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The circular and Jacobi ensembles of random matrices have their eigenvalue support on the unit circle of the complex plane and the interval $(0,1)$ of the real line respectively. The averaged value of the modulus of the corresponding…

Mathematical Physics · Physics 2015-06-16 P. J. Forrester , J. P. Keating

The classical theory of Kosambi-Cartan-Chern (KCC) developed in differential geometry provides a powerful method for analyzing the behaviors of dynamical systems. In the KCC theory, the properties of a dynamical system are described in…

Symbolic Computation · Computer Science 2024-06-18 Bo Huang , Dongming Wang , Jing Yang

We construct an ensemble of correlation matrices from high-frequency foreign exchange market data, with one matrix for every day for 446 days. The matrices are symmetric and have vanishing diagonal elements after subtracting the identity…

Statistical Finance · Quantitative Finance 2023-06-13 George Barnes , Sanjaye Ramgoolam , Michael Stephanou

We investigate how invariant subspaces corresponding to a single eigenvalue will change when a matrix is perturbed. We focus on the invariant subspaces corresponding to an eigenvalue associated with the Jordan blocks that have the same…

Numerical Analysis · Mathematics 2024-09-24 Hongguo Xu

We describe a suite of fast algorithms for evaluating Jacobi polynomials, applying the corresponding discrete Sturm-Liouville eigentransforms and calculating Gauss-Jacobi quadrature rules. Our approach is based on the well-known fact that…

Numerical Analysis · Mathematics 2018-03-13 James Bremer , Haizhao Yang

A Bernstein type inequality is obtained for the Jacobi polynomials $P_n^{\alpha,\beta}(x)$, which is uniform for all degrees $n\ge0$, all real $\alpha,\beta\ge0$, and all values $x\in [-1,1]$. It provides uniform bounds on a complete set of…

Representation Theory · Mathematics 2012-01-31 Uffe Haagerup , Henrik Schlichtkrull

In this work the method of analyzing of the absolutely continuous spectrum for self-adjoint operators is considered. For the analysis it is used an approximation of self-adjoint operator $A$ by a sequence of operators $A_n$ with absolutely…

Spectral Theory · Mathematics 2018-03-12 Eduard Ianovich

Three ways of constructing a non-Hermitian matrix with possible all real eigenvalues are discussed. They are PT symmetry, pseudo-Hermiticity, and generalized PT symmetry. Parameter counting is provided for each class. All three classes of…

Quantum Physics · Physics 2012-12-11 Jia-wen Deng , Uwe Guenther , Qing-hai Wang

We study the bispectrality of Jacobi type polynomials, which are eigenfunctions of higher-order differential operators and can be defined by taking suitable linear combinations of a fixed number of consecutive Jacobi polynomials. Jacobi…

Classical Analysis and ODEs · Mathematics 2020-12-15 Antonio J. Durán , Manuel D. de la Iglesia

In this paper we study various difference equations related to Jacobi-type pencils. By a Jacobi-type pencil one means the following pencil: $J_5 - \lambda J_3$, where $J_3$ is a Jacobi matrix and $J_5$ is a semi-infinite real symmetric…

Classical Analysis and ODEs · Mathematics 2018-02-13 Sergey M. Zagorodnyuk

If a Jacobi matrix $J$ is reflectionless on $(-2,2)$ and has a single $a_{n_0}$ equal to 1, then $J$ is the free Jacobi matrix $a_n\equiv 1$, $b_n\equiv 0$. I'll discuss this result and its generalization to arbitrary sets and present…

Spectral Theory · Mathematics 2010-06-15 Christian Remling

In general, point spectrum of an almost periodic Jacobi matrix can depend on the element of the hull. In this paper, we study the hull of the limit-periodic Jacobi matrix corresponding to the equilibrium measure of the Julia set of the…

Spectral Theory · Mathematics 2025-08-12 Benjamin Eichinger , Milivoje Lukić , Peter Yuditskii

In this paper, we study the gap probability problem of the (symmetric) Jacobi unitary ensemble of Hermitian random matrices, namely the probability that the interval $(-a,a)\:(0<a<1)$ is free of eigenvalues. Using the ladder operator…

Mathematical Physics · Physics 2019-12-17 Chao Min , Yang Chen

The paper deals with the distribution of singular values of the input-output Jacobian of deep untrained neural networks in the limit of their infinite width. The Jacobian is the product of random matrices where the independent rectangular…

Machine Learning · Statistics 2022-07-13 Leonid Pastur

We investigate the large $n$ asymptotics of the $n$-th eigenvalue for a class of unbounded self-adjoint operators defined by infinite Jacobi matrices with discrete spectrum. In the case of the quantum Rabi model we obtain the first three…

Mathematical Physics · Physics 2018-10-15 Anne Boutet de Monvel , Lech Zielinski

The partly symmetric real Ginibre ensemble consists of matrices formed as linear combinations of real symmetric and real anti-symmetric Gaussian random matrices. Such matrices typically have both real and complex eigenvalues. For a fixed…

Mathematical Physics · Physics 2015-08-27 Peter J. Forrester , Taro Nagao

We study the spectral properties of bounded and unbounded Jacobi matrices whose entries are bounded operators on a complex Hilbert space. In particular, we formulate conditions assuring that the spectrum of the studied operators is…

Spectral Theory · Mathematics 2019-02-08 Grzegorz Świderski

Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…

Mathematical Physics · Physics 2022-02-03 Joshua Feinberg , Roman Riser

Classical Jacobi polynomials $P_{n}^{(\alpha,\beta)}$, with $\alpha, \beta>-1$, have a number of well-known properties, in particular the location of their zeros in the open interval $(-1,1)$. This property is no longer valid for other…

Classical Analysis and ODEs · Mathematics 2007-05-23 A. Martinez-Finkelshtein , R. Orive

The spectrum of three-diagonal self-adjoint $p$-periodic Jacobi matrix with positive off-diagonal elements $a_n$ an real diagonal elements $b_n$ consist of intervals separated by $p-1$ gaps $\gamma_i$, where some of the gaps can be…

Mathematical Physics · Physics 2018-10-17 Anton A. Kutsenko