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In this article we show the existence of limiting spectral distribution of a symmetric random matrix whose entries come from a stationary Gaussian process with covariances satisfying a summability condition. We provide an explicit…

Probability · Mathematics 2013-05-15 Arijit Chakrabarty , Rajat Subhra Hazra , Deepayan Sarkar

We extend classical time-frequency limiting analysis, historically applied to one-dimensional finite signals, to the multidimensional discrete setting. This extension is relevant for images, videos, and other multidimensional signals, as it…

Classical Analysis and ODEs · Mathematics 2025-07-15 Luis Gomez , Jonathan Jaimangal , Azita Mayeli , Tasfia Proma

Smooth linear statistics of random permutation matrices, sampled under a general Ewens distribution, exhibit an interesting non-universality phenomenon. Though they have bounded variance, their fluctuations are asymptotically non-Gaussian…

Probability · Mathematics 2011-06-13 Gérard Ben Arous , Kim Dang

We consider a Markovian evolution on point processes, the $\Psi$--process, on the unit interval in which points are added according to a rule that depends only on the spacings of the existing point configuration. Having chosen a spacing, a…

Probability · Mathematics 2020-07-01 Pascal Maillard , Elliot Paquette

Solving the generalized eigenvalue problem is a useful method for finding energy eigenstates of large quantum systems. It uses projection onto a set of basis states which are typically not orthogonal. One needs to invert a matrix whose…

Nuclear Theory · Physics 2023-04-05 Caleb Hicks , Dean Lee

We continue the study of the Hermitian random matrix ensemble with external source $\frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM$ where $A$ has two distinct eigenvalues $\pm a$ of equal multiplicity. This model exhibits a phase transition for…

Mathematical Physics · Physics 2010-07-29 Alexander I. Aptekarev , Pavel M. Bleher , Arno B. J. Kuijlaars

We propose new formulas for eigenvectors of the Gaudin model in the $\sl(3)$ case. The central point of the construction is the explicit form of some operator P, which is used for derivation of eigenvalues given by the formula $| w_1, w_2)…

Mathematical Physics · Physics 2009-11-13 C. Burdik , O. Navratil

On unitary compact groups the decomposition of a generic element into product of reflections induces a decomposition of the characteristic polynomial into a product of factors. When the group is equipped with the Haar probability measure,…

Probability · Mathematics 2010-03-25 Paul Bourgade , Ashkan Nikeghbali , Alain Rouault

In this paper, we study the random matrix model of Gaussian Unitary Ensemble (GUE) with fixed-rank (aka spiked) external source. We will focus on the critical regime of the Baik-Ben Arous-P\'ech\'e (BBP) phase transition and establish the…

Probability · Mathematics 2021-04-28 Zhigang Bao , Dong Wang

We consider transfer operators acting on spaces of holomorphic functions, and provide explicit bounds for their eigenvalues. More precisely, if D is any open set in C^d, and L is a suitable transfer operator acting on Bergman space A^2(D),…

Dynamical Systems · Mathematics 2008-02-13 Oscar F. Bandtlow , Oliver Jenkinson

Symmetric product orbifolds, i.e. permutation orbifolds of the full symmetric group S_{n} are considered by applying the general techniques of permutation orbifolds. Generating functions for various quantities, e.g. the torus partition…

High Energy Physics - Theory · Physics 2007-05-23 P. Bantay

We address the challenge of estimating the hyperuniformity exponent $\alpha$ of a spatial point process, given only one realization of it. Assuming that the structure factor $S$ of the point process follows a vanishing power law at the…

Statistics Theory · Mathematics 2024-07-25 Gabriel Mastrilli , Bartłomiej Błaszczyszyn , Frédéric Lavancier

The eigenvalue density for members of the Gaussian orthogonal and unitary ensembles follows the Wigner semi-circle law. If the Gaussian entries are all shifted by a constant amount c/Sqrt(2N), where N is the size of the matrix, in the large…

Mathematical Physics · Physics 2009-04-21 Kevin E. Bassler , Peter J. Forrester , Norman E. Frankel

We discuss a method of the asymptotic computation of moments of the normalized eigenvalue counting measure of random matrices of large order. The method is based on the resolvent identity and on some formulas relating expectations of…

Spectral Theory · Mathematics 2007-05-23 Leonid Pastur

Let $S_n$ be the symmetric group on the set $[n]:=\{1,2,\ldots,n\}$. Given a permutation $\sigma=\sigma_1\sigma_2 \cdots \sigma_n \in S_n$, we say it has a descent at index $i$ if $\sigma_i>\sigma_{i+1}$. Let $\mathcal{D}(\sigma)$ be the…

Combinatorics · Mathematics 2024-05-13 Alexander Diaz-Lopez , Kathryn Haymaker , Colin McGarry , Dylan McMahon

We study the problem of parameter estimation for large exchangeable interacting particle systems when a sample of discrete observations from a single particle is known. We propose a novel method based on martingale estimating functions…

Numerical Analysis · Mathematics 2024-01-30 Grigorios A. Pavliotis , Andrea Zanoni

Under certain conditions on k we calculate the limit distribution of the k:th largest eigenvalue, x_k, of the Gaussian Unitary Ensemble (GUE). More specifically, if n is the dimension of a random matrix from the GUE and k is such that both…

Probability · Mathematics 2015-06-26 Jonas Gustavsson

We solve a combinatorial question concerning eigenvalues of the universal intertwining endomorphism of a subset representation. This is then applied to justify the evaluation of the Eisenbud-Levine-Khimshiashvili (ELK) signature formula for…

Combinatorics · Mathematics 2022-02-04 Dirk Siersma , Wilberd van der Kallen

We consider the transmission eigenvalue problem for an impenetrable obstacle with Dirichlet boundary condition surrounded by a thin layer of non-absorbing inhomogeneous material. We derive a rigorous asymptotic expansion for the first…

Analysis of PDEs · Mathematics 2013-12-06 Fioralba Cakoni , Nicolas Chaulet , Houssem Haddar

We consider a class of sparse random matrices, which includes the adjacency matrix of Erd\H{o}s-R\'enyi graphs $\mathcal G(N,p)$ for $p \in [N^{\varepsilon-1},N^{-\varepsilon}]$. We identify the joint limiting distributions of the…

Probability · Mathematics 2020-03-13 Yukun He