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The paper deals with the Neumann spectral problem for a singularly perturbed second order elliptic operator with bounded lower order terms. The main goal is to provide a refined description of the limit behaviour of the principal eigenvalue…

Analysis of PDEs · Mathematics 2015-03-24 A. Piatnitski , A. Rybalko , V. Rybalko

Consider a deterministic self-adjoint matrix X_n with spectral measure converging to a compactly supported probability measure, the largest and smallest eigenvalues converging to the edges of the limiting measure. We perturb this matrix by…

Probability · Mathematics 2011-09-05 Florent Benaych-Georges , Alice Guionnet , Mylène Maïda

Solutions of the discrete Painlev\'e II hierarchy are shown to be in relation with a family of Toeplitz determinants describing certain quantities in multicritical random partitions models, for which the limiting behavior has been recently…

Mathematical Physics · Physics 2023-05-30 Thomas Chouteau , Sofia Tarricone

We show central limit theorems (CLT) for the Stieltjes transforms or more general analytic functions of symmetric matrices with independent heavy tailed entries, including entries in the domain of attraction of $\alpha$-stable laws and…

Probability · Mathematics 2015-06-12 Florent Benaych-Georges , Alice Guionnet , Camille Male

In numerical existence proofs for solutions of the semi-linear elliptic system, evaluating the norm of the inverse of a perturbed Laplace operator plays an important role. We reveal an eigenvalue problem to design a method for verifying the…

Numerical Analysis · Mathematics 2021-12-15 Kouta Sekine , Kazuaki Tanaka , Shin'ichi Oishi

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 consider the roots of uniformly chosen complex and real reciprocal polynomials of degree $N$ whose Mahler measure is bounded by a constant. After a change of variables this reduces to a generalization of Ginibre's complex and real…

Classical Analysis and ODEs · Mathematics 2019-12-02 Christopher D. Sinclair , Maxim L. Yattselev

The four major asymptotic level density laws of random matrix theory may all be showcased though their Jacobi parameter representation as having a bordered Toeplitz form. We compare and contrast these laws, completing and exploring their…

Probability · Mathematics 2015-02-18 Alexander Dubbs , Alan Edelman

An elementary method is given for estimates of the norms of the Toeplitz operators, determined by rational inner functions

Complex Variables · Mathematics 2008-07-29 Peyo Stoilov

We study the spectrum of the product of two Toeplitz operators. Assume that the symbols of these operators are continuous and real-valued and that one of them is non-negative. We prove that the spectrum of the product of finite section…

Functional Analysis · Mathematics 2007-12-11 Bernard Bercu , Jean-Francois Bony , Vincent Bruneau

This article focuses on the fluctuations of linear eigenvalue statistics of $T_{n\times p}T'_{n\times p}$, where $T_{n\times p}$ is an $n\times p$ Toeplitz matrix with real, complex or time-dependent entries. We show that as $n \rightarrow…

Probability · Mathematics 2024-02-22 Kiran Kumar A. S , Shambhu Nath Maurya , Koushik Saha

Stationary determinantal point processes are proved to be Brillinger mixing. This property is an important step towards asymptotic statistics for these processes. As an important example, a central limit theorem for a wide class of…

Statistics Theory · Mathematics 2015-07-24 Christophe Ange Napoléon Biscio , Frédéric Lavancier

We consider large non-Hermitian random matrices $X$ with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having…

Probability · Mathematics 2023-10-16 Giorgio Cipolloni , László Erdős , Dominik Schröder

In this text, based on elementary computations, we provide a perturbative expansion of the coordinates of the eigenvectors of a Hermitian matrix of large size perturbed by a random matrix with small operator norm whose entries in the…

Probability · Mathematics 2020-03-19 Florent Benaych-Georges , Nathanaël Enriquez , Alkéos Michaïl

The trace approximation problem for Toeplitz matrices and its applications to stationary processes dates back to the classic book by Grenander and Szeg\"o, "Toeplitz forms and their applications". It has then been extensively studied in the…

Probability · Mathematics 2013-04-25 Mamikon S. Ginovyan , Artur A. Sahakyan , Murad S. Taqqu

In this note, a Wegner estimate for random divergence-type operators that are monotone in the randomness is proven. The proof is based on a recently shown unique continuation estimate for the gradient and the ensuing eigenvalue liftings.…

Mathematical Physics · Physics 2021-06-22 Alexander Dicke

Let $D$ be an irreducible bounded symmetric domain with biholomorphism group $G$ with maximal compact subgroup $K$. For the Toeplitz operators with $K$-invariant symbols we provide explicit simultaneous diagonalization formulas on every…

Functional Analysis · Mathematics 2017-11-02 Matthew Dawson , Raul Quiroga-Barranco

Motivated by a problem in learning theory, we are led to study the dominant eigenvalue of a class of random matrices. This turns out to be related to the roots of the derivative of random polynomials (generated by picking their roots…

Probability · Mathematics 2007-05-23 Natalia Komarova , Igor Rivin

In this paper, we derive the sharp bounds of Toeplitz determinants for a class of holomorphic mappings on the bounded starlike circular domain $\Omega$ in $\mathbb{C}^n$, which extend certain known bounds for various subclasses of…

Complex Variables · Mathematics 2022-11-29 Surya Giri , S. Sivaprasad Kumar

The study of self-gravitating stellar systems has provided important hints to develop tools of analytical mechanics. In the present contribution we review how to exploit detuned resonant normal forms to extract information on several…

Astrophysics · Physics 2015-05-13 Giuseppe Pucacco
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