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The sensitivity of eigenvalues of structured matrices under general or structured perturbations of the matrix entries has been thoroughly studied in the literature. Error bounds are available and the pseudospectrum can be computed to gain…

Numerical Analysis · Mathematics 2019-04-30 Silvia Noschese , Lothar Reichel

We prove a central limit theorem for the components of the eigenvectors corresponding to the $d$ largest eigenvalues of the normalized Laplacian matrix of a finite dimensional random dot product graph. As a corollary, we show that for…

Machine Learning · Statistics 2016-07-29 Minh Tang , Carey E. Priebe

A theorem of Hoffman gives an upper bound on the independence ratio of regular graphs in terms of the minimum $\lambda_{\min}$ of the spectrum of the adjacency matrix. To complement this result we use random eigenvectors to gain lower…

Probability · Mathematics 2016-08-11 Viktor Harangi , Bálint Virág

We discover a deep connection between parity-time (PT) symmetric optical systems and quantum transport in one-dimensional fermionic chains in a two-terminal open system setting. The spectrum of one dimensional tight-binding chain with…

Quantum Physics · Physics 2023-05-17 Madhumita Saha , Bijay Kumar Agarwalla , Manas Kulkarni , Archak Purkayastha

We compute exact asymptotic of the statistical density of random matrices belonging to invariant random matrices ensemble (RMT) orthogonal, unitary and symplectic ensembles, where all its eigenvalues lie within the interval $[\sigma,…

Probability · Mathematics 2015-09-23 Mohamed Bouali

In this paper we study the eigenvalues of Hermitian Toeplitz matrices with the entries $2,-1,0,\ldots,0,-\alpha$ in the first column. Notice that the generating symbol depends on the order $n$ of the matrix. If $|\alpha|\le 1$, then the…

Functional Analysis · Mathematics 2024-01-02 Sergei M. Grudsky , Egor A. Maximenko , Alejandro Soto-González

An important facet of the inverse eigenvalue problem for graphs is to determine the minimum number of distinct eigenvalues of a particular graph. We resolve this question for the join of a connected graph with a path. We then focus on…

In this paper we consider random block matrices, which generalize the general beta ensembles, which were recently investigated by Dumitriu and Edelmann (2002, 2005). We demonstrate that the eigenvalues of these random matrices can be…

Probability · Mathematics 2008-09-29 Holger Dette , Bettina Reuther

Eigenvalues of stochastic matrices have been studied from two complementary perspectives. The individual eigenvalues are characterised through the well-established Karpelevich regions. The spectrum as a whole has also been analysed,…

Spectral Theory · Mathematics 2025-12-19 Brando Vagenende , Brecht Verbeken , Marie-Anne Guerry

In this paper, we analyze the large n-limit for random matrix with external source with three distinct eigenvalues. And we confine ourselves in the Hermite case and the three distinct eigenvalues are $-a,0,a$. For the case $a^2>3$, we…

Mathematical Physics · Physics 2015-10-02 Jian Xu , Engui Fan , Yang Chen

The salient properties of large empirical covariance and correlation matrices are studied for three datasets of size 54, 55 and 330. The covariance is defined as a simple cross product of the returns, with weights that decay logarithmically…

Statistical Finance · Quantitative Finance 2009-03-10 Gilles Zumbach

Traces of inverse powers of a positive definite symmetric tridiagonal matrix give lower bounds of the minimal singular value of an upper bidiagonal matrix. In a preceding work, a formula for the traces which gives the diagonal entries of…

Numerical Analysis · Mathematics 2014-01-13 Takumi Yamashita , Kinji Kimura , Yusaku Yamamoto

Improving upon results of Rudelson and Vershynin, we establish delocalization bounds for eigenvectors of independent-entry random matrices. In particular, we show that with high probability every eigenvector is delocalized, meaning any…

Probability · Mathematics 2019-02-01 Kyle Luh , Sean O'Rourke

A transfer matrix scaling technique is developed for randomly diluted systems, and applied to the site-diluted Ising model on a square lattice in two dimensions. For each allowed disorder configuration between two adjacent columns, the…

Condensed Matter · Physics 2009-10-22 S. L. A. de Queiroz , R. B. Stinchcombe

In this paper, we consider the parameterization of the spectra of the three-state critical Potts quantum chain with integrable twisted boundary conditions in terms of Bethe ansatz type equations. The Bethe equations are found by…

Mathematical Physics · Physics 2026-02-23 M. J. Martins

The one-dimensional transverse field Ising model is solved by continuous unitary transformations in the high-field limit. A high accuracy is reached due to the closure of the relevant algebra of operators which we call string operators. The…

Strongly Correlated Electrons · Physics 2013-05-14 Benedikt Fauseweh , Götz S. Uhrig

We study random normal matrix models whose eigenvalues tend to be distributed within a narrow "band" around the unit circle of width proportional to $\frac1n$, where $n$ is the size of matrices. For general radially symmetric potentials…

Probability · Mathematics 2021-12-22 Sung-Soo Byun , Seong-Mi Seo

This work is concerned with finite range bounds on the variance of individual eigenvalues of random covariance matrices, both in the bulk and at the edge of the spectrum. In a preceding paper, the author established analogous results for…

Probability · Mathematics 2013-09-25 Sandrine Dallaporta

The power-law random banded matrices and the ultrametric random matrices are investigated numerically in the regime where eigenstates are extended but all integer matrix moments remain finite in the limit of large matrix dimensions. Though…

Mathematical Physics · Physics 2018-10-17 E. Bogomolny , M. Sieber

In this paper we discuss general tridiagonal matrix models which are natural extensions of the ones given by Dumitriu and Edelman. We prove here the convergence of the distribution of the eigenvalues and compute the limiting distributions…

Probability · Mathematics 2008-02-18 Ionel Popescu