Related papers: Exact spectral densities of complex noise-plus-str…
In hyperspectral sparse unmixing, a successful approach employs spectral bundles to address the variability of the endmembers in the spatial domain. However, the regularization penalties usually employed aggregate substantial computational…
The spectral density function describes the second-order properties of a stationary stochastic process on $\mathbb{R}^d$. This paper considers the nonparametric estimation of the spectral density of a continuous-time stochastic process…
We consider an invariant random matrix model where the standard Gaussian potential is distorted by an additional single pole of order $m$. We compute the average or macroscopic spectral density in the limit of large matrix size, solving the…
Max-stable random fields play a central role in modeling extreme value phenomena. We obtain an explicit formula for the conditional probability in general max-linear models, which include a large class of max-stable random fields. As a…
Sharp conditions for the presence of spectral outliers are well understood for Wigner random matrices with iid entries. In the setting of inhomogeneous symmetric random matrices (i.e., matrices with a non-trivial variance profile), the…
We introduce a nonparametric spectral density estimator for continuous-time and continuous-space processes measured at fully irregular locations. Our estimator is constructed using a weighted nonuniform Fourier sum whose weights yield a…
Let $n>m$, and let $A$ be an $(m\times n)$-matrix of full rank. Then obviously the estimate $\|Ax\|\leq\|A\|\|x\|$ holds for the euclidean norm of $x$ and $Ax$ and the spectral norm as the assigned matrix norm. We study the sets of all $x$…
In this note we compute exact boundary spectra for D-instantons in sigma-models on the supergroup PSL(2|2). Our results are obtained through an explicit summation of the perturbative expansion for conformal dimensions to all orders in the…
We investigate $N$-extended supersymmetry in one-dimensional quantum mechanics on a circle with point singularities. For any integer $n$, $N=2n+1$ supercharges are explicitly constructed in terms of discrete transformations, and a class of…
We show that the eigenvalue density of a product X=X_1 X_2 ... X_M of M independent NxN Gaussian random matrices in the large-N limit is rotationally symmetric in the complex plane and is given by a simple expression rho(z,\bar{z}) =…
The massive Schwinger model is studied, using a density matrix renormalization group approach to the staggered lattice Hamiltonian version of the model. Lattice sizes up to 256 sites are calculated, and the estimates in the continuum limit…
We consider the spectrum of additive, polynomially vanishing random perturbations of deterministic matrices, as follows. Let $M_N$ be a deterministic $N\times N$ matrix, and let $G_N$ be a complex Ginibre matrix. We consider the matrix…
In this paper we consider regression problems subject to arbitrary noise in the operator or design matrix. This characterization appropriately models many physical phenomena with uncertainty in the regressors. Although the problem has been…
We find explicit formulae for the circular spectral measures of $E_7,E_8$. This leads to a number of general observations regarding the ADE circular measures: these are linear combinations of measures supported by the roots of unity, with…
Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…
We study complex eigenvalues of large $N\times N$ symmetric random matrices of the form ${\cal H}=\hat{H}-i\hat{\Gamma}$, where both $\hat{H}$ and $\hat{\Gamma}$ are real symmetric, $\hat{H}$ is random Gaussian and $\hat{\Gamma}$ is such…
We derive necessary conditions for localization of continuous frames in terms of generalized Beurling densities. As an important application we provide necessary density conditions for sampling and interpolation in a very large class of…
One can identify a tripartite classification of random matrix ensembles into geometrical universality classes corresponding to the plane, the sphere and the anti-sphere. The plane is identified with Ginibre-type (iid) matrices and the…
We investigate the problem of estimating a given real symmetric signal matrix $\textbf{C}$ from a noisy observation matrix $\textbf{M}$ in the limit of large dimension. We consider the case where the noisy measurement $\textbf{M}$ comes…
We compare eigenvalue densities of Wigner random matrices whose elements are independent identically distributed (iid) random numbers with a Levy distribution and maximally random matrices with a rotationally invariant measure exhibiting a…