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We consider random Young diagrams with respect to the measure induced by the decomposition of the $p$-th exterior power of $\mathbb{C}^{n}\otimes \mathbb{C}^{k}$ into irreducible representations of $GL_{n}\times GL_{k}$. We demonstrate that…

Probability · Mathematics 2025-11-07 Anton Nazarov , Matvey Sushkov

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

The $\beta$-ensembles of random matrix theory with classical weights have many special properties. One is that the loop equations specifying the resolvent and corresponding multipoint correlators permit a derivation at general order of the…

Mathematical Physics · Physics 2017-12-06 Peter J. Forrester , Anas A. Rahman , Nicholas S. Witte

This work identifies a solvable (in the sense that spectral correlation functions can be expressed in terms of orthogonal polynomials), rotationally invariant random matrix ensemble with a logarithmic weakly confining potential. The…

Statistical Mechanics · Physics 2023-03-07 Wouter Buijsman

Under the mild trace-norm assumptions we show that the eigenvalues of a generic (non Hermitian) complex perturbation of a Jacobi matrix sequence (not necessarily real) are still distributed as the real-valued function $2\cos t$ on…

Spectral Theory · Mathematics 2007-05-23 Leonid Golinskii , Stefano Serra-Capizzano

Previous works have considered the leading correction term to the scaled limit of various correlation functions and distributions for classical random matrix ensembles and their $\beta$ generalisations at the hard and soft edge. It has been…

Mathematical Physics · Physics 2020-09-01 Peter J. Forrester , Shi-Hao Li , Allan K. Trinh

We apply the methods of classical approximation theory (extreme properties of polynomials) to study the essential support $\Sigma_{ac}$ of the absolutely continuous spectrum of Jacobi matrices. First, we prove an upper bound on the measure…

Spectral Theory · Mathematics 2011-06-27 Mira Shamis , Sasha Sodin

Bounds on the exponential decay of generalized eigenfunctions of bounded and unbounded selfadjoint Jacobi matrices are established. Two cases are considered separately: (i) the case in which the spectral parameter lies in a general gap of…

Spectral Theory · Mathematics 2008-07-30 Jan Janas , Serguei Naboko , Günter Stolz

The framework of spherical transforms and P\'olya ensembles is of utility in deriving structured analytic results for sums and products of random matrices in a unified way. In the present work, we will carry over this framework to study…

Probability · Mathematics 2023-07-25 Mario Kieburg , Shi-Hao Li , Jiyuan Zhang , Peter J. Forrester

The theory of Barnes beta probability distributions is advanced and related to the Riemann xi function. The scaling invariance, multiplication formula, and Shintani factorization of Barnes multiple gamma functions are reviewed using the…

Probability · Mathematics 2016-02-09 Dmitry Ostrovsky

We give an overview of the recursive characterisations of random matrix ensembles that are currently at the forefront of random matrix theory by way of studying two classes of ensembles using two different types of recursive schemes:…

Mathematical Physics · Physics 2023-01-30 Anas A. Rahman

We show that the limiting minimal eigenvalue distributions for a natural generalization of Gaussian sample-covariance structures (the "beta ensembles") are described by the spectrum of a random diffusion generator. By a Riccati…

Probability · Mathematics 2009-11-13 Jose A. Ramirez , Brian Rider

The six Painlev\'e transcendants which originally appeared in the studies of ordinary differential equations have been found numerous applications in physical problems. The well-known examples among which include symmetry reduction of the…

Classical Analysis and ODEs · Mathematics 2010-08-04 Yang Chen , Lun Zhang

A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…

Classical Analysis and ODEs · Mathematics 2009-11-11 P. J. Forrester , N. S. Witte

In a high temperature regime, it was shown in Trinh--Trinh (\emph{J.\ Stat.\ Phys.}\ \textbf{185}(1), Paper No.\ 4, 15 (2021)) that the empirical distribution of beta Jacobi ensembles converges to a limiting probability measure which is…

Probability · Mathematics 2023-05-23 Fumihiko Nakano , Hoang Dung Trinh , Khanh Duy Trinh

A real persymmetric Jacobi matrix of order $n$ whose eigenvalues are $2k^2$ $(k=0, ..., n-1)$ is presented, with entries given as explicit functions of $n$. Besides the possible use for testing forward and inverse numerical algorithms, such…

Mathematical Physics · Physics 2019-10-21 Ruggero Vaia , Lidia Spadini

In the current work, we study the eigenvalue distribution results of a class of non-normal matrix-sequences which may be viewed as a low rank perturbation, depending on a parameter $\beta>1$, of the basic Toeplitz matrix-sequence…

Numerical Analysis · Mathematics 2024-02-08 Alec Schiavoni Piazza , David Meadon , Stefano Serra-Capizzano

It is proved that the eigenvalues of the Jacobi Tau method for the second derivative operator with Dirichlet boundary conditions are real, negative and distinct for a range of the Jacobi parameters. Special emphasis is placed on the…

Numerical Analysis · Mathematics 2007-05-23 Marios Charalambides , Fabian Waleffe

We study the smallest eigenvalue statistics of the $\beta$-Laguerre and $\beta$-Jacobi ensembles. Using Kaneko's integral formula, we show that the smallest eigenvalue marginal density and distribution functions of the two ensembles for any…

Mathematical Physics · Physics 2025-10-13 Sungwoo Jeong

When $k$ is a field, the classical Jacobian criterion computes the singular locus of an equidimensional, finitely generated $k$-algebra as the closed subset of an ideal generated by appropriate minors of the so-called Jacobian matrix.…

Commutative Algebra · Mathematics 2024-11-06 Nawaj KC