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The $\tau$-function theory of Painlev\'e systems is used to derive recurrences in the rank $n$ of certain random matrix averages over U(n). These recurrences involve auxilary quantities which satisfy discrete Painlev\'e equations. The…

Mathematical Physics · Physics 2009-11-10 P. J. Forrester , N. S. Witte

A square matrix is $k$-Toeplitz if its diagonals are periodic sequences of period $k$. We find universal formulas for the determinant, the characteristic polynomial, some eigenvectors, and the entries of the inverse of any tridiagonal…

Rings and Algebras · Mathematics 2023-01-04 Jose Brox , Helena Albuquerque

In this paper we consider a class of unbounded Toeplitz operators with rational matrix symbols that have poles on the unit circle and employ state space realization techniques from linear systems theory, as used in our earlier analysis in…

Functional Analysis · Mathematics 2024-10-01 G. J. Groenewald , S. ter Horst , J. Jaftha , A. C. M. Ran

The solution of Hermitian positive definite random Toeplitz systems $Ax=b$ by the preconditioned conjugate gradient method for the Strang circulant preconditioner is studied. We established the foundation for this method by extending the…

Numerical Analysis · Mathematics 2013-08-20 W. F. Ke , K. F. Lai , N. C. Wong

Using works of T.~Ando and L.~Gurvits, the well-known theorem of P.R.~Halmos concerning the existence of unitary dilations for contractive linear operators acting on Hilbert spaces recast as a result for $d$-tuples of contractive Hilbert…

Functional Analysis · Mathematics 2024-08-21 Douglas Farenick

"Toeplitzification" or "redundancy (spatial) averaging", the well-known routine for deriving the Toeplitz covariance matrix estimate from the standard sample covariance matrix, recently regained new attention due to the important Random…

Signal Processing · Electrical Eng. & Systems 2023-08-21 Yuri Abramovich , Tanit Pongsiri

For a broad class of point processes, including determinantal point processes, we construct associated marked and conditional ensembles, which allow to study a random configuration in the point process, based on information about a randomly…

Probability · Mathematics 2022-11-01 Tom Claeys , Gabriel Glesner

This paper focuses on the binormality of block Toeplitz operators with matrix valued circulant symbols. We also study some {\Gamma}-dilations of Toeplitz operators. Moreover, we also analyze the invariant subspace of Toeplitz operators with…

Functional Analysis · Mathematics 2025-12-08 Nihat Gokhan Gogus , Rewayat Khan , Eungil Ko , Ji Eun Lee

We consider a class of rotationally invariant unitary random matrix ensembles where the eigenvalue density falls off as an inverse power law. Under a new scaling appropriate for such power law densities (different from the scaling required…

Statistical Mechanics · Physics 2009-11-13 K. A. Muttalib , Mourad E. H. Ismail

We consider operator-valued polynomials in Gaussian Unitary Ensemble random matrices and we show that its $L^p$-norm can be upper bounded, up to an asymptotically small error, by the operator norm of the same polynomial evaluated in free…

Probability · Mathematics 2024-10-31 Félix Parraud

We prove a central limit theorem (CLT) for the number of joint orbits of random tuples of commuting permutations. In the uniform sampling case this generalizes the classic CLT of Goncharov for the number of cycles of a single random…

Probability · Mathematics 2026-02-20 Abdelmalek Abdesselam , Shannon Starr

We consider Toeplitz operators defined on a concave corner-shaped subset of the square lattice. We obtain a necessary and sufficient condition for these operators to be Fredholm. We further construct a Fredholm concave corner Toeplitz…

Mathematical Physics · Physics 2019-05-07 Shin Hayashi

The inverse problem of fractional Brownian motion and other Gaussian processes with stationary increments involves inverting an infinite hermitian positively definite Toeplitz matrix (a matrix that has equal elements along its diagonals).…

Probability · Mathematics 2021-07-09 Safari , Mukeru , Mmboniseni P , Mulaudzi

We study the fluctuations of linear statistics with polynomial test functions for Multiple Orthogonal Polynomial Ensembles. Multiple Orthogonal Polynomial Ensembles form an important class of determinantal point processes that include…

Probability · Mathematics 2021-04-20 Maurice Duits , Benjamin Fahs , Rostyslav Kozhan

We consider perturbations of a large Jordan matrix, either random and small in norm or of small rank. In both cases we show that most of the eigenvalues of the perturbed matrix are very close to a circle with centre at the origin. In the…

Spectral Theory · Mathematics 2007-05-23 E B Davies , Mildred Hager

We study the annealed complexity of a random Gaussian homogeneous polynomial on the $N$-dimensional unit sphere in the presence of deterministic polynomials that depend on fixed unit vectors and external parameters. In particular, we…

Probability · Mathematics 2023-12-20 Vanessa Piccolo

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 this paper, we evaluate determinants of some families of Toeplitz-Hessenberg matrices having tribonacci number entries. These determinant formulas may also be expressed equivalently as identities that involve sums of products of…

Combinatorics · Mathematics 2020-03-25 Taras Goy , Mark Shattuck

We define and study Toeplitz operators in the space of Herglotz solutions of the Helmholtz equation in $R^d$. As the most traditional definition of Toeplitz operators via Bergman-type projection is not available here, we use an approach…

Functional Analysis · Mathematics 2016-05-24 Grigori Rozenblum , Nikolai Vasilevski

Consider a real diagonal deterministic matrix $X_n$ of size $n$ with spectral measure converging to a compactly supported probability measure. We perturb this matrix by adding a random finite rank matrix, with delocalized eigenvectors. We…

Probability · Mathematics 2011-06-21 Florent Benaych-Georges , Alice Guionnet , Mylène Maïda