Related papers: Continuous minimax theorems
The aim of this paper is to study the Harnack type logarithmic submajorisation and Fuglede-Kadison determinant inequalities for operators in a finite von Neumann algebra. In particular, the Harnack type determinant inequalities due to…
Investigating the direct integral decomposition of von Neumann algebras of bounded module operators on self-dual Hilbert W*-moduli an equivalence principle is obtained which connects the theory of direct disintegration of von Neumann…
Given $n \times n$ real symmetric matrices $A_1, \dots, A_m$, the following {\it spectral minimax} property holds: $$\min_{X \in \mathbf{\Delta}_n} \max_{y \in S_m} \sum_{i=1}^m y_iA_i \bullet X=\max_{y \in S_m} \min_{X \in…
For a {bounded} non-negative self-adjoint operator acting in a complex, infinite-dimensional, separable Hilbert space H and possessing a dense range R we propose a new approach to characterisation of phenomenon concerning the existence of…
The Koopman--von Neumann equation describes the evolution of a complex-valued wavefunction corresponding to the probability distribution given by an associated classical Liouville equation. Typically, it is defined on the whole Euclidean…
We present some extensions of Bernstein's concentration inequality for random matrices. This inequality has become a useful and powerful tool for many problems in statistics, signal processing and theoretical computer science. The main…
We prove the Central Limit Theorem for the number of eigenvalues near the spectrum edge for hermitian ensembles of random matrices. To derive our results, we use a general theorem, essentially due to Costin and Lebowitz, concerning the…
We study self-adjoint extensions of a second order differential operator of Sturm-Liouville type on a graph. We relate self-adjointness of the operator to the existence of non-complete trajectories of the Hamiltonian vector field defined by…
The eigenvalues for the minors of real symmetric ($\beta=1$) and complex Hermitian ($\beta=2$) Wigner matrices form the Wigner corner process, which is a multilevel interlacing particle system. In this paper, we study the microscopic…
The notion of index for inclusions of von Neumann algebras goes back to a seminal work of Jones on subfactors of type ${I\!I}_1$. In the absence of a trace, one can still define the index of a conditional expectation associated to a…
We compute all massive partition functions or characteristic polynomials and their complex eigenvalue correlation functions for non-Hermitean extensions of the symplectic and chiral symplectic ensemble of random matrices. Our results are…
Recently Johansson and Johnstone proved that the distribution of the (properly rescaled) largest principal component of the complex (real) Wishart matrix $ X^* \* X (X^t \*X) $ converges to the Tracy-Widom law as $ n, p $ (the dimensions of…
We study the question of the existence of a dual extremal function for a bounded matrix function on the unit circle in connection with the problem of approximation by analytic matrix functions. We characterize the class of matrix functions,…
For a division ring $D$, denote by $\mathcal M_D$ the $D$-ring obtained as the completion of the direct limit $\varinjlim_n M_{2^n}(D)$ with respect to the metric induced by its unique rank function. We prove that, for any ultramatricial…
Based on the relationship of symmetric operators with Hermitian symmetric spaces, we introduce the notion of \emph{Weyl curve} for a symmetric operator $T$, which is the geometric abstraction and generalization of the well-known Weyl…
The main result of this paper is the extension of the Schur-Horn Theorem to infinite sequences: For two nonincreasing nonsummable sequences x and y that converge to 0, there exists a compact operator A with eigenvalue list y and diagonal…
We use the idea of a Wigner surmise to compute approximate distributions of the first eigenvalue in chiral Random Matrix Theory, for both real and complex eigenvalues. Testing against known results for zero and maximal non-Hermiticity in…
Random matrix theory has played an important role in various areas of pure mathematics, mathematical physics, and machine learning. From a practical perspective of data science, input data are usually normalized prior to processing. Thus,…
In this monograph, we formulated the sufficient conditions of the Abel-Lidskii basis property for a sectorial operator. Having studied such an operator class, we strengthened the conditions regarding the semi-angle of the sector and…
This note presents some central limit theorems for the eigenvalue counting function of Wigner matrices in the form of suitable translations of results by Gustavsson and O'Rourke on the limiting behavior of eigenvalues inside the bulk of the…