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This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for some intermediate eigenvalues. Relying on the GUE example,…

Probability · Mathematics 2012-07-06 Sandrine Dallaporta

Variance parameter estimation in linear mixed models is a challenge for many classical nonlinear optimization algorithms due to the positive-definiteness constraint of the random effects covariance matrix. We take a completely novel view on…

Machine Learning · Statistics 2022-12-20 Lena Sembach , Jan Pablo Burgard , Volker H. Schulz

This work is concerned with finite range bounds on the variance of individual eigenvalues of random covariance matrices, both in the bulk and at the edge of the spectrum. In a preceding paper, the author established analogous results for…

Probability · Mathematics 2013-09-25 Sandrine Dallaporta

We prove a concentration phenomenon on the empirical eigenvalue distribution (EED) of the principal submatrix in a random hermitian matrix whose distribution is invariant under unitary conjugacy; for example, this class includes GUE…

Probability · Mathematics 2021-03-17 Katsunori Fujie , Takahiro Hasebe

We study the row-space partition and the pivot partition on the matrix space $\mathbb{F}_q^{n \times m}$. We show that both these partitions are reflexive and that the row-space partition is self-dual. Moreover, using various combinatorial…

Information Theory · Computer Science 2019-08-26 Heide Gluesing-Luerssen , Alberto Ravagnani

We are interested in computing a simple eigenpair $(\lambda,{\bf x})$ of a large non-Hermitian matrix $A$, by a general harmonic Rayleigh-Ritz projection method. Given a search subspace $\mathcal{K}$ and a target point $\tau$, we focus on…

Numerical Analysis · Mathematics 2016-04-19 Gang Wu

We derive some properties of the hydrogen atom inside a box with an impenetrable wall that have not been discussed before. Suitable scaling of the Hamiltonian operator proves to be useful for the derivation of some general properties of the…

Quantum Physics · Physics 2025-11-07 Francisco M. Fernández

The techniques and analysis presented in this paper provide new methods to solve optimization problems posed on Riemannian manifolds. A new point of view is offered for the solution of constrained optimization problems. Some classical…

Optimization and Control · Mathematics 2018-04-12 Steven Thomas Smith

For Artin-Schreier curve y^q -y = f(x) defined over a finite field F_q of q elements, we show that the Weil bound for the number of the rational points over extension fields of F_q can often be greatly improved, essentially removing an…

Algebraic Geometry · Mathematics 2010-12-07 Antonio Rojas-Leon , Daqing Wan

We give sufficient conditions for the essential self-adjointness of perturbed biharmonic operators acting on sections of a Hermitian vector bundle over a Riemannian manifold with additional assumptions, such as lower semi-bounded Ricci…

Analysis of PDEs · Mathematics 2020-03-18 Ognjen Milatovic , Hemanth Saratchandran

We study the eigenvalues of the Dirichlet Laplace operator on an arbitrary bounded, open set in $\R^d$, $d \geq 2$. In particular, we derive upper bounds on Riesz means of order $\sigma \geq 3/2$, that improve the sharp Berezin inequality…

Spectral Theory · Mathematics 2012-02-29 Leander Geisinger , Ari Laptev , Timo Weidl

For a square matrix, the range of its Rayleigh quotients is known as the numerical range, which is a compact and convex set by the Toeplitz-Hausdorff theorem. The largest value and the smallest boundary value (in magnitude) of this convex…

Probability · Mathematics 2025-10-06 Zhigang Bao , Giorgio Cipolloni

We compute the limiting distributions of the largest eigenvalue of a complex Gaussian sample covariance matrix when both the number of samples and the number of variables in each sample become large. When all but finitely many, say $r$,…

Probability · Mathematics 2007-05-23 Jinho Baik , Gerard Ben Arous , Sandrine Peche

From characterizing the speed of a thermal system's response to computing natural modes of vibration, eigenvalue analysis is ubiquitous in engineering. In spite of this, eigenvalue problems have received relatively little treatment compared…

Numerical Analysis · Mathematics 2025-06-06 Conor Rowan , John Evans , Kurt Maute , Alireza Doostan

We formulate gaussian and circular random-matrix models representing a coupled system consisting of an absorbing and an amplifying resonator, which are mutually related by a generalized time-reversal symmetry. Motivated by optical…

Quantum Physics · Physics 2012-12-21 Christopher Birchall , Henning Schomerus

We study unitary random matrix ensembles in the critical case where the limiting mean eigenvalue density vanishes quadratically at an interior point of the support. We establish universality of the limits of the eigenvalue correlation…

Mathematical Physics · Physics 2010-07-30 Tom Claeys , Arno B. J. Kuijlaars

We consider a condition on the Ricci curvature involving vector fields, which is broader than the Bakry-\'Emery Ricci condition. Under this condition volume comparison, Laplacian comparison, isoperimetric inequality and gradient bounds are…

Differential Geometry · Mathematics 2016-06-01 Qi S Zhang , Meng Zhu

We propose a way to bound the generalisation errors of several classes of quantum reservoirs using the Rademacher complexity. We give specific, parameter-dependent bounds for two particular quantum reservoir classes. We analyse how the…

Machine Learning · Computer Science 2025-01-16 Naomi Mona Chmielewski , Nina Amini , Joseph Mikael

We perturb a real matrix $A$ of full column rank, and derive lower bounds for the smallest singular values of the perturbed matrix, in terms of normwise absolute perturbations. Our bounds, which extend existing lower-order expressions,…

Numerical Analysis · Mathematics 2024-02-22 Christos Boutsikas , Petros Drineas , Ilse C. F. Ipsen

We consider the double scaling limit in the random matrix ensemble with an external source $\frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM$ defined on $n\times n$ Hermitian matrices, where $A$ is a diagonal matrix with two eigenvalues $\pm a$ of…

Mathematical Physics · Physics 2010-07-30 Pavel M. Bleher , Arno B. J. Kuijlaars
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