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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 study distributions of eigenvalue curvatures for a block diagonal random matrix perturbed by a full random matrix. The most natural physical realization of this model is a quantum chaotic system with some inherent symmetry, such that its…

Statistical Mechanics · Physics 2009-11-10 Guler Ergun , Yan V. Fyodorov

Kernel matrices, as well as weighted graphs represented by them, are ubiquitous objects in machine learning, statistics and other related fields. The main drawback of using kernel methods (learning and inference using kernel matrices) is…

Machine Learning · Computer Science 2022-12-02 Ainesh Bakshi , Piotr Indyk , Praneeth Kacham , Sandeep Silwal , Samson Zhou

We study a model for a quantum critical point in two spatial dimensions between a semimetallic phase, characterized by a stable quadratic Fermi node, and an ordered phase, in which the spectrum develops a band gap. The quantum critical…

Strongly Correlated Electrons · Physics 2020-09-02 Shouryya Ray , Matthias Vojta , Lukas Janssen

We study the double scaling limit for unitary invariant ensembles of random matrices with non analytic potentials and find the asymptotic expansion for the entries of the corresponding Jacobi matrix. Our approach is based on the…

Disordered Systems and Neural Networks · Physics 2007-05-23 M. Shcherbina

Most studies of PT-symmetric quantum-mechanical Hamiltonians have considered the Schroedinger eigenvalue problem on an infinite domain. This paper examines the consequences of imposing the boundary conditions on a finite domain. As is the…

High Energy Physics - Theory · Physics 2015-06-03 Carl M. Bender , Hugh F. Jones

We consider PDE eigenvalue problems as they occur in two-dimensional photonic crystal modeling. If the permittivity of the material is frequency-dependent, then the eigenvalue problem becomes nonlinear. In the lossless case, linearization…

Numerical Analysis · Mathematics 2019-12-03 Robert Altmann , Marine Froidevaux

We study the phenomenon of "crowding" near the largest eigenvalue $\lambda_{\max}$ of random $N \times N$ matrices belonging to the Gaussian Unitary Ensemble (GUE) of random matrix theory. We focus on two distinct quantities: (i) the…

Mathematical Physics · Physics 2014-07-18 Anthony Perret , Gregory Schehr

We consider the circular unitary ensemble with a Fisher-Hartwig singularity of both jump type and root type at $z=1$. A rescaling of the ensemble at the Fisher-Hartwig singularity leads to the confluent hypergeometric kernel. By studying…

Mathematical Physics · Physics 2020-06-09 Shuai-Xia Xu , Yu-Qiu Zhao

In the current work, we study the eigenvalue distribution results of a class of non-normal matrix-sequences which may be viewed as a low rank perturbation, depending on a parameter $\beta>1$, of the basic Toeplitz matrix-sequence…

Numerical Analysis · Mathematics 2024-02-08 Alec Schiavoni Piazza , David Meadon , Stefano Serra-Capizzano

We consider $n\times n$ real symmetric and Hermitian Wigner random matrices $n^{-1/2}W$ with independent (modulo symmetry condition) entries and the (null) sample covariance matrices $n^{-1}X^*X$ with independent entries of $m\times n$…

Probability · Mathematics 2009-09-25 A. Lytova , L. Pastur

Kernel methods are successful approaches for different machine learning problems. This success is mainly rooted in using feature maps and kernel matrices. Some methods rely on the eigenvalues/eigenvectors of the kernel matrix, while for…

Machine Learning · Computer Science 2012-02-20 Nima Reyhani , Hideitsu Hino , Ricardo Vigario

This is the second part of a study of the limiting distributions of the top eigenvalues of a Hermitian matrix model with spiked external source under a general external potential. The case when the external source is of rank one was…

Mathematical Physics · Physics 2012-05-30 Jinho Baik , Dong Wang

The singular values squared of the random matrix product $Y = G_r G_{r-1} \cdots G_1 (G_0 + A)$, where each $G_j$ is a rectangular standard complex Gaussian matrix while $A$ is non-random, are shown to be a determinantal point process with…

Probability · Mathematics 2016-01-20 Peter J. Forrester , Dang-Zheng Liu

Rectangular $N\times M$ matrix models can be solved in several qualitatively distinct large $N$ limits, since two independent parameters govern the size of the matrix. Regarded as models of random surfaces, these matrix models interpolate…

High Energy Physics - Theory · Physics 2009-10-22 Robert C. Myers , Vipul Periwal

The eigenvalue density for members of the Gaussian orthogonal and unitary ensembles follows the Wigner semi-circle law. If the Gaussian entries are all shifted by a constant amount c/Sqrt(2N), where N is the size of the matrix, in the large…

Mathematical Physics · Physics 2009-04-21 Kevin E. Bassler , Peter J. Forrester , Norman E. Frankel

We consider disordered ladders of the transverse-field Ising model and study their critical properties and entanglement entropy for varying width, $w \le 20$, by numerical application of the strong disorder renormalization group method. We…

Disordered Systems and Neural Networks · Physics 2015-05-14 Istvan A. Kovacs , Ferenc Igloi

We consider an aggregation-diffusion equation modelling particle interaction with non-linear diffusion and non-local attractive interaction using a homogeneous kernel (singular and non-singular) leading to variants of the Keller-Segel model…

Analysis of PDEs · Mathematics 2016-12-28 Vincent Calvez , Jose Antonio Carrillo , Franca Hoffmann

The density function for the joint distribution of the first and second eigenvalues at the soft edge of unitary ensembles is found in terms of a Painlev\'e II transcendent and its associated isomonodromic system. As a corollary, the density…

Classical Analysis and ODEs · Mathematics 2015-06-11 N. S. Witte , F. Bornemann , P. J. Forrester

One of the most widely used methods for eigenvalue computation is the $QR$ iteration with Wilkinson's shift: here the shift $s$ is the eigenvalue of the bottom $2\times 2$ principal minor closest to the corner entry. It has been a…

Spectral Theory · Mathematics 2010-01-25 Ricardo S. Leite , Nicolau C. Saldanha , Carlos Tomei
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