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This paper is concerned with the asymptotic empirical eigenvalue distribution of a non linear random matrix ensemble. More precisely we consider $M= \frac{1}{m} YY^*$ with $Y=f(WX)$ where $W$ and $X$ are random rectangular matrices with…

Probability · Mathematics 2022-01-14 Lucas Benigni , Sandrine Péché

We consider Jacobi matrices $J$ whose parameters have the power asymptotics $\rho_n=n^{\beta_1} \left( x_0 + \frac{x_1}{n} + {\rm O}(n^{-1-\epsilon})\right)$ and $q_n=n^{\beta_2} \left( y_0 + \frac{y_1}{n} + {\rm O}(n^{-1-\epsilon})\right)$…

Spectral Theory · Mathematics 2018-09-28 Raphael Pruckner

We compute the full order statistics of a one-dimensional gas of fermions in a harmonic trap at zero temperature, including its large deviation tails. The problem amounts to computing the probability distribution of the $k$th smallest…

Statistical Mechanics · Physics 2014-11-05 Isaac Pérez Castillo

We present an estimation of the condition numbers of the \emph{mass} and \emph{stiffness} matrices arising from shallow ReLU$^k$ neural networks defined on the unit sphere~$\mathbb{S}^d$. In particular, when $\{\theta_j^*\}_{j=1}^n \subset…

Numerical Analysis · Mathematics 2025-11-07 Xinliang Liu , Tong Mao , Jinchao Xu

Correlation function of complex eigenvalues of N by N random matrices drawn from non-Hermitean random matrix ensemble of symplectic symmetry is given in terms of a quaternion determinant. Spectral properties of Gaussian ensembles are…

Statistical Mechanics · Physics 2009-11-07 E. Kanzieper

We investigate the level-density $\sigma(x)$ and level-spacing distribution $p(s)$ of random matrices $M=AF\neq M^{\dagger}$ where $F$ is a (diagonal) inner-product and $A$ is a random, real symmetric or complex Hermitian matrix with…

Disordered Systems and Neural Networks · Physics 2011-03-21 Yogesh N. Joglekar , William A. Karr

In this paper we construct a class of random matrix ensembles labelled by a real parameter $\alpha \in (0,1)$, whose eigenvalue density near zero behaves like $|x|^\alpha$. The eigenvalue spacing near zero scales like $1/N^{1/(1+\alpha)}$…

High Energy Physics - Theory · Physics 2015-06-26 Romuald A. Janik

We describe the spectrum of a non-self-adjoint elliptic system on a finite interval. Under certain conditions we find that the eigenvalues form a discrete set and converge asymptotically at infinity to one of several straight lines. The…

Spectral Theory · Mathematics 2007-05-23 E. B. Davies

Consider the ensemble of real symmetric Toeplitz matrices whose entries are i.i.d random variables chosen from a fixed probability distribution p of mean 0, variance 1 and finite higher moments. Previous work [BDJ,HM] showed that the…

Probability · Mathematics 2010-09-01 Steven Jackson , Steven J. Miller , Thuy Pham

Consider a $N\times n$ random matrix $Y_n=(Y_{ij}^{n})$ where the entries are given by $Y_{ij}^{n}=\frac{\sigma(i/N,j/n)}{\sqrt{n}} X_{ij}^{n}$, the $X_{ij}^{n}$ being centered i.i.d. and $\sigma:[0,1]^2 \to (0,\infty)$ being a continuous…

Probability · Mathematics 2007-06-13 W. Hachem , P. Loubaton , J. Najim

The fractional differential equation $L^\beta u = f$ posed on a compact metric graph is considered, where $\beta>0$ and $L = \kappa^2 - \nabla(a\nabla)$ is a second-order elliptic operator equipped with certain vertex conditions and…

Numerical Analysis · Mathematics 2023-11-14 David Bolin , Mihály Kovács , Vivek Kumar , Alexandre B. Simas

The focus of this paper is on the distribution function of the rightmost eigenvalue for the complex elliptic Ginibre ensemble in the limit of weak non-Hermiticity. We show how the limiting distribution function can be expressed in terms of…

Mathematical Physics · Physics 2023-03-02 Thomas Bothner , Alex Little

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 develop a method to compute the moments of the eigenvalue densities of matrices in the Gaussian, Laguerre and Jacobi ensembles for all the symmetry classes beta = 1,2, 4 and finite matrix dimension n. The moments of the Jacobi ensembles…

Mathematical Physics · Physics 2012-07-02 F. Mezzadri , N. J. Simm

We consider a nonlinear eigenvalue problem for some elliptic equations governed by general operators including the $p$-Laplacian. The natural framework in which we consider such equations is that of Orlicz-Sobolev spaces. we exhibit two…

Analysis of PDEs · Mathematics 2019-08-19 Ahmed Youssfi , Mohamed Mahmoud Ould Khatri

Let $G_{m \times n}$ be an $m \times n$ real random matrix whose elements are independent and identically distributed standard normal random variables, and let $\kappa_2(G_{m \times n})$ be the 2-norm condition number of $G_{m \times n}$.…

Numerical Analysis · Computer Science 2008-10-07 Zizhong Chen , Jack Dongarra

For an $n \times n$ independent-entry random matrix $X_n$ with eigenvalues $\lambda_1, \ldots, \lambda_n$, the seminal work of Rider and Silverstein asserts that the fluctuations of the linear eigenvalue statistics $\sum_{i=1}^n…

Probability · Mathematics 2020-06-30 Sean O'Rourke , Noah Williams

It is shown, that self-gravitating systems can be classified by a dimensionless constant positive number $\kappa = S T / E$, which can be determined from the (global) values for the entropy, temperature and (total) energy. The Kerr-Newman…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Michael Petri

It is shown that the eigenvalues $\lambda_k, k=1, 2, \dots,$ of the one-particle density matrix satisfy the bound $\lambda_k\le C k^{-8/3}$ with a positive constant $C$.

Spectral Theory · Mathematics 2020-08-26 Alexander V. Sobolev

Symmetries associated with complex conjugation and Hermitian conjugation, such as time-reversal symmetry and pseudo-Hermiticity, have great impact on eigenvalue spectra of non-Hermitian random matrices. Here, we show that time-reversal…

Disordered Systems and Neural Networks · Physics 2022-12-21 Zhenyu Xiao , Kohei Kawabata , Xunlong Luo , Tomi Ohtsuki , Ryuichi Shindou