Related papers: A critical phenomenon in the two-matrix model in t…
This paper studies the joint limiting behavior of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model, where the asymptotic regime is such that the dimension and sample size grow…
We extend classical time-frequency limiting analysis, historically applied to one-dimensional finite signals, to the multidimensional discrete setting. This extension is relevant for images, videos, and other multidimensional signals, as it…
Using numerical exact diagonalization, we study matrix elements of a local spin operator in the eigenbasis of two different nonintegrable quantum spin chains. Our emphasis is on the question to what extent local operators can be represented…
We study ensembles of random symmetric matrices whose entries exhibit certain correlations. Examples are distributions of Curie-Weiss-type. We provide a criterion on the correlations ensuring the validity of Wigner's semicircle law for the…
We consider a two-dimensional equilibrium measure problem under the presence of quadratic potentials with a point charge and derive the explicit shape of the associated droplets. This particularly shows that the topology of the droplets…
We study the asymptotic behaviour of orthogonal polynomials in the complex plane that are associated to a certain normal matrix model. The model depends on a parameter and the asymptotic distribution of the eigenvalues undergoes a…
Explicit representations of the eigenvalues of the peridynamic operator have been recently derived in [5]. These representations are given in terms of generalized hypergeometric functions. Asymptotic analysis of the hypergeometric functions…
Given a matrix model, by combining the Schwinger-Dyson equations with positivity constraints on its solutions, in the large $N$ limit one is able to obtain explicit and numerical bounds on its moments. This technique is known as…
Complex eigenvalues of random matrices $J=\text{GUE }+ i\gamma \diag (1, 0, \ldots, 0)$ provide the simplest model for studying resonances in wave scattering from a quantum chaotic system via a single open channel. It is known that in the…
Two dimensional condensed matter is realised in increasingly diverse forms that are accessible to experiment and of potential technological value. The properties of these systems are influenced by many length scales and reflect both generic…
We investigate random matrices whose entries are obtained by applying a nonlinear kernel function to pairwise inner products between $n$ independent data vectors, drawn uniformly from the unit sphere in $\mathbb{R}^d$. This study is…
We introduce and study a 2-parameter family of unitarily invariant probability measures on the space of infinite Hermitian matrices. We show that the decomposition of a measure from this family on ergodic components is described by a…
We consider the double scaling limit for a model of $n$ non-intersecting squared Bessel processes in the confluent case: all paths start at time $t=0$ at the same positive value $x=a$, remain positive, and are conditioned to end at time…
We consider a special case of the n-component cubic model on the square lattice, for which an expansion exists in Ising-like graphs. We construct a transfer matrix and perform a finite-size-scaling analysis to determine the critical points…
We investigate the matrix model with weight $w(x):=\exp(-z^2/2x^2 + t/x - x^2/2)$ and unitary symmetry. and unitary symmetry. In particular we study the double scaling limit as $N \to \infty$ and $(\sqrt{N} t, Nz^2 ) \to (u_1,u_2)$, where…
Two model problems of an elastic wedge with an internal and edge crack are analyzed. The problem of an internal crack reduces to an order-4 vector Riemann-Hilbert problem whose matrix kernel entries are meromorphic functions and have…
The Hilbert-Schmidt Independence Criterion (HSIC) and its joint-independence extension $d\mathrm{HSIC}$ are degenerate $V$-statistics whose data-dependent weighted-$\chi^2$ null limits force a permutation calibration that multiplies the…
We consider the asymptotic behavior of the eigenvalues of Toeplitz matrices with rational symbol as the size of the matrix goes to infinity. Our main result is that the weak limit of the normalized eigenvalue counting measure is a…
A one-parameter family of point processes describing the distribution of the critical points of the characteristic polynomial of large random Hermitian matrices on the scale of mean spacing is investigated. Conditionally on the Riemann…
The top eigenvalues of rank $r$ spiked real Wishart matrices and additively perturbed Gaussian orthogonal ensembles are known to exhibit a phase transition in the large size limit. We show that they have limiting distributions for…