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We prove quadratic eigenvalue perturbation bounds for generalized Hermitian eigenvalue problems. The bounds are proportional to the square of the norm of the perturbation matrices divided by the gap between the spectrums. Using the results…

Numerical Analysis · Mathematics 2010-09-21 Yuji Nakatsukasa

Trace and extreme eigenvalues of a product of truncated Toeplitz matrices. The singular case. In a first theorem we give an asymptotic expansion of Tr (T_N (f_1) T_N^{-1}(f_2)) where f1 ({\theta}) = |1 - e^{i {\theta}} | ^{2{{\alpha}1}c1…

Functional Analysis · Mathematics 2011-06-13 Philippe Rambour , Abdellatif Seghier

Spectral properties of Hermitian Toeplitz, Hankel, and Toeplitz-plus-Hankel random matrices with independent identically distributed entries are investigated. Combining numerical and analytic arguments it is demonstrated that spectral…

Mathematical Physics · Physics 2021-04-28 Eugene Bogomolny , Olivier Giraud

We consider a non-selfadjoint $h$-differential model operator $P_h$ in the semiclassical limit ($h\rightarrow 0$) subject to small random perturbations. Furthermore, we let the coupling constant $\delta$ be $\exp\{-\frac{1}{Ch}\}\leq \delta…

Spectral Theory · Mathematics 2015-12-22 Martin Vogel

Given a random sample from a multivariate normal distribution whose covariance matrix is a Toeplitz matrix, we study the largest off-diagonal entry of the sample correlation matrix. Assuming the multivariate normal distribution has the…

Statistics Theory · Mathematics 2023-04-27 Tiefeng Jiang , Tuan Pham

We study generalized Hermite polynomials with rectangular matrix arguments arising in multivariate statistical analysis and the theory of zonal polynomials. We show that these are well-suited for expressing the Wiener-Ito chaos expansion of…

Probability · Mathematics 2021-09-29 Massimo Notarnicola

We extend the approach from [arXiv:2110.15301] to prove windowed spectral projection estimates and a generalized Weyl law for the (Weyl) quantized baker's map on the torus. The spectral window is allowed to shrink in the semiclassical…

Mathematical Physics · Physics 2025-10-16 Laura Shou

We present a Gaussian ensemble of random cyclic matrices on the real field and study their spectral fluctuations. These cyclic matrices are shown to be pseudo-symmetric with respect to generalized parity. We calculate the joint probability…

Mathematical Physics · Physics 2013-02-13 Sudhir R. Jain , Shashi C. L. Srivastava

We prove that when suitably normalized, small enough powers of the absolute value of the characteristic polynomial of random Hermitian matrices, drawn from one-cut regular unitary invariant ensembles, converge in law to Gaussian…

Probability · Mathematics 2017-09-19 Nathanaël Berestycki , Christian Webb , Mo Dick Wong

We study the number of exponentially small singular values of the semiclassical $\overline{\partial}$ operator on exponentially weighted $L^2$ spaces on the two-dimensional torus. Accurate upper and lower bounds on the number of such…

Spectral Theory · Mathematics 2025-05-28 Michael Hitrik , Johannes Sjöstrand , Martin Vogel

Linear statistics of eigenvalues in many familiar classes of random matrices are known to obey gaussian central limit theorems. The proofs of such results are usually rather difficult, involving hard computations specific to the model in…

Probability · Mathematics 2007-11-25 Sourav Chatterjee

We study the low-lying eigenvalues of the semiclassical Robin Laplacian in a smooth planar domain symmetric with respect to an axis. In the case when the curvature of the boundary of the domain attains its maximum at exactly two points away…

Analysis of PDEs · Mathematics 2016-02-12 Bernard Helffer , Ayman Kachmar , Nicolas Raymond

We study the spectrum of a system of coupled disordered harmonic oscillators in the thermodynamic limit. This Euclidean random matrix ensemble has been suggested as model for the low-temperature vibrational properties of glass. Exact…

Disordered Systems and Neural Networks · Physics 2024-01-22 Philipp Baumgärtel , Florian Vogel , Matthias Fuchs

For piecewise expanding one-dimensional maps without periodic turning points we prove that isolated eigenvalues of small (random) perturbations of these maps are close to isolated eigenvalues of the unperturbed system. (Here ``eigenvalue''…

chao-dyn · Physics 2009-10-30 Michael Blank , Gerhard Keller

Classical matrix perturbation results, such as Weyl's theorem for eigenvalues and the Davis-Kahan theorem for eigenvectors, are general purpose. These classical bounds are tight in the worst case, but in many settings sub-optimal in the…

Machine Learning · Statistics 2017-06-21 Justin Eldridge , Mikhail Belkin , Yusu Wang

The aim of the present paper is to investigate the behavior of the spectrum of the Neumann Laplacian in domains with little holes excised from the interior. More precisely, we consider the eigenvalues of the Laplacian with homogeneous…

Analysis of PDEs · Mathematics 2025-03-05 Veronica Felli , Lorenzo Liverani , Roberto Ognibene

The transmission problem is a system of two second-order elliptic equations of two unknowns equipped with the Cauchy data on the boundary. After four decades of research motivated by scattering theory, the spectral properties of this…

Analysis of PDEs · Mathematics 2020-08-20 Hoai-Minh Nguyen , Quoc-Hung Nguyen

In this note, we investigate upper bounds of the Neumann eigenvalue problem for the Laplacian of a bounded domain (with smooth boundary) in a given complete (not compact a priori) Riemannian manifold with Ricci bounded below . For this, we…

Differential Geometry · Mathematics 2008-02-21 Bruno Colbois , Daniel Maerten

This thesis provides an explicit, general trace formula for the Hecke and Casimir eigenvalues of GL(2)-automorphic representations over a global field. In special cases, we obtain Selberg's original trace formula. Computations for the…

Number Theory · Mathematics 2012-12-19 Marc Palm

We study Toeplitz operators on the Bargmann space, with Toeplitz symbols given by exponentials of complex quadratic forms. We show that the boundedness of the corresponding Weyl symbols is necessary for the boundedness of the operators,…

Functional Analysis · Mathematics 2023-03-06 Lewis Coburn , Michael Hitrik , Johannes Sjoestrand
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