Related papers: From gap probabilities in random matrix theory to …
We review the authors' recent work \cite{BDIK1,BDIK2,BDIK3} where we obtain the uniform large $s$ asymptotics for the Fredholm determinant $D(s,\gamma):=\det(I-\gamma K_s\upharpoonright_{L^2(-1,1)})$, $0\leq\gamma\leq 1$. The operator $K_s$…
Two-term asymptotic formulae for the probability distribution functions for the smallest eigenvalue of the Jacobi $ \beta $-Ensembles are derived for matrices of large size in the r\'egime where $ \beta > 0 $ is arbitrary and one of the…
The probability that an interval $I$ is free of eigenvalues in a matrix ensemble with unitary symmetry is given by a Fredholm determinant. When the weight function in the matrix ensemble is a classical weight function, and the interval $I$…
Let $A$ be an elliptic pseudo-differential operator of order $m$ on a closed manifold $\mathcal{X}$ of dimension $n>0$, formally positive self-adjoint with respect to some positive smooth density $d\mu_\mathcal{X}$. Then, the spectrum of…
In this paper, we consider directly estimating the eigenvalues of precision matrix, without inverting the corresponding estimator for the eigenvalues of covariance matrix. We focus on a general asymptotic regime, i.e., the large dimensional…
Computing the eigenvectors and eigenvalues of a perturbed matrix can be remarkably difficult when the unperturbed matrix has repeated eigenvalues. In this work we show how the limiting eigenvectors and eigenvalues of a symmetric matrix…
The self-adjoint matrix Sturm-Liouville operator on a finite interval with a boundary condition in the general form is studied. We obtain asymptotic formulas for the eigenvalues and the weight matrices of the considered operator. These…
Suppose that $\Gamma=(V,E)$ is a graph with vertices $V$, edges $E$, a free group action on the vertices $\mathbb{Z}^d \curvearrowright V$ with finitely many orbits, and a linear operator $D$ on the Hilbert space $l^2(V)$ such that $D$…
We use the steepest descents method to study the integral kernel of a family of normal random matrix ensembles with eigenvalue distribution P_{N}(z_{1},...,z_{N}) = Z_{N}^{-1} e^{-N\Sigma_{i=1}^{N}V_{\alpha}(z_{i})}…
In an earlier work we had considered a Gaussian ensemble of random matrices in the presence of a given external matrix source. The measure is no longer unitary invariant and the usual techniques based on orthogonal polynomials, or on the…
Let $D\subset R^d$ be a bounded domain and let \[ L=\frac12\nabla\cdot a\nabla +b\cdot\nabla \] %\[ %L=\frac12\sum_{i,j=1}^da_{i,j}\frac{\partial^2}{\partial x_i\partial x_j}+\sum_{i=1}^db_i\frac{\partial}{\partial x_i}, %\] be a second…
The spectral properties of two special classes of Jacobi operators are studied. For the first class represented by the $2M$-dimensional real Jacobi matrices whose entries are symmetric with respect to the secondary diagonal, a new…
We consider the Dirac system on the interval $[0,1]$ with a spectral parameter $\mu\in\mathbb{C}$ and a complex-valued potential with entries from $L_p[0,1]$, where $1\leq p <2$. We study the asymptotic behavior of its solutions in a stripe…
We characterize Fredholm determinants of a class of Hankel composition operators via matrix-valued Riemann-Hilbert problems, for additive and multiplicative compositions. The scalar-valued kernels of the underlying integral operators are…
We study semi-infinite Jacobi matrices $H=H_{0}+V$ corresponding to trace class perturbations $V$ of the "free" discrete Schr\"odinger operator $H_{0}$. Our goal is to construct various spectral quantities of the operator $H$, such as the…
The purpose of this paper is to compute the asymptotics of determinants of finite sections of operators that are trace class perturbations of Toeplitz operators. For example, we consider the asymptotics in the case where the matrices are of…
We study the family of compact integral operators $\mathbf K_\beta$ in $L^2(\mathbb R)$ with the kernel K_\beta(x, y) = \frac{1}{\pi}\frac{1}{1 + (x-y)^2 + \beta^2\Theta(x, y)}, depending on the parameter $\beta >0$, where $\Theta(x, y)$ is…
We analyze the large degree asymptotic behavior of matrix valued orthogonal polynomials (MVOPs), with a weight that consists of a Jacobi scalar factor and a matrix part. Using the Riemann-Hilbert formulation for MVOPs and the Deift-Zhou…
We consider the Schr{\"o}dinger operator $-\Delta +V(x)$ in $L^2({\bf R}^3)$ with a real short-range (integrable) potential $V$. Using the associated Fredholm determinant, we present new trace formulas, in particular, the ones in terms of…
We consider Schr\"odinger operators with a strongly attractive singular interaction supported by a finite curve $\Gamma$ of lenghth $L$ in $\R^3$. We show that if $\Gamma$ is $C^4$-smooth and has regular endpoints, the $j$-th eigenvalue of…