Related papers: Extreme eigenvalues of random matrices from Jacobi…

In this study, we derive the exact distributions of eigenvalues of a singular Wishart matrix under an elliptical model. We define generalized heterogeneous hypergeometric functions with two matrix arguments and provide convergence…

In this paper we focus on the large n probability distribution function of the largest eigenvalue in the Gaussian Orthogonal Ensemble of n by n matrices (GOEn). We prove an Edgeworth type Theorem for the largest eigenvalue probability…

The eigenvalues of an arbitrary quaternionic matrix have a joint probability distribution function first derived by Ginibre. We show that there exists a mapping of this system onto a fermionic field theory and then use this mapping to…

Complex eigenvalues of random matrices $J=\text{GUE }+ i\gamma \diag (1, 0, \ldots, 0)$ provide the simplest model for studying resonances in wave scattering from a quantum chaotic system via a single open channel. It is known that in the…

In this paper, we compute the expectation of traces of powers of the hermitian matrix Jacobi process for a large enough but fixed size. To proceed, we first derive the semi-group density of its eigenvalues process as a bilinear series of…

Three operations on eigenvalues of real/complex/quaternion (corresponding to $\beta=1,2,4$) matrices, obtained from cutting out principal corners, adding, and multiplying matrices can be extrapolated to general values of $\beta>0$ through…

We analyse the limiting behavior of the eigenvalue and singular value distribution for random convolution operators on large (not necessarily Abelian) groups, extending the results by M. Meckes for the Abelian case. We show that for regular…

We suggest a method of studying the joint probability density (JPD) of an eigenvalue and the associated 'non-orthogonality overlap factor' (also known as the 'eigenvalue condition number') of the left and right eigenvectors for…

We derive exact analytic expressions for the distributions of eigenvalues and singular values for the product of an arbitrary number of independent rectangular Gaussian random matrices in the limit of large matrix dimensions. We show that…

We consider the product of two independent randomly rotated projectors. The square of its radial part turns out to be distributed as a Jacobi ensemble. We study its global and local properties in the large dimension scaling relevant to free…

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…

We compute the joint eigenvalue distribution for a multiplicative non-Hermitian perturbation $(I+i\Gamma)H$, $\operatorname{rank}\,\Gamma=1$ of a random matrix $H$ from the Gaussian, Laguerre, and chiral Gaussian $\beta$-ensembles.

Let $X_{nr}$ be the $r$th largest of a random sample of size $n$ from a distribution $F (x) = 1 - \sum_{i = 0}^\infty c_i x^{-\alpha - i \beta}$ for $\alpha > 0$ and $\beta > 0$. An inversion theorem is proved and used to derive an…

We give a short, operator-theoretic proof of the asymptotic independence (including a first correction term) of the minimal and maximal eigenvalue of the n \times n Gaussian Unitary Ensemble in the large matrix limit n \to \infty. This is…

In this paper we construct a class of random matrix ensembles labelled by a real parameter $\alpha \in (0,1)$, whose eigenvalue density near zero behaves like $|x|^\alpha$. The eigenvalue spacing near zero scales like $1/N^{1/(1+\alpha)}$…

We consider random matrices of the form $H = W + \lambda V$, $\lambda\in\mathbb{R}^+$, where $W$ is a real symmetric or complex Hermitian Wigner matrix of size $N$ and $V$ is a real bounded diagonal random matrix of size $N$ with i.i.d.\…

In the 1980's, Greene defined {\it hypergeometric functions over finite fields} using Jacobi sums. The framework of his theory establishes that these functions possess many properties that are analogous to those of the classical…

In this note we compare two recent results about the distribution of eigenvalues for semi-classical pseudodifferential operators in two dimensions. For classes of analytic operators A. Melin and the author obtained a complex Bohr-Sommerfeld…

By applying the Euler--Rayleigh methods to a specific representation of the Jacobi polynomials as hypergeometric functions, we obtain new bounds for their largest zeros. In particular, we derive upper and lower bound for…

This paper uses an incremental matrix expansion approach to derive asymptotic eigenvalue distributions (a.e.d.'s) of sums and products of large random matrices. We show that the result can be derived directly as a consequence of two common…