, numerical analysis, statistics…
We study the eigenvalues and the eigenvectors of $N\times N$ structured random matrices of the form $H = W\tilde{H}W+D$ with diagonal matrices $D$ and $W$ and $\tilde{H}$ from the Gaussian Unitary Ensemble. Using the supersymmetry technique…
Many statistical models are algebraic in that they are defined by polynomial constraints or by parameterizations that are polynomial or rational maps. This opens the door for tools from computational algebraic geometry. These tools can be…
We prove a universal mesoscopic central limit theorem for linear eigenvalue statistics of a Wigner-type matrix inside the bulk of the spectrum with compactly supported twice continuously differentiable test functions. The main novel…
We consider the local eigenvalue distribution of large self-adjoint $N\times N$ random matrices $\mathbf{H}=\mathbf{H}^*$ with centered independent entries. In contrast to previous works the matrix of variances $s_{ij} = \mathbb{E}\,…
The complex or non-hermitian orthogonal polynomials with analytic weights are ubiquitous in several areas such as approximation theory, random matrix models, theoretical physics and in numerical analysis, to mention a few. Due to the…
The main aim of this work is to apply the matrix approach of ortho\-gonal polynomials associated with infinite Hermitian definite positive matrices in relation with an important question regarding the location of zeros of Sobolev orthogonal…
We introduce and discuss a multivariate version of the classical median that is based on an equipartition property with respect to quarter spaces. These arise as pairwise intersections of the half-spaces associated with the coordinate…
An operator theoretic approach to orthogonal rational functions on the unit circle with poles in its exterior is presented in this paper. This approach is based on the identification of a suitable matrix representation of the multiplication…
While a set of covariance matrices corresponding to different populations are unlikely to be exactly equal they can still exhibit a high degree of similarity. For example, some pairs of variables may be positively correlated across most…
We derive inclusion regions for the eigenvalues of matrix polynomials expressed in a general polynomial basis, which can lead to significantly better results than traditional bounds. We present several applications to engineering problems.
We investigate spectral conditions on Hermitian matrices of roots of unity. Our main results are conjecturally sharp upper bounds on the number of residue classes of the characteristic polynomial of such matrices modulo ideals generated by…
Symplectic self-adjointness of Hamiltonian operator matrices is studied, which arises in symplectic elasticity and optimal control. For the cases of diagonal domain and off-diagonal domain, necessary and sufficient conditions are shown. The…
We study the universal properties of the Lanczos algorithm applied to finite-size many-body quantum systems. Focusing on autocorrelation functions of local operators and on their infinite-time behaviour at finite size, we conjecture that in…