Related papers: From gap probabilities in random matrix theory to …
Using simple commutator relations, we obtain several trace identities involving eigenvalues and eigenfunctions of an abstract self-adjoint operator acting in a Hilbert space. Applications involve abstract universal estimates for the…
We develop the basic theory of eigenvalues of $p$-adic random matrices, analogous to the classical theory for random matrices over $\mathbb{R}$ and $\mathbb{C}$. Such eigenvalue statistics were proposed as a model for the zeroes of $p$-adic…
Let $\bigl\{X_k\bigr\}_{k \in \mathbb{Z}} \in \mathbb{L}^2(\mathcal{T})$ be a stationary process with associated lag operators ${\boldsymbol{\cal C}}_h$. Uniform asymptotic expansions of the corresponding empirical eigenvalues and…
Starting from Montgomery's conjecture, there has been a substantial interest on the connections of random matrix theory and the theory of L-functions. In particular, moments of characteristic polynomials of random matrices have been…
The purpose of this work is to study spectral methods to approximate the eigenvalues of nonlocal integral operators. Indeed, even if the spatial domain is an interval, it is very challenging to obtain closed analytical expressions for the…
Consider a selfadjoint unbounded operator D on a Hilbert space H and a one parameter norm continuous family of selfadjoint bounded operators {A(t)} parametrized by the real line. Then under certain conditions \cite{RS95} that include the…
We consider the Landau Hamiltonian perturbed by a long-range electric potential $V$. The spectrum of the perturbed operator consists of eigenvalue clusters which accumulate to the Landau levels. First, we obtain an estimate of the rate of…
In this paper we consider generalized eigenvalue problems for a family of operators with a quadratic dependence on a complex parameter. Our model is $L(\lambda)=-\triangle +(P(x)-\lambda)^2$ in $L^2(\R^d)$ where $P$ is a positive elliptic…
We investigate the asymptotics of eigenvalues of sample covariance matrices associated with a class of non-independent Gaussian processes (separable and temporally stationary) under the Kolmogorov asymptotic regime. The limiting spectral…
We study Fredholm determinants of the Painlev\'e II and Painlev\'e XXXIV kernels. In certain critical unitary random matrix ensembles, these determinants describe special gap probabilities of eigenvalues. We obtain Tracy-Widom formulas for…
A Helson matrix (also known as a multiplicative Hankel matrix) is an infinite matrix with entries $\{a(jk)\}$ for $j,k\geq1$. Here the $(j,k)$'th term depends on the product $jk$. We study a self-adjoint Helson matrix for a particular…
We derive eigenvalue asymptotics for Sturm--Liouville operators with singular complex-valued potentials from the space $W^{\al-1}_{2}(0,1)$, $\al\in[0,1]$, and Dirichlet or Neumann--Dirichlet boundary conditions. We also give application of…
Let $X_1,X_2, \ldots $ be a sequence of $i.i.d$ real (complex) $d \times d $ invertible random matrices with common distribution $\mu$ and $\sigma_1(n), \sigma_2(n), \ldots , \sigma_d(n)$ be the singular values, $\lambda_1(n), \lambda_2(n),…
We extend the relative index theorem on non-compact manifolds to encompass a wide variety of hypoelliptic differential operators of arbitrary order, demonstrating that the change in index when changing a differential operator locally can be…
We study spectrum of finite truncations of unbounded Jacobi matrices with periodically modulated entries. In particular, we show that under some hypotheses a sequence of properly normalized eigenvalue counting measures converge vaguely to…
We consider $n$ eigenvalues of complex and symplectic induced spherical ensembles, which can be realised as two-dimensional determinantal and Pfaffian Coulomb gases on the Riemann sphere under the insertion of point charges. For both cases,…
Let A denote the C*algebra of bounded operators on L2(R) generated by: (i) all multiplications a(M) by functions a\in C[-\infty,+\infty], (ii) all multiplications by 2\pi-periodic continuous functions and (iii) all Fourier multipliers…
In this work the general results about asymptotics of eigenvalues of unbounded operators are obtained. We consider here different cases of compact, relatively compact, selfadjoint or nonselfadjoint perturbations. In particular we prove a…
Let L be the transfer operator associated with the Gauss' continued fraction map, known also as the Gauss-Kuzmin-Wirsing operator, acting on the Banach space. In this work we prove an asymptotic formula for the eigenvalues of L. This…
Some significant quantities in mathematics and physics are most naturally expressed as the Fredholm determinant of an integral operator, most notably many of the distribution functions in random matrix theory. Though their numerical values…