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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…

Exactly Solvable and Integrable Systems · Physics 2010-12-14 Gaetan Borot , Bertrand Eynard

Consider random symmetric Toeplitz matrices $T_{n}=(a_{i-j})_{i,j=1}^{n}$ with matrix entries $a_{j}, j=0,1,2,...,$ being independent real random variables such that \be \mathbb{E}[a_{j}]=0, \ \ \mathbb{E}[|a_{j}|^{2}]=1 \ \ \textrm{for}\,\…

Probability · Mathematics 2010-11-09 Dang-Zheng Liu , Xin Sun , Zheng-Dong Wang

For each $N\geq 1$, let $G_N$ be a simple random graph on the set of vertices $[N]=\{1,2, ..., N\}$, which is invariant by relabeling of the vertices. The asymptotic behavior as $N$ goes to infinity of correlation functions: $$ \mathfrak…

Probability · Mathematics 2014-10-30 Camille Male , Sandrine Péché

We develop an analytic theory of operator-valued additive free convolution in terms of subordination functions. In contrast to earlier investigations our functions are not just given by power series expansions, but are defined as Frechet…

Operator Algebras · Mathematics 2013-09-03 Serban Belinschi , Tobias Mai , Roland Speicher

Let $a(z)=\sum_{i\in\mathbb Z}a_iz^i$ be a complex valued function defined for $|z|=1$, such that $\sum_{i\in\mathbb Z}|ia_i|<\infty$, and let $E=(e_{i,j})_{i,j\in\mathbb {Z}^+}$ be such that $\sum_{i,j\in\mathbb{Z}^+}|e_{i,j}|<\infty$. A…

Numerical Analysis · Mathematics 2021-01-25 Dario A. Bini , Beatrice Meini

We consider the spectrum of additive, polynomially vanishing random perturbations of deterministic matrices, as follows. Let $M_N$ be a deterministic $N\times N$ matrix, and let $G_N$ be a complex Ginibre matrix. We consider the matrix…

Probability · Mathematics 2018-12-17 Anirban Basak , Elliot Paquette , Ofer Zeitouni

Non-negative Matrix Factorization (NMF) is a powerful technique for analyzing regularly-sampled data, i.e., data that can be stored in a matrix. For audio, this has led to numerous applications using time-frequency (TF) representations like…

Audio and Speech Processing · Electrical Eng. & Systems 2025-07-10 Krishna Subramani , Paris Smaragdis , Takuya Higuchi , Mehrez Souden

Matrix extension of a scalar function of a single variable is well-studied in literature. Of particular interest is the trace of such functions. It is known that for diagonalizable matrices, $M$, the function $g(M) = \text{Tr}(f(M)) =…

Functional Analysis · Mathematics 2025-01-29 Subhrajit Bhattacharya

The paper establishes error orders for integral limit approximations to the traces of products of Toeplitz matrices generated by integrable real symmetric functions defined on the unit circle. These approximations and the corresponding…

Probability · Mathematics 2014-05-15 M. S. Ginovyan , A. A. Sahakyan

In this article we derive, using standard methods of Toeplitz theory, an asymptotic formula for certain large minors of Toeplitz matrices. D. Bump and P. Diaconis obtained the same asymptotics using representation theory, with an answer…

Functional Analysis · Mathematics 2007-05-23 Craig A. Tracy , Harold Widom

The eigenvalues of an arbitrary quaternionic matrix have a joint probability distribution function first derived by Ginibre. We show that there exists a mapping of this system onto a fermionic field theory and then use this mapping to…

Disordered Systems and Neural Networks · Physics 2009-10-31 M. B. Hastings

By considering an empirical approximation, and a new class of operators that we will call walking operators, we construct, for any positive ND-toeplitz matrix, an infinite in all dimensions matrix, for which the inverse approximates the…

Spectral Theory · Mathematics 2007-05-23 Rami Kanhouche

This article focuses on the fluctuations of linear eigenvalue statistics of $T_{n\times p}T'_{n\times p}$, where $T_{n\times p}$ is an $n\times p$ Toeplitz matrix with real, complex or time-dependent entries. We show that as $n \rightarrow…

Probability · Mathematics 2024-02-22 Kiran Kumar A. S , Shambhu Nath Maurya , Koushik Saha

Let $\xi_0,\xi_1,\ldots$ be independent identically distributed complex- valued random variables such that $\mathbb{E}\log(1+|\xi _0|)<\infty$. We consider random analytic functions of the form…

Probability · Mathematics 2014-07-25 Zakhar Kabluchko , Dmitry Zaporozhets

Spectral features are widely incorporated within Graph Neural Networks (GNNs) to improve their expressive power, or their ability to distinguish among non-isomorphic graphs. One popular example is the usage of graph Laplacian eigenvectors…

Machine Learning · Computer Science 2025-09-29 Snir Hordan , Maya Bechler-Speicher , Gur Lifshitz , Nadav Dym

For two lacunary sequences $(M_{n,1})_{n\geq 2},(M_{n,2})_{n\geq 0}$ and suitable functions $f$ we introduce random matrix ensembles with \begin{equation*} X_{n,n'}=f(M_{n+n',1}x_1,M_{|n-n'|,2}x_2). \end{equation*} We prove weak convergence…

Probability · Mathematics 2014-08-12 Thomas Löbbe

Asymptotic approximations ($n \to \infty$) to the truncation errors $r_n = - \sum_{\nu=0}^{\infty} a_{\nu}$ of infinite series $\sum_{\nu=0}^{\infty} a_{\nu}$ for special functions are constructed by solving a system of linear equations.…

Classical Analysis and ODEs · Mathematics 2007-05-23 Ernst Joachim Weniger

The theory of generalized locally Toeplitz (GLT) sequences was conceived as an apparatus for computing the spectral distribution of matrices arising from the numerical discretization of differential equations (DEs). The purpose of this…

Numerical Analysis · Mathematics 2025-06-04 Carlo Garoni

In this paper, we obtain asymptotic formulas for eigenvalues and eigenfunctions of the operator generated by a system of ordinary differential equations with summable coefficients and the quasiperiodic boundary conditions. Using these…

Spectral Theory · Mathematics 2007-09-21 O. A. Veliev

Various sequences that possess explicit analytic expressions can be analysed asymptotically through integral representations due to Lindel\"of, which belong to an attractive but somewhat neglected chapter of complex analysis. One of the…

Combinatorics · Mathematics 2013-06-19 Philippe Flajolet , Stefan Gerhold , Bruno Salvy