Related papers: Condition Number of Random Tridiagonal Toeplitz Ma…
Appropriately normalized square random Vandermonde matrices based on independent random variables with uniform distribution on the unit circle are studied. It is shown that as the matrix sizes increases without bound, with respect to the…
We study the Laplacian in a smooth bounded domain, with a varying Robin boundary condition singular at one point. The associated quadratic form is not semi-bounded from below, and the corresponding Laplacian is not self-adjoint, it has the…
This paper investigates fractional Riesz-Bessel equations with random initial conditions. The spectra of these random initial conditions exhibit singularities both at zero frequency and at non-zero frequencies, which correspond to the cases…
In a series of papers the author and others have studied an asymptotic expansion of the errors of the eigenvalue approximation, using the spectral symbol, in connection with Toeplitz (and Toeplitz-like) matrices, that is, $E_{j,n}$ in…
We study the long time asymptotics of the relaxation dynamics of the totally asymmetric simple exclusion process on a ring. Evaluating the asymptotic amplitudes of the local currents by the algebraic Bethe ansatz method, we find the…
We establish necessary and sufficient conditions for convergence (in the sense of finite dimensional distributions) of multiplicative measures on the set of partitions. We show that this convergence is equivalent to asymptotic independence…
It has been conjectured that the statistical properties of zeros of the Riemann zeta function near $z = 1/2 + \ui E$ tend, as $E \to \infty$, to the distribution of eigenvalues of large random matrices from the Unitary Ensemble. At finite…
The singular value and spectral distribution of Toeplitz matrix sequences with Lebesgue integrable generating functions is well studied. Early results were provided in the classical Szeg{\H{o}} theorem and the Avram-Parter theorem, in which…
Toeplitz matrices arise naturally in harmonic analysis, operator theory, and numerical analysis. In this note we investigate Toeplitz matrices whose coefficients depend on the matrix size through a scaled kernel $a_k=f(k/n)$. We show that…
We study asymptotic behavior of the moments $M_k(\lambda)$ of the sum $X_1+\dots+X_{N_\lambda}$, where $N_\lambda$ follows the Poisson probability distribution with mean value $\lambda$ and $\{X_j\}$ is a family of i.i.d. random variables…
Analytical stability calculation is done to prove stability properties for systems with parameters that do not have explicit values. For systems with three components, the usual method of finding the characteristic polynomial as the…
Given a random sample from a multivariate normal distribution whose covariance matrix is a Toeplitz matrix, we study the largest off-diagonal entry of the sample correlation matrix. Assuming the multivariate normal distribution has the…
Lin's condition is used to establish the moment determinacy/indeterminacy of absolutely continuous probability distributions. Recently, a number of papers related to Lin's condition for functions of random variables have emerged. In this…
The asymptotic behavior of three-body scattering wave functions in configuration space is studied by considering a model equation that has the same asymptotic form as the Faddeev equations. Boundary conditions for the wave function are…
In this paper we studied the asymptotic eigenvalue statistics of the 2 matrix model with a quartic monomial and a general even polynomial potential. We studied the correlation kernel for the eigenvalues of one of the matrices in asymptotic…
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…
We consider two types of spiked multivariate F distributions: a scaled distribution with the scale matrix equal to a rank-one perturbation of the identity, and a distribution with trivial scale, but rank-one non-centrality. The norm of the…
We investigate the universality of singular value and eigenvalue distributions of matrix valued functions of independent random matrices and apply these general results in several examples. In particular we determine the limit distribution…
In this paper, we study matrix representations of truncated Toeplitz operators with respect to orthonormal bases which are invariant under a canonical conjugation map. In particular, we determine necessary and sufficient conditions for when…
This paper investigates the asymptotic behavior of the extremes of a sequence of generalized Oppenheim random variables. Particularly, we establish conditions under which some normalized extremes of sequences arising from Oppenheim…