Related papers: Eigenvalue distributions from a star product appro…
We derive concentration inequalities for functions of the empirical measure of large random matrices with infinitely divisible entries and, in particular, stable ones. We also give concentration results for some other functionals of these…
In this paper, we study tail inequalities of the largest eigenvalue of a matrix infinitely divisible (i.d.) series, which is a finite sum of fixed matrices weighted by i.d. random variables. We obtain several types of tail inequalities,…
In this paper, we consider directly estimating the eigenvalues of precision matrix, without inverting the corresponding estimator for the eigenvalues of covariance matrix. We focus on a general asymptotic regime, i.e., the large dimensional…
We study properties of eigenvalues of a matrix associated with a randomly chosen partial automorphism of a regular rooted tree. We show that asymptotically, as the numbers of levels goes to infinity, the fraction of non-zero eigenvalues…
Asymptotic behavior of the singular value decomposition (SVD) of blown up matrices and normalized blown up contingency tables exposed to Wigner-noise is investigated.It is proved that such an m\times n matrix almost surely has a constant…
In this note we compare two recent results about the distribution of eigenvalues for semi-classical pseudodifferential operators in two dimensions. For classes of analytic operators A. Melin and the author obtained a complex Bohr-Sommerfeld…
The spectral problem for the high order differential operator with singular weight is considered. If the weight is a generalized derivative of self-similar function with zero spectral degree the asymptotics of eigenvalues is obtained. They…
Let $\xi_1,\xi_2,...$ be independent identically distributed random variables and $F:\bbR^\ell\to SL_d(\bbR)$ be a Borel measurable matrix-valued function. Set $X_n=F(\xi_{q_1(n)},\xi_{q_2(n)},...,\xi_{q_\ell(n)})$ where $0\leq…
Random matrices formed from i.i.d. standard real Gaussian entries have the feature that the expected number of real eigenvalues is non-zero. This property persists for products of such matrices, independently chosen, and moreover it is…
For a sufficiently nice 2 dimensional shape, we define its approximating matrix (or patterned matrix) as a random matrix with iid entries arranged according to a given pattern. For large approximating matrices, we observe that the…
We take the first step in extending the integrability approach to one-point functions in AdS/dCFT to higher loop orders. More precisely, we argue that the formula encoding all tree-level one-point functions of SU(2) operators in the defect…
We consider the asymmetric random average process which is a one-dimensional stochastic lattice model with nearest neighbour interaction but continuous and unbounded state variables. First, the explicit functional representations, so-called…
We show in this note that the asymptotic spectral distribution, location and distribution of the largest eigenvalue of a large class of random density matrices coincide with that of Wishart-type random matrices using proper scaling. As an…
The singular values of products of standard complex Gaussian random matrices, or sub-blocks of Haar distributed unitary matrices, have the property that their probability distribution has an explicit, structured form referred to as a…
We consider the spectrum of a two-dimensional Pauli operator with a compactly supported electric potential and a variable magnetic field with a positive mean value. The rate of accumulation of eigenvalues to zero is described in terms of…
We introduce a theory of probability in $\lambda$-rings designed to efficiently describe random variables valued in multisets of complex numbers, varieties over a field, or other similar enriched settings. A key role is played by the…
Given a Hilbert space operator $T$, the level sets of function $\Psi_T(z)=\|(T-z)^{-1}\|^{-1}$ determine the so-called pseudospectra of $T$. We set $\Psi_T$ to be zero on the spectrum of $T$. After giving some elementary properties of…
We introduce a new random matrix model called distance covariance matrix in this paper, whose normalized trace is equivalent to the distance covariance. We first derive a deterministic limit for the eigenvalue distribution of the distance…
We investigate off-diagonal matrix elements of local operators in integrable spin chains, focusing on the isotropic spin-$1/2$ Heisenberg chain ($XXX$ chain). We employ state-of-the-art Algebraic Bethe Ansatz results, which allow us to…
Non-asymptotic theory of random matrices strives to investigate the spectral properties of random matrices, which are valid with high probability for matrices of a large fixed size. Results obtained in this framework find their applications…