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It is well known that Gaussian symplectic ensemble (GSE) is defined on the space of $n\times n$ quaternion self-dual Hermitian matrices with Gaussian random elements. There is a huge body of literature regarding this kind of matrices. As a…

Probability · Mathematics 2015-03-16 Yanqing Yin , Zhidong Bai , Jiang Hu

The eigenvalues of the Dirac operator on a curved spacetime are diffeomorphism-invariant functions of the geometry. They form an infinite set of ``observables'' for general relativity. Recent work of Chamseddine and Connes suggests that…

General Relativity and Quantum Cosmology · Physics 2009-10-28 Giovanni Landi , Carlo Rovelli

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…

Numerical Analysis · Mathematics 2025-07-08 Konstantin Usevich , Simon Barthelme

Unlike an irreducible $Z$-matrices, a weakly irreducible $Z$-tensor $\mathcal{A}$ can have more than one eigenvector associated with the least H-eigenvalue. We show that there are finitely many eigenvectors of $\mathcal{A}$ associated with…

Combinatorics · Mathematics 2019-01-25 Yi-Zheng Fan , Yi Wang , Yan-Hong Bao

We investigate the nodal count of eigenvectors of random matrices interpreted as operators on signed complete graphs. Our focus is on orthogonally invariant ensembles, with particular attention to the Gaussian Orthogonal Ensemble (GOE). We…

Mathematical Physics · Physics 2025-11-05 Lior Alon , Dan Mikulincer , John Urschel

We study the Gaussian hermitian random matrix ensemble with an external matrix which has an arbitrary number of eigenvalues with arbitrary multiplicity. We compute the limiting eigenvalues correlations when the size of the matrix goes to…

Mathematical Physics · Physics 2008-03-06 N. Orantin

In the past 20 years, the study of real eigenvalues of non-symmetric real random matrices has seen important progress. Notwithstanding, central questions still remain open, such as the characterization of their asymptotic statistics and the…

Mathematical Physics · Physics 2016-05-03 Luis Carlos García del Molino , Khashayar Pakdaman , Jonathan Touboul

We study the time dynamics of random density matrices generated by evolving the same pure state using a Gaussian orthogonal ensemble (GOE) of Hamiltonians. We show that the spectral statistics of the resulting mixed state is well described…

We study the persistence of eigenvalues and eigenvectors of perturbed eigenvalue problems in Hilbert spaces. We assume that the unperturbed problem has a nontrivial kernel of odd dimension and we prove a Rabinowitz-type global continuation…

Spectral Theory · Mathematics 2021-01-11 Pierluigi Benevieri , Alessandro Calamai , Massimo Furi , Maria Patrizia Pera

We compute the joint eigenvalue distribution for a multiplicative non-Hermitian perturbation $(I+i\Gamma)H$, $\operatorname{rank}\,\Gamma=1$ of a random matrix $H$ from the Gaussian, Laguerre, and chiral Gaussian $\beta$-ensembles.

Probability · Mathematics 2025-12-29 Gökalp Alpan , Rostyslav Kozhan

Using the standard concepts of free random variables, we show that for a large class of nonhermitean random matrix models, the support of the eigenvalue distribution follows from their hermitean analogs using a conformal transformation. We…

High Energy Physics - Phenomenology · Physics 2009-10-28 Romuald A. Janik , Maciej A. Nowak , Gabor Papp , Jochen Wambach , Ismail Zahed

A common challenge faced in quantum physics is finding the extremal eigenvalues and eigenvectors of a Hamiltonian matrix in a vector space so large that linear algebra operations on general vectors are not possible. There are numerous…

Nuclear Theory · Physics 2018-07-18 Dillon Frame , Rongzheng He , Ilse Ipsen , Daniel Lee , Dean Lee , Ermal Rrapaj

The sensitivity of eigenvalues of structured matrices under general or structured perturbations of the matrix entries has been thoroughly studied in the literature. Error bounds are available and the pseudospectrum can be computed to gain…

Numerical Analysis · Mathematics 2019-04-30 Silvia Noschese , Lothar Reichel

In the context of a two-parameter $(\alpha, \beta)$ deformation of the canonical commutation relation leading to nonzero minimal uncertainties in both position and momentum, the harmonic oscillator spectrum and eigenvectors are determined…

Mathematical Physics · Physics 2008-11-26 C. Quesne , V. M. Tkachuk

We study mesoscopic linear statistics for a class of determinantal point processes which interpolates between Poisson and Gaussian Unitary Ensemble statistics. These processes are obtained by modifying the spectrum of the correlation kernel…

Probability · Mathematics 2019-07-23 Kurt Johansson , Gaultier Lambert

Consider the ensemble of Real Symmetric Toeplitz Matrices, each entry iidrv from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. The limiting spectral measure (the density of normalized eigenvalues)…

Probability · Mathematics 2010-11-16 Christopher Hammond , Steven J. Miller

Smooth linear statistics of random permutation matrices, sampled under a general Ewens distribution, exhibit an interesting non-universality phenomenon. Though they have bounded variance, their fluctuations are asymptotically non-Gaussian…

Probability · Mathematics 2011-06-13 Gérard Ben Arous , Kim Dang

Given an optimization problem, the Hessian matrix and its eigenspectrum can be used in many ways, ranging from designing more efficient second-order algorithms to performing model analysis and regression diagnostics. When nonlinear models…

Machine Learning · Statistics 2021-03-18 Zhenyu Liao , Michael W. Mahoney

We reconsider the problem of calculating arbitrary negative integer moments of the (regularized) characteristic polynomial for $N\times N$ random matrices taken from the Gaussian Unitary Ensemble (GUE). A very compact and convenient…

Mathematical Physics · Physics 2009-11-07 Yan V Fyodorov

This paper systematically studies the behavior of the leading eigenvectors for independent edge undirected random graphs generated from a general latent position model whose link function is possibly infinite rank and also possibly…

Statistics Theory · Mathematics 2025-01-28 Minh Tang , Joshua R. Cape