Related papers: Spectral curves, variational problems and the herm…
Cauchy Biorthogonal Polynomials appear in the study of special solutions to the dispersive nonlinear partial differential equation called the Degasperis-Procesi (DP) equation, as well as in certain two-matrix random matrix models. Another…
We show that the average characteristic polynomial P_n(z) = E [\det(zI-M)] of the random Hermitian matrix ensemble Z_n^{-1} \exp(-Tr(V(M)-AM))dM is characterized by multiple orthogonality conditions that depend on the eigenvalues of the…
Using the diagrammatic method, we derive a set of self-consistent equations that describe eigenvalue distributions of large correlated asymmetric random matrices. The matrix elements can have different variances and be correlated with each…
This paper deals with the Sturm-Liouville problem that feature distribution potential, polynomial dependence on the spectral parameter in the first boundary condition, and analytical dependence, in the second one. We study an inverse…
Intertwining analysis, algebra, numerical analysis and optimization, computing conjugate co-gradients of real-valued quotients gives rise to eigenvalue problems. In the linear Hermitian case, by inspecting optimal quotients in terms of…
We study the eigenvalue behaviour of large complex correlated Wishart matrices near an interior point of the limiting spectrum where the density vanishes (cusp point), and refine the existing results at the hard edge as well. More…
We show that in the large matrix limit, the eigenvalues of the normal matrix model for matrices with spectrum inside a compact domain with a special class of potentials homogeneously fill the interior of a polynomial curve uniquely defined…
In this paper we consider one-dimensional diffusions with constant coefficients in a finite interval with jump boundary and a certain deterministic jump distribution. We use coupling methods in order to identify the spectral gap in the case…
We study the spectral norm of N-dimensional hermitian random matrices whose entries are zero outside of the band of the width b along the principal diagonal. Inside this band the elements are given by gaussian centered jointly independent…
We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…
We construct a class of perturbations of the Cauchy-Riemann equations for maps from curves to a Calabi-Yau threefold. Our perturbations vanish on components of zero symplectic area. For generic 1-parameter families of perturbations, the…
Models of disorder with a direction (constant imaginary vector-potential) are considered. These non-Hermitian models can appear as a result of computation for models of statistical physics using transfer matrix technique or describe…
We consider the random normal matrices with quadratic external potentials where the associated orthogonal polynomials are Hermite polynomials and the limiting support (called droplet) of the eigenvalues is an ellipse. We calculate the…
We establish the relation between two objects: an integrable system related to Painlev\'e II equation, and the symplectic invariants of a certain plane curve S(TW). This curve describes the average eigenvalue density of a random hermitian…
In this paper we exploit the phenomenon of two principal half eigenvalues in the context of fully nonlinear Lane-Emden type systems with possibly unbounded coefficients and weights. We show that this gives rise to the existence of two…
We study the spectral problem associated with the equation governing the small transverse motions of a viscoelastic tube of finite length conveying an ideal fluid. The boundary conditions considered are of general form, accounting for a…
This paper studies the asymptotic spectral properties of the sample covariance matrix for high dimensional compositional data, including the limiting spectral distribution, the limit of extreme eigenvalues, and the central limit theorem for…
The paper deals with the Neumann spectral problem for a singularly perturbed second order elliptic operator with bounded lower order terms. The main goal is to provide a refined description of the limit behaviour of the principal eigenvalue…
The Gaussian curvature of a two-dimensional Riemannian manifold is uniquely determined by the choice of the metric. The formulas for computing the curvature in terms of components of the metric, in isothermal coordinates, involve the…
We introduce a complex-plane generalization of the consecutive level-spacing distribution, used to distinguish regular from chaotic quantum spectra. Our approach features the distribution of complex-valued ratios between nearest- and…