Related papers: Infinite Random Matrix Theory, Tridiagonal Bordere…
We characterize the existence of the Lebesgue integrable solutions of the truncated problem of moments in several variables on unbounded supports by the existence of some maximum entropy -- type representing densities and discuss a few…
The rational covariance extension problem to determine a rational spectral density given a finite number of covariance lags can be seen as a matrix completion problem to construct an infinite-dimensional positive-definite Toeplitz matrix…
We consider the eigenvalues of a fixed, non-normal matrix subject to a small additive perturbation. In particular, we consider the case when the fixed matrix is a banded Toeplitz matrix, where the bandwidth is allowed to grow slowly with…
Previous results indicate that while chaos can lead to substantial entropy production, thereby maximizing dynamical entanglement, this still falls short of maximality. Random Matrix Theory (RMT) modeling of composite quantum systems,…
We consider the spectrum of additive, polynomially vanishing random perturbations of deterministic matrices, as follows. Let $M_N$ be a deterministic $N\times N$ matrix, and let $G_N$ be a complex Ginibre matrix. We consider the matrix…
We construct a monotone continuous $Q^1$ finite element method on the uniform mesh for the anisotropic diffusion problem with a diagonally dominant diffusion coefficient matrix. The monotonicity implies the discrete maximum principle.…
In this paper we derive a Toeplitz-structured closed form of the unique positive semi-definite stabilizing solution for the discrete-time algebraic Riccati equations, especially for the case that the state matrix is not stable. Based on the…
The paper is devoted to exact and asymptotic formulas for the determinants of Toeplitz matrices with perturbations by blocks of fixed size in the four corners. If the norms of the inverses of the unperturbed matrices remain bounded as the…
The density matrix for the impenetrable Bose gas in Dirichlet and Neumann boundary conditions can be written in terms of $<\prod_{l=1}^n| \cos\phi_1-\cos\theta_l| |\cos\phi_2-\cos\theta_l|>$, where the average is with respect to the…
This work considers Maximum Likelihood Estimation (MLE) of a Toeplitz structured covariance matrix. In this regard, an equivalent reformulation of the MLE problem is introduced and two iterative algorithms are proposed for the optimization…
Limits of densities belonging to an exponential family appear in many applications, {e.g.} Gibbs models in Statistical Physics, relaxed combinatorial optimization, coding theory, critical likelihood computations, Bayes priors with singular…
This work considers Maximum Likelihood Estimation (MLE) of a Toeplitz structured covariance matrix. In this regard, an equivalent reformulation of the MLE problem is introduced and two iterative algorithms are proposed for the optimization…
We consider a totally asymmetric exclusion process on the positive half-line. When particles enter in the system according to a Poisson source, Liggett has computed all the limit distributions when the initial distribution has an asymptotic…
Earlier two of us (J.L. and L.P.) considered a matrix model for a two-level system interacting with a $n\times n$ reservoir and assuming that the interaction is modelled by a random matrix. We presented there a formula for the reduced…
The problem of the limit shape of large alternating sign matrices (ASMs) is addressed by studying the emptiness formation probability (EFP) in the domain-wall six-vertex model. Assuming that the limit shape arises in correspondence to the…
We consider a parameter dependent family of damped hyperbolic equations with interesting limit behavior: the system approaches steady states exponentially fast and for parameter to zero the solutions converge to that of a parabolic limit…
Random tilings are interesting as idealizations of atomistic models of quasicrystals and for their connection to problems in combinatorics and algorithms. Of particular interest is the tiling entropy density, which measures the relation of…
We analyze the spectral distribution of symmetric random matrices with correlated entries. While we assume that the diagonals of these random matrices are stochastically independent, the elements of the diagonals are taken to be correlated.…
In this work, we investigate time-dependent wave scattering by multiple small particles of arbitrary shape. To approximate the solution of the associated boundary-value problem, we derive an asymptotic model that is valid in the limit as…
We consider half-infinite triangular Toeplitz matrices with slow decay of the elements and prove under a monotonicity condition that elements of the inverse matrix, as well as elements of the fundamental matrix, decay to zero. We also…