Related papers: Spectrum and pseudospectrum for quadratic polynomi…

We numerically analyze the spectral statistics of the multiparametric Gaussian ensembles of complex matrices with zero mean and variances with different decay routes away from the diagonals. As the latter mimics different degree of…

The polynomial-time computability of the permanent over fields of characteristic 3 for k-semi-unitary matrices (i.e. square matrices such that the differences of their Gram matrices and the corresponding identity matrices are of rank k) in…

Non-Hermitian random matrices enjoy non-trivial correlations in the statistics of their eigenvectors. We study the overlap among left and right eigenvectors in Ginibre ensembles with quaternion valued Gaussian matrix elements. This concept…

We estabish an analog of the Cauchy-Poincare separation theorem for normal matrices in terms of majorization. Moreover, we present a solution to the inverse spectral problem (Borg-type result) for a normal matrix. Using this result we…

We consider a two-dimensional equilibrium measure problem under the presence of quadratic potentials with a point charge and derive the explicit shape of the associated droplets. This particularly shows that the topology of the droplets…

We prove, under a certain representation theoretic assumption, that the set of real symmetric matrices, whose eigenvalues satisfy a linear matrix inequality, is itself a spectrahedron. The main application is that derivative relaxations of…

We consider large non-Hermitian real or complex random matrices $X$ with independent, identically distributed centred entries. We prove that their local eigenvalue statistics near the spectral edge, the unit circle, coincide with those of…

Squared singular values of a product of s square random Ginibre matrices are asymptotically characterized by probability distribution P_s(x), such that their moments are equal to the Fuss-Catalan numbers or order s. We find a representation…

In the first five sections, we deal with the class of probability measures with asymptotically periodic Verblunsky coefficients of p-type bounded variation. The goal is to investigate the perturbation of the Verblunsky coefficients when we…

The $k$-th moment of the mean empirical spectral distribution of the squared unimodular random matrix of dimension $N$ can be expressed in the form $N^{-2k-1} Q_k(N)$, where $Q_k(x)$ is a polynomial of degree $k+1$ with integer…

We study discrete-time quantum walks on a half line by means of spectral analysis. Cantero et al. [1] showed that the CMV matrix, which gives a recurrence relation for the orthogonal Laurent polynomials on the unit circle [2], expresses the…

Consider the empirical autocovariance matrix at a given non-zero time lag based on observations from a multivariate complex Gaussian stationary time series. The spectral analysis of these autocovariance matrices can be useful in certain…

The real Ginibre spherical ensemble consists of random matrices of the form $A B^{-1}$, where $A,B$ are independent standard real Gaussian $N \times N$ matrices. The expected number of real eigenvalues is known to be of order $\sqrt{N}$. We…

Many complex systems can be reduced to their key components through spectrally decomposing matrices that capture their dynamics. These matrices can in turn be constructed from data, often by least-squares fitting: examples of algorithms to…

We consider products of independent random matrices taken from the induced Ginibre ensemble with complex or quaternion elements. The joint densities for the complex eigenvalues of the product matrix can be written down exactly for a product…

Spectral analysis is performed on the Born equation, a strongly singular integral equation modeling the interactions between electromagnetic waves and arbitrarily shaped dielectric scatterers. Compact and Hilbert--Schmidt operator…

Let $Q_n(x)=\sum_{i=0}^{n} A_{i}x^{i}$ be a random polynomial where the coefficients $A_0,A_1,... $ form a sequence of centered Gaussian random variables. Moreover, assume that the increments $\Delta_j=A_j-A_{j-1}$, $j=0,1,2,...$ are…

It is shown that the correlation functions of the random variables $\det(\lambda - X)$, in which $X$ is a real symmetric $ N\times N$ random matrix, exhibit universal local statistics in the large $N$ limit. The derivation relies on an…

The algebraic area probability distribution of closed planar random walks of length N on a square lattice is considered. The generating function for the distribution satisfies a recurrence relation in which the combinatorics is encoded. A…

We consider the complex eigenvalues of the induced spherical Ginibre ensemble with symplectic symmetry and establish the local universality of these point processes along the real axis. We derive scaling limits of all correlation functions…