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We consider the nonlinear equation $-\frac{1}{m}=z+Sm$ with a parameter $z$ in the complex upper half plane $\mathbb{H} $, where $S$ is a positivity preserving symmetric linear operator acting on bounded functions. The solution with values…

Probability · Mathematics 2020-06-11 Oskari Ajanki , Laszlo Erdos , Torben Krüger

We study the unique solution $m$ of the Dyson equation \[ -m(z)^{-1} = z - a + S[m(z)] \] on a von Neumann algebra $\mathcal{A}$ with the constraint $\mathrm{Im}\,m\geq 0$. Here, $z$ lies in the complex upper half-plane, $a$ is a…

Operator Algebras · Mathematics 2018-12-12 Johannes Alt , Laszlo Erdos , Torben Krüger

We consider the solution of the vector Dyson equation $-1/m=z+Sm$ in the case when $S$ has a block staircase structure with $(n-1)$ different critical zero blocks below the strictly positive anti-diagonal and all elements right above the…

Probability · Mathematics 2021-12-22 Oleksii Kolupaiev

We introduce a method of rigorous analysis of the location and type of complex singularities for nonlinear higher order PDEs as a function of the initial data. The method is applied to determine rigorously the asymptotic structure of…

Analysis of PDEs · Mathematics 2007-05-23 O. Costin , S. Tanveer

We study singularity formation in nonlinear differential equations of order $m\leqslant 2$, $y^{(m)}=A(x^{-1},y)$. We assume $A$ is analytic at $(0,0)$ and $\partial_y A(0,0)=\lambda\ne 0$ (say, $\lambda=(-1)^m$). If $m=1$ we assume…

Classical Analysis and ODEs · Mathematics 2007-05-23 O. Costin

For a large class of symmetric random matrices with correlated entries, selected from stationary random fields of centered and square integrable variables, we show that the limiting distribution of eigenvalue counting measure always exists…

Probability · Mathematics 2016-03-08 Costel Peligrad , Magda Peligrad

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

For large random matrices $X$ with independent, centered entries but not necessarily identical variances, the eigenvalue density of $XX^*$ is well-approximated by a deterministic measure on $\mathbb{R}$. We show that the density of this…

Probability · Mathematics 2017-11-22 Johannes Alt

We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…

Statistical Mechanics · Physics 2011-06-28 Z. Burda , A. Jarosz , G. Livan , M. A. Nowak , A. Swiech

For any finite set $M\subset {\mathbb Z}_{\geq 1}$ of positive integers, there is up to isomorphism a unique ${\mathbb Z}$-lattice $H_M$ with a cyclic automorphism $h_M:H_M\to H_M$ whose eigenvalues are the unit roots with orders in $M$ and…

Number Theory · Mathematics 2018-01-25 Claus Hertling

Our purpose of this paper is to study isolated singular solutions of semilinear Helmholtz equation $$ -\Delta u-u=Q|u|^{p-1}u \quad{\rm in}\ \ \mathbb{R}^N\setminus\{0\},\ \qquad\lim_{|x|\to0}u(x)=+\infty, $$ where $N\geq 2$, $p>1$ and the…

Analysis of PDEs · Mathematics 2021-05-27 Huyuan Chen , Feng Zhou

An explicit Dirichlet series is obtained, which represents an analytic function of $s$ in the half-plane $\Re s>1/2$ except for having simple poles at points $s_j$ that correspond to exceptional eigenvalues $\lambda_j$ of the non-Euclidean…

Number Theory · Mathematics 2007-05-23 Xian-Jin Li

Let $\mathbf{W}\in\mathbb{C}^{n\times n}$ be a {\it single-spiked} Wishart matrix in the class $\mathbf{W}\sim \mathcal{CW}_n(m,\mathbf{I}_n+ \theta \mathbf{v}\mathbf{v}^\dagger) $ with $m\geq n$, where $\mathbf{I}_n$ is the $n\times n$…

Probability · Mathematics 2022-04-27 Prathapasinghe Dharmawansa , Pasan Dissanayake , Yang Chen

In this work, we consider the weighted difference of two independent complex Wishart matrices and derive the joint probability density function of the corresponding eigenvalues in a finite-dimension scenario using two distinct approaches.…

Mathematical Physics · Physics 2020-11-17 Santosh Kumar , S. Sai Charan

In this paper, we are devoted to studying the positive solutions of the following higher order Hardy-H\'enon equation $$ (-\Delta)^{m}u=|x|^{\alpha}u^{p} \quad\mbox{in}~ B_{1}\setminus\{0\}\subset\mathbb{R}^{n} $$ with an isolated…

Analysis of PDEs · Mathematics 2022-12-06 Xia Huang , Yuan Li , Hui Yang

We consider the local eigenvalue distribution of large self-adjoint $N\times N$ random matrices $\mathbf{H}=\mathbf{H}^*$ with centered independent entries. In contrast to previous works the matrix of variances $s_{ij} = \mathbb{E}\,…

Probability · Mathematics 2017-08-09 Oskari Ajanki , Laszlo Erdos , Torben Krüger

Recent advances in quantitative unique continuation properties for solutions to uniformly elliptic, divergence form equations (with Lipschitz coefficients) has led to a good understanding of the vanishing order and size of singular and zero…

Analysis of PDEs · Mathematics 2026-04-15 Max Engelstein , Cole Jeznach , Yannick Sire

We study the densities of limiting distributions of squared singular values of high-dimensional matrix products composed of independent complex Gaussian (complex Ginibre) and truncated unitary matrices which are taken from Haar distributed…

Probability · Mathematics 2015-12-23 Thorsten Neuschel

We study properties of nonnegative functions satisfying (E)$\;-\Delta u+u^p-M|\nabla u|^q=0$ is a domain of $\mathbb{R}^N$ when $p>1$, $M>0$ and $1<q<p$. We concentrate our analysis on the solutions of (E) with an isolated singularity, or…

Analysis of PDEs · Mathematics 2021-08-30 Marie-Françoise Bidaut-Véron , Marta Garcia Huidobro , Laurent Véron

The squared singular values of the product of $M$ complex Ginibre matrices form a biorthogonal ensemble, and thus their distribution is fully determined by a correlation kernel. The kernel permits a hard edge scaling to a form specified in…

Classical Analysis and ODEs · Mathematics 2016-05-04 N. S. Witte , P. J. Forrester
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