Related papers: Revisiting Horn's Problem
The still-unsolved problem of determining the set of eigenvalues realized by $n$-by-$n$ doubly stochastic matrices, those matrices with row sums and column sums equal to $1$, has attracted much attention in the last century. This problem is…
The ensemble inter-relations to be considered are special features of classical cases, where the joint eigenvalue probability density can be computed explicitly. Attention will be focussed too on the consequences of these inter-relations,…
The Minor problem, namely the study of the spectrum of a principal submatrix of a Hermitian matrix taken at random on its orbit under conjugation, is revisited, with emphasis on the use of orbital integrals and on the connection with…
We use classical results from harmonic analysis on matrix spaces to investigate the relation between the joint density of the singular values and of the eigenvalues of complex random matrices which are bi-unitarily invariant (also known as…
The randomised Horn problem, in both its additive and multiplicative version, has recently drawn increasing interest. Especially, closed analytical results have been found for the rank-1 perturbation of sums of Hermitian matrices and…
The topic of this paper is the typical behavior of the spectral measures of large random matrices drawn from several ensembles of interest, including in particular matrices drawn from Haar measure on the classical Lie groups, random…
A result of Zyczkowski and Sommers [J.Phys.A, 33, 2045--2057 (2000)] gives the eigenvalue probability density function for the top N x N sub-block of a Haar distributed matrix from U(N+n). In the case n \ge N, we rederive this result,…
Given a matrix $A$, a linear feasibility problem (of which linear classification is a special case) aims to find a solution to a primal problem $w: A^Tw > \textbf{0}$ or a certificate for the dual problem which is a probability distribution…
Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…
When a group acts on a set, it naturally partitions it into orbits, giving rise to orbit problems. These are natural algorithmic problems, as symmetries are central in numerous questions and structures in physics, mathematics, computer…
We follow a stream of the history of positive matrices and positive functionals, as applied to algebraic sums of squares decompositions, with emphasis on the interaction between classical moment problems, function theory of one or several…
In this paper we report on recent results by several authors, on the spectral theory of lens spaces and orbifolds and similar locally symmetric spaces of rank one. Most of these results are related to those obtained by the authors in [IMRN…
Multiple orthogonal polynomials are a generalization of orthogonal polynomials in which the orthogonality is distributed among a number of orthogonality weights. They appear in random matrix theory in the form of special determinantal point…
We develop an efficient algorithm for sampling the eigenvalues of random matrices distributed according to the Haar measure over the orthogonal or unitary group. Our technique samples directly a factorization of the Hessenberg form of such…
The direct and inverse spectral problems are solved for a wide subclass of the class of Schwarz matrices. A connection between the Schwarz matrices and the so-called generalized Hurwitz polynomials is found. The known results due to H. Wall…
First, we analyze the discrete Monge--Kantorovich problem, linking it with the minimization problem of linear functionals over adjoint orbits. Second, we consider its generalization to the setting of area preserving diffeomorphisms of the…
We discuss recent quantitative results in connexion with Kronecker's theorem on the density of subgroups in R^n and with Dani and Raghavan's theorem on the density of orbits in the spaces of frames. We also propose several related problems.…
The determination of the density functions for products of random elements from specified classes of matrices is a basic problem in random matrix theory and is also of interest in theoretical physics. For connected simple Lie groups of…
Normalized eigenvalue counting measure of the sum of two Hermitian (or real symmetric) matrices $A_{n}$ and $B_{n}$ rotated independently with respect to each other by the random unitary (or orthogonal) Haar distributed matrix $U_{n}$ (i.e.…
A new approach to the finite-gap property for the Heun equation is constructed. The relationship between the finite-dimensional invariant space and the spectral curve is clarified. The monodromies are calculated and are expressed as…