Related papers: Local eigenvalue statistics of one-dimensional ran…
We propose a plasma model for spectral statistics displaying level repulsion without long-range spectral rigidity, i.e. statistics intermediate between random matrix and Poisson statistics similar to the ones found numerically at the…
We consider the ensemble of adjacency matrices of Erd\H{o}s-R\'{e}nyi random graphs, that is, graphs on $N$ vertices where every edge is chosen independently and with probability $p\equiv p(N)$. We rescale the matrix so that its bulk…
We describe analytical and numerical results on the statistical properties of complex eigenvalues and the corresponding non-orthogonal eigenvectors for non-Hermitian random matrices modeling one-channel quantum-chaotic scattering in systems…
There has been much recent interest, initiated by work of the physicists Hatano and Nelson, in the eigenvalues of certain random non-Hermitian periodic tridiagonal matrices and their bidiagonal limits. These eigenvalues cluster along a…
Spectral properties of Toeplitz operators and their finite truncations have long been central in operator theory. In the finite dimensional, non-normal setting, the spectrum is notoriously unstable under perturbations. Random perturbations…
We present a general counting result for the unstable eigenvalues of linear operators of the form $JL$ in which $J$ and $L$ are skew- and self-adjoint operators, respectively. Assuming that there exists a self-adjoint operator $K$ such that…
Statistical estimation and inference for marginal hazard models with varying coefficients for multivariate failure time data are important subjects in survival analysis. A local pseudo-partial likelihood procedure is proposed for estimating…
We consider the spectral properties of sparse stochastic block models, where $N$ vertices are partitioned into $K$ balanced communities. Under an assumption that the intra-community probability and inter-community probability are of similar…
We present a formalism for obtaining the statistical properties of functionals and inverse functionals of the paths of a particle diffusing in a one-dimensional quenched random potential. We demonstrate the implementation of the formalism…
This article is devoted to the spectral analysis of the electro-magnetic Schr\"odinger operator on the Euclidean plane. In the semiclassical limit, we derive a pseudo-differential effective operator that allows us to describe the spectrum…
For chaotic systems there is a theory for the decay of the survival probability, and for the parametric dependence of the local density of states. This theory leads to the distinction between "perturbative" and "non-perturbative" regimes,…
We review various attempts to localize the discrete spectra of semirelativistic Hamiltonians of the form H = \beta \sqrt{m^2 + p^2} + V(r) (w.l.o.g. in three spatial dimensions) as entering, for instance, in the spinless Salpeter equation.…
An invariant ensemble of $N\times N$ random matrices can be characterised by a joint distribution for eigenvalues $P(\lambda_1,\cdots,\lambda_N)$. The study of the distribution of linear statistics, i.e. of quantities of the form…
We consider a class of pseudodifferential operators with a doubly characteristic point, where the quadratic part of the symbol fails to be elliptic but obeys an averaging assumption. Under suitable additional assumptions, semiclassical…
We consider a second order self-adjoint operator in a domain which can be bounded or unbounded. The boundary is partitioned into two parts with Dirichlet boundary condition on one of them, and Neumann condition on the other. We assume that…
For a class of PT-symmetric operators with small random perturbations, the eigenvalues obey Weyl asymptotics with probability close to 1. Consequently, when the principal symbol is non-real, there are many non-real eigenvalues.
For piecewise expanding one-dimensional maps without periodic turning points we prove that isolated eigenvalues of small (random) perturbations of these maps are close to isolated eigenvalues of the unperturbed system. (Here ``eigenvalue''…
In this paper, we introduce and study non-local Jacobi operators, which generalize the classical (local) Jacobi operators. We show that these operators extend to generators of ergodic Markov semigroups with unique invariant probability…
The ordinary spectrum is restricted in its applications, since it is based on the second order moments (auto and cross-covariances). Alternative approaches to spectrum analysis have been investigated based on other measures of dependence.…
Covariance operators of random functions are crucial tools to study the way random elements concentrate over their support. The principal component analysis of a random function X is well-known from a theoretical viewpoint and extensively…