Related papers: Co-rank 1 projections and the randomised Horn prob…
We compute the joint eigenvalue distribution for a multiplicative non-Hermitian perturbation $(I+i\Gamma)H$, $\operatorname{rank}\,\Gamma=1$ of a random matrix $H$ from the Gaussian, Laguerre, and chiral Gaussian $\beta$-ensembles.
A recursive method is derived to calculate all eigenvalue correlation functions of a random hermitian matrix in the large size limit, and after smoothing of the short scale oscillations. The property that the two-point function is…
We state and solve a discrete version of the classical Riemann-Hilbert problem. In particular, we associate a Riemann-Hilbert problem to every dessin d'enfants. We show how to compute the solution for a dessin that is a tree. This amounts…
Positive semi-definite matrices commonly occur as normal matrices of least squares problems in statistics or as kernel matrices in machine learning and approximation theory. They are typically large and dense. Thus algorithms to solve…
A generalized Wigner matrix perturbed by a finite-rank deterministic matrix is considered. The fluctuations of the largest eigenvalues, which emerge outside the bulk of the spectrum, and the corresponding eigenvectors, are studied. Under…
We revisit the problem of perturbing a large, i.i.d. random matrix by a finite rank error. It is known that when elements of the i.i.d. matrix have finite fourth moment, then the outlier eigenvalues of the perturbed matrix are close to the…
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…
We show that the coefficients of the characteristic polynomial of a central hyperplane arrangement $\mathcal A$, coincide with the multidegrees of the Gauss map of a pencil of hypersurfaces naturally associated to $\mathcal A$. As a…
We study the similarity renormalization scheme for hamiltonians to the fourth order in perturbation theory using a model hamiltonian for fermions coupled to bosons. We demonstrate that the free finite parts of counterterms can be chosen in…
We uncover novel solutions of the 't Hooft anomaly matching conditions for scalarless gauge theories with matter transforming according to higher dimensional representations of the underlying gauge group. We argue that, if the duals exist,…
Two classical theorems in matrix theory, due to Schur and Horn, relate the eigenvalues of a self-adjoint matrix to the diagonal entries. These have recently been given a formulation in the setting of operator algebras as the Schur-Horn…
Let $\mathcal{U}$ be the unipotent variety of a complex reductive group $G$. Fix opposed Borel subgroups $B_\pm \subseteq G$ with unipotent radicals $U_\pm$. The map that sends $x_+x_- \mapsto x_+x_-x_+^{-1}$ for all $x_\pm \in U_\pm$…
In this note we compute the functional derivative of the induced charge density, on a thin conductor, consisting of the union of g+1 disjoint intervals, $J:=\cup_{j=1}^{g+1}(a_j,b_j),$ with respect to an external potential. In the context…
We consider those Gaussian Unitary Ensembles where the eigenvalues have prescribed multiplicities, and obtain joint probability density for the eigenvalues. In the simplest case where there is only one multiple eigenvalue t, this leads to…
We calculate the derivations and the first Hochschild cohomology group of the quantum grassmannian over a field of characteristic zero in the generic case when the deformation parameter is not a root of unity. Using graded techniques and…
We discuss recently discovered links of the statistical models of normal random matrices to some important physical problems of pattern formation and to the quantum Hall effect. Specifically, the large $N$ limit of the normal matrix model…
In these notes we study hyperplane arrangements having at least one logarithmic derivation of degree two that is not a combination of degree one logarithmic derivations. It is well-known that if a hyperplane arrangement has a linear…
A randomized algorithm for computing a data sparse representation of a given rank structured matrix $A$ (a.k.a. an $H$-matrix) is presented. The algorithm draws on the randomized singular value decomposition (RSVD), and operates under the…
We introduce the concept of shape partition of a tensor and formulate a general tensor eigenvalue problem that includes all previously studied eigenvalue problems as special cases. We formulate irreducibility and symmetry properties of a…
We study the computation of Gaussian orthant probabilities, i.e. the probability that a Gaussian falls inside a quadrant. The Geweke-Hajivassiliou-Keane (GHK) algorithm [Genz, 1992; Geweke, 1991; Hajivassiliou et al., 1996; Keane, 1993], is…