Related papers: On a Generalisation of the Marcenko-Pastur Problem

In this paper we start studying spectral properties of the Fourier-Stieltjes algebras, largely following Zafran's work on the algebra of measures on a locally compact group. We show that for a large class of discrete groups the Wiener-Pitt…

In this paper we consider two-dimensional canonical systems with discrete spectrum and study their eigenvalue densities. We develop a formula that determines the Stieltjes transform of the eigenvalue counting function up to universal…

A complete characterization of Wishart distributions on the cones of positive semi-definite matrices is provided in terms of a description of their maximal parameter domain. This result is new in that also degenerate scale parameters are…

Several classes of solutions of the generalized Weierstrass system, which induces constant mean curvature surfaces into four-dimensional Euclidean space are constructed. A gauge transformation allows us to simplify the system considered and…

The Marchenko method is developed in the inverse scattering problem for a linear system of first-order differential equations containing potentials proportional to the spectral parameter. The corresponding Marchenko system of integral…

Consider the random matrix $\Sigma = D^{1/2} X \widetilde D^{1/2}$ where $D$ and $\widetilde D$ are deterministic Hermitian nonnegative matrices with respective dimensions $N \times N$ and $n \times n$, and where $X$ is a random matrix with…

Consider $N\times N$ Hermitian or symmetric random matrices $H$ where the distribution of the $(i,j)$ matrix element is given by a probability measure $\nu_{ij}$ with a subexponential decay. Let $\sigma_{ij}^2$ be the variance for the…

We study the central limit theorem for sums of independent tensor powers, $\frac{1}{\sqrt{d}}\sum\limits_{i=1}^d X_i^{\otimes p}$. We focus on the high-dimensional regime where $X_i \in \mathbb{R}^n$ and $n$ may scale with $d$. Our main…

In this paper, we study the complex Wigner matrices $M_n=\frac{1}{\sqrt{n}}W_n$ whose eigenvalues are typically in the interval $[-2,2]$. Let $\lambda_1\leq \lambda_2...\leq\lambda_n$ be the ordered eigenvalues of $M_n$. Under the…

Matrix-valued stochastic processes have been of significant importance in areas such as physics, engineering and mathematical finance. One of the first models studied has been the so-called Wishart process, which is described as the…

By using Schur transformed sequences and Dyukarev-Stieltjes parameters we obtain a new representation of the resolvent matrix corresponding to the truncated matricial Stieltjes moment problem. Explicit relations between orthogonal matrix…

This article is a direct continuation of [1] where we begun the study of the transfer matrix spectral problem for the cyclic representations of the trigonometric 6-vertex reflection algebra associated to the Bazhanov-Stroganov Lax operator.…

The space of positive definite symmetric matrices has been studied extensively as a means of understanding dependence in multivariate data along with the accompanying problems in statistical inference. Many books and papers have been…

We study the asymptotic behavior of eigenvalues of large complex correlated Wishart matrices at the edges of the limiting spectrum. In this setting, the support of the limiting eigenvalue distribution may have several connected components.…

We examine universal positivity constraints on $2 \to 2$ scattering in 4d planar $N=4$ supersymmetric Yang-Mills theory with higher-derivative corrections. We present numerical evidence that the convex region of allowed Wilson coefficients…

In this paper, we establish blow-up results for the semilinear wave equation in generalized Einstein-de Sitter spacetime with nonlinearity of derivative type. Our approach is based on the integral representation formula for the solution to…

This paper studies global solvability of the Cauchy problem for a generalized time-fractional Kuramoto-Sivashinsky equation in the Shwartz space, which is a complete topological space generated by a family of semi-norms. The main approach…

We recall the quaternionic fomulation, which can simplify the computation of the linearized Yang-Mills-Higgs equation in the background of a 't Hooft-Polyakov monopole. We then study the solutions in the cases $j=0$, $j=1$ and $j\geq 2$…

For a large class of symmetric random matrices with correlated entries, selected from stationary random fields of centered and square integrable variables, we show that the limiting distribution of eigenvalue counting measure always exists…

For two large matrices ${\mathbf X}$ and ${\mathbf Y}$ with Gaussian i.i.d.\ entries and dimensions $T\times N_X$ and $T\times N_Y$, respectively, we derive the probability distribution of the singular values of $\mathbf{X}^T \mathbf{Y}$ in…