Related papers: Spectral curves, variational problems and the herm…
We investigate concentration properties of spectral measures of Hermitian random matrices with partially dependent entries. More precisely, let $X_n$ be a Hermitian random matrix of size $n\times n$ that can be split into independent blocks…
We study high-dimensional sample covariance matrices based on independent random vectors with missing coordinates. The presence of missing observations is common in modern applications such as climate studies or gene expression…
In this paper, we are interested in the asymptotic properties for the largest eigenvalue of the Hermitian random matrix ensemble, called the Generalized Cauchy ensemble $GCy$, whose eigenvalues PDF is given by…
Supersymmetric quantum mechanics is well known to provide, together with the so-called shape invariance condition, an elegant method to solve the eigenvalue problem of some one-dimensional potentials by simple algebraic manipulations. In…
In this paper we consider the Cauchy problem for multidimensional elliptic equations in a cylindrical domain. The method of spectral expansion in eigenfunctions of the Cauchy problem for equations with deviating argument establishes a…
The spectral and localization properties of heterogeneous random graphs are determined by the resolvent distributional equations, which have so far resisted an analytic treatment. We solve analytically the resolvent equations of random…
This article is devoted to the detection of parameters in anomalous diffusion from a single passive measurement. More precisely, we consider the simultaneous identification of coefficients as well as a time-dependent source term appearing…
We study the relationship between singularities of finite-dimensional integrable systems and singularities of the corresponding spectral curves. For the large class of integrable systems on matrix polynomials, which is a general framework…
We study the spectrum of phase transitions with prescribed mean curvature in Riemannian manifolds. These phase transitions are solutions to an inhomogeneous semilinear elliptic PDE that give rise to diffuse objects (varifolds) that limit to…
This paper studies the asymptotic spectral properties of a renormalized sample correlation matrix, including the limiting spectral distribution, the properties of largest eigenvalues, and the central limit theorem for linear spectral…
The talk presented at ICMP 97 focused on the scaling limits of critical percolation models, and some other systems whose salient features can be described by collections of random lines. In the scaling limit we keep track of features seen…
We consider the forward problem of uncertainty quantification for the generalised Dirichlet eigenvalue problem for a coercive second order partial differential operator with random coefficients, motivated by problems in structural…
We study the spectral properties of infinitely smooth multivariate kernel matrices when the nodes form a single cluster. We show that the geometry of the nodes plays an important role in the scaling of the eigenvalues of these kernel…
This paper studies the stochastic differential equation (SDE) associated to a two-level quantum system (qubit) subject to Hamiltonian evolution as well as unmonitored and monitored decoherence channels. The latter imply a stochastic…
We investigate an additive perturbation of a complex Wishart random matrix and prove that a large deviation principle holds for the spectral measures. The rate function is associated to a vector equilibrium problem coming from logarithmic…
We study the Cauchy problem for the radial energy critical nonlinear wave equation in three dimensions. Our main result proves almost sure scattering for radial initial data below the energy space. In order to preserve the spherical…
We review our recent results on pseudo-hermitian random matrix theory which were hitherto presented in various conferences and talks. (Detailed accounts of our work will appear soon in separate publications.) Following an introduction of…
In this paper we establish new renormalized oscillation theorems for discrete symplectic eigenvalue problems with Dirichlet boundary conditions. These theorems present the number of finite eigenvalues of the problem in arbitrary interval…
We develop a theoretical approach to compute the conditioned spectral density of $N \times N$ non-invariant random matrices in the limit $N \rightarrow \infty$. This large deviation observable, defined as the eigenvalue distribution…
For each $n$, let $A_n=(\sigma_{ij})$ be an $n\times n$ deterministic matrix and let $X_n=(X_{ij})$ be an $n\times n$ random matrix with i.i.d. centered entries of unit variance. We study the asymptotic behavior of the empirical spectral…