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

We develop a transfer-matrix formulation of the scattering of electromagnetic waves by a general isotropic medium which makes use of a notion of electromagnetic transfer matrix $\mathbf{M}$ that does not involve slicing of the scattering…

A Wishart matrix is said to be spiked when the underlying covariance matrix has a single eigenvalue $b$ different from unity. As $b$ increases through $b=2$, a gap forms from the largest eigenvalue to the rest of the spectrum, and with…

We derive concentration inequalities for the spectral measure of large random matrices, allowing for certain forms of dependence. Our main focus is on empirical covariance (Wishart) matrices, but general symmetric random matrices are also…

We show how the replica method can be used to compute the asymptotic eigenvalue spectrum of a real Wishart product matrix. For unstructured factors, this provides a compact, elementary derivation of a polynomial condition on the Stieltjes…

We consider matrix-valued processes described as solutions to stochastic differential equations of very general form. We study the family of the empirical measure-valued processes constructed from the corresponding eigenvalues. We show that…

We study the eigenvalue behaviour of large complex correlated Wishart matrices near an interior point of the limiting spectrum where the density vanishes (cusp point), and refine the existing results at the hard edge as well. More…

Consider a high-dimensional Wishart matrix $\bd{W}=\bd{X}^T\bd{X}$ where the entries of $\bd{X}$ are i.i.d. random variables with mean zero, variance one, and a finite fourth moment $\eta$. Motivated by problems in signal processing and…

We consider a random symmetric matrix ${\bf X} = [X_{jk}]_{j,k=1}^n$ with upper triangular entries being i.i.d. random variables with mean zero and unit variance. We additionally suppose that $\mathbb E |X_{11}|^{4 + \delta} =:…

We present a new approach, based on graphon theory, to finding the limiting spectral distributions of general Wigner-type matrices. This approach determines the moments of the limiting measures and the equations of their Stieltjes…

A transfer matrix function representation of the fundamental solution of the general-type discrete Dirac system, corresponding to rectangular Schur coefficients and Weyl functions, is obtained. Connections with Szeg\"o recurrence, Schur…

The main objective of this paper is to give a rigorous treatment of Wigner's and Eisenbud's $R$-matrix method for scattering matrices of scattering systems consisting of two selfadjoint extensions of the same symmetric operator with finite…

Let $G$ be a simply connected semi-simple complex algebraic group. Fix a maximal torus $T$ and a Borel subgroup $B$ such that $T\subset B\subset G$. Let $W$ the Weyl group of $G$ relative to $T$. For any $w$ in $W$, let $X_w=\bar {BwB/B}$…

We study solutions of a quadratic matrix equation arising in Riemannian geometry. Let $S$ be a real symmetric $n\times n$-matrix with zeros on the diagonal and let $\theta$ be a real number. We construct nonzero solutions $(S,\theta)$ of…

The paper studies the limiting behavior of spectral measures of random Jacobi matrices of Gaussian, Wishart and MANOVA beta ensembles. We show that the spectral measures converge weakly to a limit distribution which is the semicircle…

We consider the multi-channel inverse scattering problem in one-dimension in the presence of thresholds and bound states for a potential of finite support. Utilizing the Levin representation, we derive the general Marchenko integral…

We obtain the explicit rate of convergence $N^{-1/2 + \epsilon}$ for the gaps of generalized Wigner matrices in the bulk of the spectrum, for distributions of matrix entries possibly atomic and supported on enough points. The proof proceeds…

It is shown that there are nonlinear sigma models which are Darboux integrable and possess a solvable Vessiot group in addition to those whose Vessiot groups are central extensions of semi-simple Lie groups. They govern harmonic maps…

It has been recently shown that if $X$ is an $n\times N$ matrix whose entries are i.i.d. standard complex Gaussian and $l_1$ is the largest eigenvalue of $X^*X$, there exist sequences $m_{n,N}$ and $s_{n,N}$ such that…

We study the partial transposition ${W}^\Gamma=(\mathrm{id}\otimes \mathrm{t})W\in M_{dn}(\mathbb C)$ of a Wishart matrix $W\in M_{dn}(\mathbb C)$ of parameters $(dn,dm)$. Our main result is that, with $d\to\infty$, the law of $m{W}^\Gamma$…

The celebrated Marchenko-Pastur theorem gives the asymptotic spectral distribution of sums of random, independent, rank-one projections. Its main hypothesis is that these projections are more or less uniformly distributed on the first…