Related papers: From gap probabilities in random matrix theory to …
Let K be a convex set in R d and let K $\lambda$ be the convex hull of a homogeneous Poisson point process P $\lambda$ of intensity $\lambda$ on K. When K is a simple polytope, we establish scaling limits as $\lambda$ $\rightarrow$ $\infty$…
We perform the spectral analysis of a family of Jacobi operators $J(\alpha)$ depending on a complex parameter $\alpha$. If $|\alpha|\neq1$ the spectrum of $J(\alpha)$ is discrete and formulas for eigenvalues and eigenvectors are established…
In the paper we consider self-adjoint partial integral operators of Fredholm type $T$ with a degenerate kernel on the space $L_2([a,b]\times[c,d]).$ Essential and discrete spectra of $T$ are described.
The self-adjoint, positive Markov operator defined by the P\'olya-Gamma Gibbs sampler (under a proper normal prior) is shown to be trace-class, which implies that all non-zero elements of its spectrum are eigenvalues. Consequently, the…
We consider the determinantal point process with the confluent hypergeometric kernel. This process is a universal point process in random matrix theory and describes the distribution of eigenvalues of large random Hermitian matrices near…
We present a general counting result for the unstable eigenvalues of linear operators of the form $JL$ in which $J$ and $L$ are skew- and self-adjoint operators, respectively. Assuming that there exists a self-adjoint operator $K$ such that…
For singular numbers of integral operators of the form $u(x)\mapsto \int F_1(X)K(X,Y,X-Y)F_2(Y)u(Y)\mu(dY),$ with measure $\mu$ singular with respect to the Lebesgue measure in $\mathbb{R}^\mathbf{N}$, order sharp estimates for the counting…
If $A \colon D(A) \subset \mathcal{H} \to \mathcal{H}$ is an unbounded Fredholm operator of index $0$ on a Hilbert space $\mathcal{H}$ with a dense domain $D(A)$, then its spectrum is either discrete or the entire complex plane. This…
We are interested in the asymptotic behavior of orthogonal polynomials of the generalized Jacobi type as their degree $n$ goes to $\infty$. These are defined on the interval $[-1,1]$ with weight function…
We study the essential spectrum and Fredholm properties of integral and pseudodiferential operators associated to (maybe non-commutative) locally compact groups G. The techniques involve crossed product C*-algebras. We extend previous…
We prove that the asymptotics of the Fredholm determinant of $I-K_\alpha$, where $K_\alpha$ is the integral operator with the sine kernel $\sin(x-y)/(x-y)/\pi$ on the interval $[0,\alpha]$ is given by a formula which was conjectured by F.J.…
Let $\gamma$ be an automorphism of a polarized complex projective manifold $(M,L)$. Then $\gamma$ induces an automorphism $\gamma_k$ of the space of global holomorphic sections of the $k$-th tensor power of $L$, for every $k=1,2,...$; for…
Investigating the stability of nonlinear waves often leads to linear or nonlinear eigenvalue problems for differential operators on unbounded domains. In this paper we propose to detect and approximate the point spectra of such operators…
In this article we obtain the asymptotic formulas for the eigenvalues and eigenfunctions of the self-adjoint operator generated by a system of Sturm-Liouville equations with summable coefficients and the quasiperiodic boundary conditions.…
What is the connection of random matrices with integrable systems? Is this connection really useful? The answer to these questions leads to a new and unifying approach to the theory of random matrices. Introducing an appropriate time…
We use variational methods to derive Hadamard-type formulae for the eigenvalues of a class of elliptic operators on a compact Riemannian manifold $M$. We then apply the latter in the following context. Consider a family of elliptic…
The diagonal spin-spin correlations of the square lattice Ising model, originally expressed as Toeplitz determinants, are given by two distinct Fredholm determinants - one with an integral operator having an Appell function kernel and…
We consider real-analytic maps of the interval $I=[0,1]$ which are expanding everywhere except for a neutral fixed point at 0. We show that on a certain function space the spectrum of the associated Perron-Frobenius operator ${\cal M}$ has…
We study the analog of semi-separable integral kernels in $\mathcal{H}$ of the type $$ K(x,x')=\begin{cases} F_1(x)G_1(x'), & a<x'< x< b, \\ F_2(x)G_2(x'), & a<x<x'<b, \end{cases} $$ where $-\infty\leq a<b\leq \infty$, and for a.e.\ $x \in…
The Bessel process models the local eigenvalue statistics near $0$ of certain large positive definite matrices. In this work, we consider the probability \begin{align*} \mathbb{P}\Big( \mbox{there are no points in the Bessel process on }…