Related papers: The Horn Problem for Real Symmetric and Quaternion…
We discuss the eigenvalue problem for 2x2 and 3x3 octonionic Hermitian matrices. In both cases, we give the general solution for real eigenvalues, and we show there are also solutions with non-real eigenvalues.
In many applied problems one seeks to identify and count the critical points of a particular eigenvalue of a smooth parametric family of self-adjoint matrices, with the parameter space often being known and simple, such as a torus. Among…
Recently much effort has been made towards the introduction of non-Hermitian random matrix models respecting $PT$-symmetry. Here we show that there is a one-to-one correspondence between complex $PT$-symmetric matrices and split-complex and…
Skew orthogonal polynomials arise in the calculation of the $n$-point distribution function for the eigenvalues of ensembles of random matrices with orthogonal or symplectic symmetry. In particular, the distribution functions are completely…
In applications of linear algebra including nuclear physics and structural dynamics, there is a need to deal with uncertainty in the matrices. We focus on matrices that depend on a set of parameters $\omega$ and we are interested in the…
We consider a parameter dependent ensemble of two real random matrices with Gaussian distribution. It describes the transition between the symmetry class of the chiral Gaussian orthogonal ensemble (Cartan class B$|$DI) and the ensemble of…
We study the spectrum of an asymmetric random matrix with block structured variances. The rows and columns of the random square matrix are divided into $D$ partitions with arbitrary size (linear in $N$). The parameters of the model are the…
The distribution of the eigenvalues of a Hermitian matrix (or of a Hermitian matrix pencil) reveals important features of the underlying problem, whether a Hamiltonian system in physics, or a social network in behavioral sciences. However,…
We consider the parity-invariant Dirac operator with a mass term in three-dimensional QCD for $N_c=2$ and quarks in the fundamental representation. We show that there exists a basis in which the matrix elements of the Euclidean Dirac…
Let A be an n x n symmetric random matrix whose upper-triangular entries are independent and follow possibly non-identical subgaussian distributions. This paper investigates the spectral properties of A, including its eigenvalues and…
Statistical properties of non--symmetric real random matrices of size $M$, obtained as truncations of random orthogonal $N\times N$ matrices are investigated. We derive an exact formula for the density of eigenvalues which consists of two…
We study averages of multiplicative eigenvalue statistics in ensembles of orthogonal Haar distributed matrices, which can alternatively be written as Toeplitz+Hankel determinants. We obtain new asymptotics for symbols with Fisher-Hartwig…
The eigenvalue spacing of a uniformly chosen random finite unipotent matrix in its permutation action on lines is studied. We obtain bounds for the mean number of eigenvalues lying in a fixed arc of the unit circle and offer an approach…
This paper is devoted to the study of general (Laurent) polynomial modifications of moment functionals on the unit circle, i.e., associated with hermitian Toeplitz matrices. We present a new approach which allows us to study polynomial…
Let G be a connected semisimple complex algebraic group and let P be a parabolic subgroup. In this paper we define a new (commutative and associative) product on the cohomology of the homogenous spaces G/P and use this to give a more…
We study the hermitian one matrix model with semi-classical potential. This is a general unitary invariant random matrix ensemble in which the potential has a derivative that is a rational function and the measure is supported on some…
We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…
We rederive in a simplified version the Lehmann-Sommers eigenvalue distribution for the Gaussian ensemble of asymmetric real matrices, invariant under real orthogonal transformations, as a basis for a detailed derivation of a Pfaffian…
The problem of computing recurrence coefficients of sequences of rational functions orthogonal with respect to a discrete inner product is formulated as an inverse eigenvalue problem for a pencil of Hessenberg matrices. Two procedures are…
We study a critical behavior for the eigenvalue statistics in the two-matrix model in the quartic/quadratic case. For certain parameters, the eigenvalue distribution for one of the matrices has a limit that vanishes with an exponent 1/2 in…