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We study the eigenvectors and eigenvalues of random matrices with iid entries. Let $N$ be a random matrix with iid entries which have symmetric distribution. For each unit eigenvector $\mathbf{v}$ of $N$ our main results provide a small…

Probability · Mathematics 2020-04-23 Kyle Luh , Sean O'Rourke

We compute the exact and limiting smallest eigenvalue distributions for two classes of $\beta$-Jacobi ensembles not covered by previous studies. In the general $\beta$ case, these distributions are given by multivariate hypergeometric…

Probability · Mathematics 2011-08-16 Ioana Dumitriu

We consider the ensemble of real symmetric random matrices $H^{(n,\rho)}$ obtained from the determinant form of the Ihara zeta function of random graphs that have $n$ vertices with the edge probability $\rho/n$. We prove that the normalized…

Mathematical Physics · Physics 2017-09-19 O. Khorunzhiy

We consider the empirical eigenvalue distribution of an $m\times m$ principle submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. Earlier work of Petz and R\'effy identified the limiting spectral measure…

Probability · Mathematics 2019-04-12 Elizabeth Meckes , Kathryn Stewart

We consider a Hamiltonian $ H = H_0+ V $, in which $ H_0$ is a given non-random Hermitian matrix,and $V$ is an $N \times N$ Hermitian random matrix with a Gaussian probability distribution.We had shown before that Dyson's universality of…

Statistical Mechanics · Physics 2009-10-31 E. Brezin , S. Hikami

Models of disorder with a direction (constant imaginary vector-potential) are considered. These non-Hermitian models can appear as a result of computation for models of statistical physics using transfer matrix technique or describe…

Disordered Systems and Neural Networks · Physics 2009-10-30 K. B. Efetov

For a given polynomial $V(x)\in \mathbb C[x]$, a random matrix eigenvalues measure is a measure $\prod_{1\leq i<j\leq N}(x_i-x_j)^2 \prod_{i=1}^N e^{-V(x_i)}dx_i$ on $\gamma^N$. Hermitian matrices have real eigenvalues $\gamma=\mathbb R$,…

Mathematical Physics · Physics 2019-09-23 B. Eynard

Let $\mathcal A\subseteq \mat$ be a unital $*$-subalgebra of the algebra $\mat$ of all $n\times n$ complex matrices and let $B$ be an hermitian matrix. Let $\U_n(B)$ denote the unitary orbit of $B$ in $\mat$ and let $\mathcal E_\mathcal A$…

Operator Algebras · Mathematics 2007-12-17 Pedro Massey

We review the ideas of how random matrix theory has to be properly applied to quantum physics; particularly we focus on how the spectrum has to be properly prepared and the random matrix correctly identified before the random matrix and the…

Quantum Physics · Physics 2026-04-28 Mario Kieburg

We consider left-definite eigenvalue problems $A \psi = \lambda B \psi$, with $A \geq \varepsilon I$ for some $\varepsilon > 0$ and $B$ self-adjoint, but $B$ not necessarily positive or negative definite, applicable, in particular, to the…

Spectral Theory · Mathematics 2013-03-26 Fritz Gesztesy , Rudi Weikard

We describe recent work of Klyachko, Totaro, Knutson, and Tao, that characterizes eigenvalues of sums of Hermitian matrices, and decomposition of tensor products of representations of $GL_n(\mathbb{C})$. We explain related applications to…

Algebraic Geometry · Mathematics 2007-05-23 William Fulton

Assume that the eigenvalues of a finite hermitian linear operator have been deduced accurately but the linear operator itself could not be determined with precision. Given a set of eigenvalues $\lambda$ and a hermitian matrix $M$, this…

Numerical Analysis · Mathematics 2017-03-03 Marcel Padilla , Benedikt Kolbe , Aniruddha Chakraborty

Let $\a$ be a complex random variable with mean zero and bounded variance $\sigma^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\a$. Let $\lambda_{1}, ..., \lambda_{n}$ be the eigenvalues of…

Probability · Mathematics 2008-02-29 Terence Tao , Van Vu

We study the Brown measure of certain non-hermitian operators arising from Voiculescu's free probability theory. Usually those operators appear as the limit in *-moments of certain ensembles of non-hermitian random matrices, and the Brown…

Operator Algebras · Mathematics 2023-01-16 Serban Belinschi , Piotr Sniady , Roland Speicher

When a group acts on a set, it naturally partitions it into orbits, giving rise to orbit problems. These are natural algorithmic problems, as symmetries are central in numerous questions and structures in physics, mathematics, computer…

Computational Complexity · Computer Science 2025-10-14 Peter Bürgisser , Mahmut Levent Doğan , Visu Makam , Michael Walter , Avi Wigderson

In the first part of this paper, inspired by the geometric method of Jean-Pierre Marec, we consider the two-impulse Hohmann transfer problem between two coplanar circular orbits as a constrained nonlinear programming problem. By using the…

Systems and Control · Computer Science 2018-12-31 Li Xie , Yiqun Zhang , Junyan Xu

We study certain pairs of subspaces $V$ and $W$ of $\mathbb{C}^n$ we call supports that consist of eigenspaces of the eigenvalues $\pm\|M\|$ of a minimal hermitian matrix $M$ ($\|M\|\leq \|M+D\|$ for all real diagonals $D$). For any pair of…

Functional Analysis · Mathematics 2019-06-18 Alberto Mendoza , Lázaro Recht , Alejandro Varela

We investigate the product of $n$ complex non-Hermitian, independent random matrices, each of size $N\times N$ in the class of elliptic matrices, with independent identically distributed entries. The joint probability distribution of the…

Probability · Mathematics 2016-01-28 Mohamed Bouali

Inspired by the quantum computing algorithms for Linear Algebra problems [HHL,TaShma] we study how the simulation on a classical computer of this type of "Phase Estimation algorithms" performs when we apply it to solve the Eigen-Problem of…

Data Structures and Algorithms · Computer Science 2017-04-07 Michael Ben-Or , Lior Eldar

We consider the empirical eigenvalue distribution of an $m\times m$ principal submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. For $n$ and $m$ large with $\frac{m}{n}=\alpha$, the empirical spectral…

Probability · Mathematics 2019-05-08 Elizabeth Meckes , Kathryn Stewart