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We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…

Mathematical Physics · Physics 2013-06-25 Tom Claeys , Dong Wang

In this paper, closed formulas for the eigenvectors of a particular class of matrices generated by generalized permutation matrices, named generalized circulant matrices, are presented.

Spectral Theory · Mathematics 2023-06-14 Enide Andrade , Dante Carrasco-Olivera , Cristina Manzaneda

In this text, based on elementary computations, we provide a perturbative expansion of the coordinates of the eigenvectors of a Hermitian matrix of large size perturbed by a random matrix with small operator norm whose entries in the…

Probability · Mathematics 2020-03-19 Florent Benaych-Georges , Nathanaël Enriquez , Alkéos Michaïl

We give very simple proofs of the classical results of Magnus and Hill on the spectral properties of the Hilbert matrix $$ H = \left ( {1 \over i+j+ 1 } \right )_{i,j\geq 0} $$ which defines a bounded linear operator on the sequence space…

Functional Analysis · Mathematics 2024-11-13 A. Montes-Rodríguez , J. A. Virtanen

We study the spectral properties of certain non-self-adjoint matrices associated with large directed graphs. Asymptotically the eigenvalues converge to certain curves, apart from a finite number that have limits not on these curves.

Spectral Theory · Mathematics 2008-02-12 E. B. Davies , Paul A. Incani

Given an optimization problem, the Hessian matrix and its eigenspectrum can be used in many ways, ranging from designing more efficient second-order algorithms to performing model analysis and regression diagnostics. When nonlinear models…

Machine Learning · Statistics 2021-03-18 Zhenyu Liao , Michael W. Mahoney

This paper continues the work which attempts to understand the general properties of the graded algebras associated with Hecke symmetries without a restriction on the parameter q of the Hecke relation imposed in earlier results.

Rings and Algebras · Mathematics 2019-03-22 Serge Skryabin

The complete characterizations of the spectra and their various parts of hyponormal unilateral and bilateral weighted shifts are presented respectively in this paper. The results obtained here generalize the corresponding work of the…

Functional Analysis · Mathematics 2007-05-23 Wang Gongbao , Ma Jipu

We study spectral properties of unbounded Jacobi matrices with periodically modulated or blended entries. Our approach is based on uniform asymptotic analysis of generalized eigenvectors. We determine when the studied operators are…

Spectral Theory · Mathematics 2022-04-08 Grzegorz Świderski , Bartosz Trojan

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

We study the spectral convergence of compact, self-adjoint operators on a separable Hilbert space under operator norm perturbations, and derive asymptotic expansions for their eigenvalues and eigenprojections. Our analysis focuses on…

Statistics Theory · Mathematics 2026-02-10 Eunseong Bae , Wolfgang Polonik

We give formulae for first and second derivatives of generalized eigenvalues/eigenvectors of symmetric matrices and generalized singular values/singular vectors of rectangular matrices when the matrices are linear or nonlinear functions of…

Computation · Statistics 2025-08-18 Jan de Leeuw

In this article, we study the spectral properties of the perturbation of the generalized anharmonic oscillator. We consider a piecewise H\"older continuous perturbation and investigate how the H\"older constant can affect the eigenvalues.…

Functional Analysis · Mathematics 2019-02-13 Ksenia Fedosova , Medet Nursultanov

Given a LHS (Lattice of Hilbert spaces) $V_J$ and a symmetric operator $A$ in $V_J$, in the sense of partial inner product spaces, we define a generalized resolvent for $A$ and study the corresponding spectral properties. In particular, we…

Mathematical Physics · Physics 2016-10-24 Jean-Pierre Antoine , Camillo Trapani

We derive concentration inequalities for the spectral measure of large random matrices, allowing for certain forms of dependence. Our main focus is on empirical covariance (Wishart) matrices, but general symmetric random matrices are also…

Statistics Theory · Mathematics 2018-09-24 Adityanand Guntuboyina , Hannes Leeb

We show that correlation matrices with particular average and variance of the correlation coefficients have a notably restricted spectral structure. Applying geometric methods, we derive lower bounds for the largest eigenvalue and the…

Mathematical Physics · Physics 2021-08-25 Yuriy Stepanov , Hendrik Herrmann , Thomas Guhr

We evaluate averages involving characteristic polynomials, inverse characteristic polynomials and ratios of characteristic polynomials for a $N\times N$ random matrix taken from a $L$-deformed Chiral Gaussian Unitary Ensemble with an…

Mathematical Physics · Physics 2018-03-19 Yan V Fyodorov , Jacek Grela , Eugene Strahov

We present a streamlined approach for generalized strong and norm convergence of self-adjoint operators in different Hilbert spaces. In particular, we establish convergence of associated (semi-)groups, (essential) spectra and spectral…

Spectral Theory · Mathematics 2026-01-16 Gerald Teschl , Yifei Wang , Bing Xie , Zhe Zhou

We consider several extensions of the Maillet determinant studied by Malo, Turnbull, and Carlitz and Olson, and derive properties of the underlying matrices. In particular, we compute the eigenvectors and eigenvalues of these matrices,…

Rings and Algebras · Mathematics 2014-07-28 Youngmi Hur , Zachary Lubberts

Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…

Disordered Systems and Neural Networks · Physics 2025-01-30 Joseph W. Baron , Thomas Jun Jewell , Christopher Ryder , Tobias Galla