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We apply the recently introduced method of hermitization to study in the large $N$ limit non-hermitean random matrices that are drawn from a large class of circularly symmetric non-Gaussian probability distributions, thus extending the…

Disordered Systems and Neural Networks · Physics 2009-10-30 J. Feinberg , A. Zee

We present a characterization of eigenvalue inequalities between two Hermitian matrices by means of inertia indices. As applications, we deal with some classical eigenvalue inequalities for Hermitian matrices, including the Cauchy…

Combinatorics · Mathematics 2020-05-28 Sai-Nan Zheng , Xi Chen , Lily Li Liu , Yi Wang

Horn's conjecture, which given the spectra of two Hermitian matrices describes the possible spectra of the sum, was recently settled in the affirmative. In this survey we discuss one of the many steps in this, which required us to introduce…

Representation Theory · Mathematics 2009-09-25 Allen Knutson , Terence Tao

A non-Hermitean extension of paradigmatic Wishart random matrices is introduced to set up a theoretical framework for statistical analysis of (real, complex and real quaternion) stochastic time series representing two "remote" complex…

Mathematical Physics · Physics 2011-02-07 Eugene Kanzieper , Navinder Singh

In recent years, random matrices have come to play a major role in computational mathematics, but most of the classical areas of random matrix theory remain the province of experts. Over the last decade, with the advent of matrix…

Probability · Mathematics 2015-01-08 Joel A. Tropp

This is a brief description of what has been accomplished and what remains to be done in the construction of a nonperturbative formulation of "The Theory Formerly Known as String". It is culled from two short talks given by the author at…

High Energy Physics - Theory · Physics 2014-11-18 Tom Banks

In this supplementary appendix we provide proofs and additional extensive simulations that complement the analysis of the main paper (constrained perturbation regularization approach for signal estimation using random matrix theory).

Information Theory · Computer Science 2016-11-23 Mohamed Suliman , Tarig Ballal , Abla Kammoun , Tareq Y. Al-Naffouri

A brief review of the eigenvalue matrix model integrability and superintegrability properties, focused on the simplest, still representative, Gaussian Hermitian case.

High Energy Physics - Theory · Physics 2024-08-27 A. Morozov

We show that the author of a recent paper [arXiv:2008.04929] put forward some false statements about the eigenstates of Hermitian and non-Hermitian systems. We conjecture that one of the non-Hermitian Hamiltonians for a one-dimensional…

Quantum Physics · Physics 2021-07-23 Francisco M. Fernández

We present a concise survey of matrix completion methods and associated implementations of several fundamental algorithms. Our study covers both passive and adaptive strategies. We further illustrate the behavior of a simple adaptive…

Computation · Statistics 2025-12-10 Connor Panish , Leo Villani

This article corrects two mistakes in the article "Coarse homology theories" [math.AT/0106183].

Algebraic Topology · Mathematics 2014-10-01 Paul D. Mitchener

An equivalence relation in the symmetric group, where is a positive integer has been considered. An algorithm for calculation of the number of the equivalence classes by this relation for arbitrary integer has been described.

Mathematical Software · Computer Science 2012-01-17 Krasimir Yordzhev , Lilyana Totina

This paper is a brief review of recent developments in random matrix theory. Two aspects are emphasized: the underlying role of integrable systems and the occurrence of the distribution functions of random matrix theory in diverse areas of…

Mathematical Physics · Physics 2007-05-23 Craig A. Tracy , Harold Widom

In recent years, we have established the iteration theory of the index for symplectic matrix paths and applied it to periodic solution problems of nonlinear Hamiltonian systems. This paper is a survey on these results.

Differential Geometry · Mathematics 2007-05-23 Yiming Long

We review the theory of quaternionic Kahler and hyperkahler structures. Then we consider the tangent bundle of a Riemannian manifold M with a metric connection D (with torsion) and with its well estabilished canonical complex structure.…

Differential Geometry · Mathematics 2011-12-15 Rui Albuquerque

In a brief review, we discuss interrelations between arbitrary solutions of the loop equations that describe Hermitean one-matrix model and particular (multi-cut) solutions that describe concrete matrix integrals. These latter ones enjoy a…

High Energy Physics - Theory · Physics 2011-07-19 A. Mironov

Matrices are typically considered over fields or rings. Motivated by applications in parametric differential equations and data-driven modeling, we suggest to study matrices with entries from a Hilbert space and present an elementary theory…

Numerical Analysis · Mathematics 2025-05-09 Stanislav Budzinskiy

The main goal of the paper is to present a new approach via Hurwitz numbers to Kontsevich's combinatorial/matrix model for the intersection theory of the moduli space of curves. A secondary goal is to present an exposition of the circle of…

Algebraic Geometry · Mathematics 2007-05-23 Andrei Okounkov , Rahul Pandharipande

This is the Habilitation Thesis manuscript presented at Besan\c{c}on on January 5, focusing on Matrix Analysis, Matrix Inequalities and Matrix Decompositions. There are also some topics in (Hilbert space) Operator Theory. The text should be…

Functional Analysis · Mathematics 2023-07-07 Jean-Christophe Bourin

In these notes we explain how the CFT description of random matrix models can be used to perform actual calculations. Our basic example is the hermitian matrix model, reformulated as a conformal invariant theory of free fermions. We give an…

High Energy Physics - Theory · Physics 2007-05-23 Ivan K. Kostov