Related papers: Operator valued random matrices and asymptotic fre…
We consider random Schr\"odinger operators with Dirichlet boundary conditions outside lattice approximations of a smooth Euclidean domain and study the behavior of its lowest-lying eigenvalues in the limit when the lattice spacing tends to…
We investigate the extremal values of partial traces of matrix tensors under operator norm constraints. To evaluate these multi-linear quantities, we develop a comprehensive graphical formalism that encodes multi-leg partial traces, partial…
In this paper, we provide a generalized version of the Voiculescu theorem for normal operators by showing that, in a von Neumann algebra with separable pre-dual and a faithful normal semifinite tracial weight $\tau$, a normal operator is an…
We consider random hermitian matrices in which distant above-diagonal entries are independent but nearby entries may be correlated. We find the limit of the empirical distribution of eigenvalues by combinatorial methods. We also prove that…
We provide a framework which admits a number of ``marginal'' sequential Monte Carlo (SMC) algorithms as particular cases -- including the marginal particle filter [Klaas et al., 2005, in: Proceedings of Uncertainty in Artificial…
In this paper we study ensembles of random symmetric matrices $\X_n = {X_{ij}}_{i,j = 1}^n$ with dependent entries such that $\E X_{ij} = 0$, $\E X_{ij}^2 = \sigma_{ij}^2$, where $\sigma_{ij}$ may be different numbers. Assuming that the…
In this paper the boundary value problem for one class of the operator-differential equations of the third order on a semi-axis, where one of the boundary conditions is perturbed by some linear operator is researched. There are received…
The operator associated to the angular part of the Dirac equation in the Kerr-Newman background metric is a block operator matrix with bounded diagonal and unbounded off-diagonal entries. The aim of this paper is to establish a variational…
Two classes of multivariate random fields with operator-stable marginals are constructed. The random fields $\mathbb{X}=\{X(t) : t \in \mathbb{R}^d \}$ with values in $\mathbb{R}^m$ are invariant in law under operator-scaling in both the…
We construct a class of nonnegative martingale processes that oscillate indefinitely with high probability. For these processes, we state a uniform rate of the number of oscillations and show that this rate is asymptotically close to the…
We consider inhomogeneous square random matrices of size $N$ with independent entries of mean 0 and finite variance. We assume that the variance profile of this matrix is doubly stochastic and has a band-like structure with an appropriately…
We analyze the properties of the conditional amplitude operator, the quantum analog of the conditional probability which has been introduced in [quant-ph/9512022]. The spectrum of the conditional operator characterizing a quantum bipartite…
Inspired by a recent paper of I. Grama, E. Le Page and M. Peign\'e, we consider a sequence $(g_n)_{n \geq 1}$ of i.i.d. random $d\times d$-matrices with non-negative entries and study the fluctuations of the process $(\log \vert g_n\cdots…
The interpretation of quantum mechanics due to Lande' is applied to the connection between wave mechanics and matrix mechanics. The connection between the differential eigenvalue equation and the matrix eigenvalue equation for an operator…
In this paper we study the asymptotic behavior of the principal eigenvalues associated to the Pucci operator in bounded domain $\Omega$ with Neumann/Robin boundary condition i.e. $\partial_n u=\alpha u$ when $\alpha$ tends to infinity. This…
Recently we considered a class of random matrices obtained by choosing distinct codewords at random from linear codes over finite fields and proved that under some natural algebraic conditions their empirical spectral distribution converges…
We show that the partial transposes of complex Wishart random matrices are asymptotically free. We also investigate regimes where the number of blocks is fixed but the size of the blocks increases. This gives a example where the partial…
In a 1999 paper, Bercovici and Pata showed that a natural bijection between the classically, free and Boolean infinitely divisible measures held at the level of limit theorems of triangular arrays. This result was extended to include…
In this note we compare two recent results about the distribution of eigenvalues for semi-classical pseudodifferential operators in two dimensions. For classes of analytic operators A. Melin and the author obtained a complex Bohr-Sommerfeld…
In this paper, we examine applications of the theory of operator-valued processes to algebraic methods in probability theory. We show a central limit theorem for general conservation operator processes. Utilizing this, we analyze the…