Related papers: Asymptotic spectral properties of the Hilbert $L$-…
We analyze spectral properties of the Hilbert $L$-matrix $$\left(\frac{1}{\max(m,n)+\nu}\right)_{m,n=0}^{\infty}$$ regarded as an operator $L_{\nu}$ acting on $\ell^{2}(\mathbb{N}_{0})$, for $\nu\in\mathbb{R}$, $\nu\neq0,-1,-2,\dots$. The…
This paper studies the asymptotic spectral properties of a renormalized sample correlation matrix, including the limiting spectral distribution, the properties of largest eigenvalues, and the central limit theorem for linear spectral…
In 1966, H. Widom proved an asymptotic formula for the distribution of eigenvalues of the $N\times N$ truncated Hilbert matrix for large values of $N$. In this paper, we extend this formula to Hankel matrices with symbols in the class of…
We study the spectral properties of matrices of long-range percolation model. These are N\times N random real symmetric matrices H=\{H(i,j)\}_{i,j} whose elements are independent random variables taking zero value with probability…
The self-adjoint matrix Sturm-Liouville operator on a finite interval with a boundary condition in the general form is studied. We obtain asymptotic formulas for the eigenvalues and the weight matrices of the considered operator. These…
For the random eigenvalues with density corresponding to the Jacobi ensemble $$c \cdot \prod_{i < j} | \lambda_i - \lambda_j |^\beta \prod^n_{i=1} (2 - \lambda_i)^a (2 + \lambda_i)^b I_{(-2,2)} (\lambda_i) $$ $(a, b > -1, \beta > 0) $ a…
We study the spectral convergence of compact, self-adjoint operators on a separable Hilbert space under operator norm perturbations, and derive asymptotic expansions for their eigenvalues and eigenprojections. Our analysis focuses on…
In this paper, we study spectral properties of generalized weighted Hilbert matrices. In particular, we establish results on the spectral norm, determinant, as well as various relations between the eigenvalues and eigenvectors of such…
This work investigates spectrum and root functions (that is, eigen- and associated functions) of a Sturm-Liouville problem involving an abstract linear operator (nonselfadjoint in general) in the equation together with supplementary…
We consider the asymptotic behavior as $n\to\infty$ of the spectra of random matrices of the form \[\frac{1}{\sqrt{n-1}}\sum_{k=1}^{n-1}Z_{nk}\rho_n ((k,k+1)),\] where for each $n$ the random variables $Z_{nk}$ are i.i.d. standard Gaussian…
Let $A$ be a $n\times n$ complex Hermitian matrix and let $\lambda(A)=(\lambda_1,\ldots,\lambda_n)\in \mathbb{R}^n$ denote the eigenvalues of $A$, counting multiplicities and arranged in non-increasing order. Motivated by problems arising…
Sample correlation matrices are employed ubiquitously in statistics. However, quite surprisingly, little is known about their asymptotic spectral properties for high-dimensional data, particularly beyond the case of "null models" for which…
For the generalized Jacobi, Laguerre and Hermite polynomials $P_n^{(\alpha_n, \beta_n)} (x), L_n^{(\alpha_n)} (x),$\break $H_n^{(\gamma_n)} (x)$ the limit distributions of the zeros are found, when the sequences $\alpha_n$ or $\beta_n$ tend…
We study the normalized trace $g_n(z)=n^{-1} \mbox{tr} \, (H-zI)^{-1}$ of the resolvent of $n\times n$ real symmetric matrices $H=\big[(1+\delta_{jk})W_{jk}/\sqrt n\big]_{j,k=1}^n$ assuming that their entries are independent but not…
We study the spectral properties of a class of random matrices of the form $S_n^{-} = n^{-1}(X_1 X_2^* - X_2 X_1^*)$ where $X_k = \Sigma^{1/2}Z_k$, for $k=1,2$, $Z_k$'s are independent $p\times n$ complex-valued random matrices, and…
Uniform asymptotic expansions involving exponential and Airy functions are obtained for Laguerre polynomials $L_{n}^{(\alpha)}(x)$, as well as complementary confluent hypergeometric functions. The expansions are valid for $n$ large and…
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…
We propose an asymptotic expansion formula for matrix integrals, including oscillatory terms (derivatives of theta-functions) to all orders. This formula is heuristically derived from the analogy between matrix integrals, and formal matrix…
In this article, we study the spectral properties of the perturbation of the generalized anharmonic oscillator. We consider a piecewise H\"older continuous perturbation and investigate how the H\"older constant can affect the eigenvalues.…
Let $L$ be the Hill operator or the one dimensional Dirac operator on the interval $[0,\pi].$ If $L$ is considered with Dirichlet, periodic or antiperiodic boundary conditions, then the corresponding spectra are discrete and for large…