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We discuss an application of the random matrix theory in the context of estimating the bipartite entanglement of a quantum system. We discuss how the Wishart ensemble (the earliest studied random matrix ensemble) appears in this quantum…

Statistical Mechanics · Physics 2010-05-26 Satya N. Majumdar

The universal connected correlations proposed recently between eigenvalues of unitary random matrices is examined numerically. We perform an ensemble average by the Monte Carlo sampling. Although density of eigenvalues and a bare…

Condensed Matter · Physics 2016-08-31 T. S. Kobayakawa , Y. Hatsugai , M. Kohmoto , A. Zee

The partial pivoted Cholesky approximation accurately represents matrices that are close to being low-rank. Meanwhile, the Vecchia approximation accurately represents matrices with inverse Cholesky factors that are close to being sparse.…

Numerical Analysis · Mathematics 2026-03-09 Eagan Kaminetz , Robert J. Webber

Signatures of universality are detected by comparing individual eigenvalue distributions and level spacings from financial covariance matrices to random matrix predictions. A chopping procedure is devised in order to produce a statistical…

Statistical Finance · Quantitative Finance 2015-05-13 Gernot Akemann , Jonit Fischmann , Pierpaolo Vivo

In this paper, we give estimates for both upper and lower bounds of eigenvalues of a simple matrix. The estimates are shaper than the known results.

Numerical Analysis · Mathematics 2014-04-15 J. Chen

Choi-Wang obtained a lower bound of the first eigenvalue of the Laplacian on closed minimal hypersurfaces. On minimal hypersurfaces with boundary, Fraser-Li established an inequality giving a lower bound of the first Steklov eigenvalue as a…

Differential Geometry · Mathematics 2025-04-11 Yasuaki Fujitani

We apply eigenvalue interlacing techniques for obtaining lower and upper bounds for the sums of Laplacian eigenvalues of graphs, and characterize equality. This leads to generalizations of, and variations on theorems by Grone, and Grone and…

Spectral Theory · Mathematics 2013-11-20 A. Abiad , M. A. Fiol , W. H. Haemers , G. Perarnau

It is well known that the matrix exponential of a non-normal matrix can exhibit transient growth even when all eigenvalues of the matrix have negative real part, and similarly for the powers of the matrix when all eigenvalues have magnitude…

Spectral Theory · Mathematics 2020-05-11 Matthew G. Reuter

We present a prescription for forming matrices with specified eigenvalues and known eigenvectors. With this method, we can form Hermitian, anti-Hermitian, symmetric and general matrices with arbitrary eigenvalues. In addition we propose an…

Quantum Physics · Physics 2007-05-23 Habatwa V. Mweene

We investigate eigenvalue attraction for open quantum systems, biophysical systems, and for Parity-Time symmetric materials. To determine whether an eigenvalue and its complex conjugate of a real matrix attract, we derive expressions for…

Quantum Physics · Physics 2024-08-08 Pete Rigas

We consider square matrices over $\mathbb{C}$ satisfying an identity relating their eigenvalues and the corresponding eigenvectors re-proved and discussed by Denton, Parker, Tao and Zhang, called the eigenvector-eigenvalue identity. We…

Rings and Algebras · Mathematics 2025-04-01 Malgorzata Stawiska

Using the diagrammatic method, we derive a set of self-consistent equations that describe eigenvalue distributions of large correlated asymmetric random matrices. The matrix elements can have different variances and be correlated with each…

Disordered Systems and Neural Networks · Physics 2016-12-21 Alexander Kuczala , Tatyana O. Sharpee

The seminal work by Mackey et al. in 2006 (reference [21] of the article) introduced vector spaces of matrix pencils, with the property that almost all the pencils in the spaces are strong linearizations of a given square regular matrix…

Numerical Analysis · Mathematics 2018-08-03 Biswajit Das , Shreemayee Bora

The Rayleigh property is a negative correlation property of electrical networks, which was generalized to matroids by Choe and Wagner. We prove that positroids, a class of matroid introduced by Postnikov which have seen many recent…

Combinatorics · Mathematics 2016-11-14 Cameron Marcott

Let G be a graph with adjacency matrix A(G). Consider the matrix IA(G)=(I | A(G)), where I is the identity matrix, and let M(IA(G)) be the binary matroid represented by IA(G). Then suitably parametrized versions of the Tutte polynomial of…

Combinatorics · Mathematics 2013-01-29 Lorenzo Traldi

We study the correlations between eigenvalues of the large random matrices by a renormalization group approach. The results strongly support the universality of the correlations proposed by Br\'ezin and Zee. Then we apply the results to the…

Condensed Matter · Physics 2009-10-22 Y. Morita , Y. Hatsugai , M. Kohmoto

A theorem of Kaplansky asserts that a semigroup of matrices with entries from a field whose members all have singleton spectra is triangularizable. Indeed, Kaplansky's Theorem unifies well-known theorems of Kolchin and Levitzki on…

Rings and Algebras · Mathematics 2016-02-19 Heydar Radjavi , Bamdad R. Yahaghi

Kontsevitch's work on Airy matrix integrals has led to explicit results for the intersection numbers of the moduli space of curves. In a subsequent work Okounkov rederived these results from the edge behavior of a Gaussian matrix integral.…

Mathematical Physics · Physics 2009-11-13 E. Brezin , S. Hikami

We consider the eigenvalue problem for the case where the input matrix is symmetric and its entries perturb in some given intervals. We present a characterization of some of the exact boundary points, which allows us to introduce an inner…

Robotics · Computer Science 2011-02-22 Milan Hladik , David Daney , Elias Tsigaridas

We study the joint spectral properties of two coupled random matrices $H^{(1)}$ and $H^{(2)}$, which are either real symmetric or complex Hermitian. The entries of these matrices exhibit polynomially decaying correlations, both within each…

Probability · Mathematics 2025-03-28 Oleksii Kolupaiev
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