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The article considers an inhomogeneous Erd\H{o}s-R\"enyi random graph on $\{1,\ldots, N\}$, where an edge is placed between vertices $i$ and $j$ with probability $\varepsilon_N f(i/N,j/N)$, for $i\le j$, the choice being made independent…

Probability · Mathematics 2024-02-28 Arijit Chakrabarty , Sukrit Chakraborty , Rajat Subhra Hazra

Random matrices whose entries come from a stationary Gaussian process are studied. The limiting behavior of the eigenvalues as the size of the matrix goes to infinity is the main subject of interest in this work. It is shown that the…

Probability · Mathematics 2016-04-22 Arijit Chakrabarty , Rajat Subhra Hazra , Deepayan Sarkar

We propose a second-order accurate method to estimate the eigenvectors of extremely large matrices thereby addressing a problem of relevance to statisticians working in the analysis of very large datasets. More specifically, we show that…

Numerical Analysis · Mathematics 2010-02-05 Noureddine El Karoui , Alexandre d'Aspremont

We adapt modulus of continuity estimates to the study of spectra of combinatorial graph Laplacians, as well as the Dirichlet spectra of certain weighted Laplacians. The latter case is equivalent to stoquastic Hamiltonians and is of current…

Spectral Theory · Mathematics 2017-04-18 Michael Jarret , Stephen P. Jordan

For a given graph $G$, we aim to determine the possible realizable spectra for a generalized (or sometimes referred to as a weighted) Laplacian matrix associated with $G$. This new specialized inverse eigenvalue problem is considered for…

Combinatorics · Mathematics 2024-12-03 Shaun Fallat , Himanshu Gupta , Jephian C. -H. Lin

We discuss an eigenvalue problem which arises in the studies of asymptotic stability of a self-similar attractor in the sigma model. This problem is rather unusual from the viewpoint of the spectral theory of linear operators and requires…

Mathematical Physics · Physics 2010-05-17 Piotr Bizoń

Loss-induced transmission in waveguides, and reversed pump dependence in lasers, are two prominent examples of counter-intuitive effects in non-Hermitian systems with patterned gain and loss. By analyzing the eigenvalue dynamics of complex…

Optics · Physics 2016-11-03 Alexander Cerjan , Shanhui Fan

We discuss a definition of robust dominant eigenvector of a family of stochastic matrices. Our focus is on application to ranking problems, where the proposed approach can be seen as a robust alternative to the standard PageRank technique.…

Optimization and Control · Mathematics 2012-06-22 Anatoli Juditsky , Boris Polyak

Models of disorder with a direction (constant imaginary vector-potential) are considered. These non-Hermitian models can appear as a result of computation for models of statistical physics using transfer matrix technique or describe…

Disordered Systems and Neural Networks · Physics 2009-10-30 K. B. Efetov

We investigate the distribution of eigenvalues of weighted adjacency matrices from a specific ensemble of random graphs. We distribute $N$ vertices across a fixed number $\kappa$ of components, with asymptotically $\alpha_j \dot N$ vertices…

Mathematical Physics · Physics 2024-09-30 Valentin Vengerovsky

Eigen's quasispecies system with explicit space and global regulation is considered. Limit behavior and stability of the system in a functional space under perturbations of a diffusion matrix with nonnegative spectrum are investigated. It…

Populations and Evolution · Quantitative Biology 2013-12-31 Alexander S. Bratus , Chin-Kun Hu , Mikhail V. Safro , Artem S. Novozhilov

The Schur-Horn theorem is a well-known result that characterizes the relationship between the diagonal elements and eigenvalues of a symmetric (Hermitian) matrix. In this paper, we extend this theorem by exploring the eigenvalue…

Numerical Analysis · Mathematics 2026-01-06 Hengzhun Chen , Yingzhou Li

Eigenvalues of Wigner matrices has been a major topic of investigation. A particularly important subclass of such random matrices is formed by the adjacency matrix of an Erd\H{o}s-R\'{e}nyi graph $\mathcal{G}_{n,p}$ equipped with i.i.d.…

Probability · Mathematics 2022-06-15 Shirshendu Ganguly , Ella Hiesmayr , Kyeongsik Nam

A new approach to solving eigenvalue optimization problems for large structured matrices is proposed and studied. The class of optimization problems considered is related to computing structured pseudospectra and their extremal points, and…

Numerical Analysis · Mathematics 2022-06-22 Nicola Guglielmi , Christian Lubich , Stefano Sicilia

Embedded point spectra of rank one singular perturbations of an arbitrary self-adjoint operator A on a Hilbert space H is studied. It is shown that these perturbations can be regarded as self-adjoint extensions of a densely defined closed…

Spectral Theory · Mathematics 2025-06-30 Mario Alberto Ruiz Caballero , Rafael del Rio

In this work, we show that the completeness relation for the eigenvectors, which is an essential assumption of quantum mechanics, remains true if the Hamiltonian, having a discrete spectrum, is modified by a delta potential (to be made…

Quantum Physics · Physics 2025-11-18 Fatih Erman , O. Teoman Turgut

We introduce a method for describing eigenvalue distributions of correlation matrices from multidimensional time series. Using our newly developed matrix H theory, we improve the description of eigenvalue spectra for empirical correlation…

Statistical Finance · Quantitative Finance 2025-12-01 Luan M. T. de Moraes , Antônio M. S. Macêdo , Giovani L. Vasconcelos , Raydonal Ospina

We use classical results from harmonic analysis on matrix spaces to investigate the relation between the joint density of the singular values and of the eigenvalues of complex random matrices which are bi-unitarily invariant (also known as…

Classical Analysis and ODEs · Mathematics 2017-03-22 Mario Kieburg , Holger Kösters

A number of random matrix ensembles permitting exact determination of their eigenvalue and eigenvector statistics maintain this property under a rank $1$ perturbation. Considered in this review are the additive rank $1$ perturbation of the…

Mathematical Physics · Physics 2022-01-24 Peter J. Forrester

In this article, we present a novel approach to investigating entanglement in the context of quantum computing. Our methodology involves analyzing reduced density matrices at different stages of a quantum algorithm's execution and…

Quantum Physics · Physics 2024-03-14 Ruge Lin