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Related papers: General Toeplitz matrices subject to Gaussian pert…

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The current study investigates the asymptotic spectral properties of a finite difference approximation of nonlocal Helmholtz equations with a Caputo fractional Laplacian and a variable coefficient wave number $\mu$, as it occurs when…

In this work, we focus on a fractional differential equation in Riesz form discretized by a polynomial B-spline collocation method. For an arbitrary polynomial degree $p$, we show that the resulting coefficient matrices possess a…

Numerical Analysis · Mathematics 2021-06-29 Mariarosa Mazza , Marco Donatelli , Carla Manni , Hendrik Speleers

The celebrated elliptic law describes the distribution of eigenvalues of random matrices with correlations between off-diagonal pairs of elements, having applications to a wide range of physical and biological systems. Here, we investigate…

Mathematical Physics · Physics 2019-09-09 Pau Vilimelis Aceituno , Tim Rogers , Henning Schomerus

We study an ensemble of random matrices (the Rosenzweig-Porter model) which, in contrast to the standard Gaussian ensemble, is not invariant under changes of basis. We show that a rather complete understanding of its level correlations can…

Mesoscale and Nanoscale Physics · Physics 2009-10-30 Alexander Altland , Martin Janssen , Boris Shapiro

We prove a Tauberian theorem for singular values of noncommuting operators which allows us to prove exact asymptotic formulas in noncommutative geometry at a high degree of generality. We explain how, via the Birman--Schwinger principle,…

Operator Algebras · Mathematics 2021-06-07 Edward McDonald , Fedor Sukochev , Dmitriy Zanin

In this manuscript it is considered the eigenvalues $\lambda_j$ of a random tridiagonal Toeplitz matrix $T$. We study the asymptotic behavior of the joint distribution of $({|{\lambda}|_{\min} ,|{\lambda}|_{\max}})$. From this, we obtain…

Probability · Mathematics 2023-05-23 Paulo Manrique-Mirón

We exhibit an explicit formula for the spectral density of a (large) random matrix which is a diagonal matrix whose spectral density converges, perturbated by the addition of a symmetric matrix with Gaussian entries and a given (small)…

Probability · Mathematics 2011-04-28 Florent Benaych-Georges , Nathanaël Enriquez

Consider real symmetric, complex Hermitian Toeplitz and real symmetric Hankel band matrix models, where the bandwidth $b_{N}\ra \iy$ but $b_{N}/N \to b$, $b\in [0,1]$ as $N\to \infty$. We prove that the distributions of eigenvalues converge…

Probability · Mathematics 2009-11-02 Dang-Zheng Liu , Zheng-Dong Wang

In this paper, we study the condition number of a random Toeplitz matrix. Since a Toeplitz matrix is a diagonal constant matrix, its rows or columns cannot be stochastically independent. This situation does not permit us to use the classic…

Probability · Mathematics 2020-09-30 Paulo Manrique--Mirón

We analyse the convergence of the ergodic formula for Toeplitz matrix-sequences generated by a symbol and we produce explicit bounds depending on the size of the matrix, the regularity of the symbol and the regularity of the test function.

Numerical Analysis · Mathematics 2025-03-20 Giovanni Barbarino

In this paper, we consider a sequence of selfadjoint matrices $A_n$ having a limiting spectral distribution as $n\to \infty$, and we consider a sequence of full flags $\{0\le p_1^n\le\ldots\le p_i^n\le\ldots\le 1_n\}$ chosen at random…

Probability · Mathematics 2023-10-25 Benoit Collins , Anthony Metcalfe

We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…

Probability · Mathematics 2011-03-03 Sean O'Rourke

For a sufficiently nice 2 dimensional shape, we define its approximating matrix (or patterned matrix) as a random matrix with iid entries arranged according to a given pattern. For large approximating matrices, we observe that the…

Probability · Mathematics 2022-01-04 Tapesh Yadav

We investigate the fluctuations of linear spectral statistics of a Wigner matrix $W\_N$ deformed by a deterministic diagonal perturbation $D\_N$, around a deterministic equivalent which can be expressed in terms of the free convolution…

Probability · Mathematics 2020-03-17 Sandrine Dallaporta , Maxime Fevrier

We develop a percolation model for nodal domains in the eigenvectors of quantum chaotic torus maps. Our model follows directly from the assumption that the quantum maps are described by random matrix theory. Its accuracy in predicting…

Chaotic Dynamics · Physics 2009-11-11 J. P. Keating , J. Marklof , I. G. Williams

This article studies the Gram random matrix model $G=\frac1T\Sigma^{\rm T}\Sigma$, $\Sigma=\sigma(WX)$, classically found in the analysis of random feature maps and random neural networks, where $X=[x_1,\ldots,x_T]\in{\mathbb R}^{p\times…

Probability · Mathematics 2017-06-30 Cosme Louart , Zhenyu Liao , Romain Couillet

We study the distribution of eigenvalues for non-selfadjoint perturbations of selfadjoint semiclassical analytic pseudodifferential operators in dimension two, assuming that the classical flow of the unperturbed part is completely…

Spectral Theory · Mathematics 2015-05-27 Michael Hitrik , Johannes Sjoestrand

Let $f$ be a regular real-valued non-constant symbol defined on the one dimensional torus ${\mathbb T}$. Denote respectively by $\kappa$ and $T$, its set of critical points and the associated Toeplitz matrix on $l^2({\mathbb N})$. If $V$ is…

Functional Analysis · Mathematics 2015-04-21 M. A. Astaburuaga , O. Bourget , V. H. Cortés

We consider Gaussian random waves on hyperbolic spaces and establish variance asymptotics and central limit theorems for a large class of their integral functionals, both in the high-frequency and large domain limits. Our strategy of proof…

Probability · Mathematics 2023-02-14 Francesco Grotto , Giovanni Peccati

Toeplitz matrices for the study of the fractional Laplacian on a bounded interval. In this work we get a deep link between (--$\Delta$) $\alpha$ ]0,1[ the fractional Laplacian on the interval ]0, 1[ and T N ($\Phi$ $\alpha$) the Toeplitz…

Classical Analysis and ODEs · Mathematics 2021-03-11 Philippe Rambour , Abdellatif Seghier