Related papers: Condition Number of Random Tridiagonal Toeplitz Ma…
In this paper, we study existence, uniqueness and asymptotic behavior of the Laplace equation with dynamical boundary conditions on regular non-cylindrical domains. We write the problem as a non-autonomous Dirichlet-to-Neumann operator and…
This is a first paper by the authors dedicated to the distribution of eigenvalues for random perturbations of large bidiagonal Toeplitz matrices.
In numerical analysis it is often necessary to estimate the condition number $CN(T)=||T||_{} \cdot||T^{-1}||_{}$ and the norm of the resolvent $||(\zeta-T)^{-1}||_{}$ of a given $n\times n$ matrix $T$. We derive new spectral estimates for…
The asymptotic behaviour of dynamical processes in networks can be expressed as a function of spectral properties of the corresponding adjacency and Laplacian matrices. Although many theoretical results are known for the spectra of…
The purpose of this article is to study the eigenvalues $u_1^{\, t}=e^{it\theta_1},\dots,u_N^{\,t}=e^{it\theta_N}$ of $U^t$ where $U$ is a large $N\times N$ random unitary matrix and $t>0$. In particular we are interested in the typical…
We consider a general second-order elliptic differential operator on a domain with a cylindrical end. We impose Dirichlet boundary conditions on the boundary with the exception of a small set, where we impose Neumann boundary conditions.…
We give the asymptotic behavior of the ratio of two neighboring multiple orthogonal polynomials under the condition that the recurrence coefficients in the nearest neighbor recurrence relations converge.
The classical random matrix theory is mostly focused on asymptotic spectral properties of random matrices as their dimensions grow to infinity. At the same time many recent applications from convex geometry to functional analysis to…
Toeplitz matrices form a rich class of possibly non-normal matrices whose asymptotic spectral analysis in high dimension is well-understood. The spectra of these matrices are notoriously highly sensitive to small perturbations. In this…
We consider the probability of having two intervals (gaps) without eigenvalues in the bulk scaling limit of the Gaussian Unitary Ensemble of random matrices. We describe uniform asymptotics for the transition between a single large gap and…
We study the asymptotic behavior of the partition function and the correlation kernel in random matrix ensembles of the form $\frac{1}{Z_n} \big|\det \big( M^2-tI \big)\big|^{\alpha} e^{-n\operatorname{Tr} V(M)}dM$, where $M$ is an $n\times…
We develop a new method for studying the asymptotics of symmetric polynomials of representation-theoretic origin as the number of variables tends to infinity. Several applications of our method are presented: We prove a number of theorems…
This paper studies the joint limiting behavior of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model, where the asymptotic regime is such that the dimension and sample size grow…
We compute the limiting statistical distribution of the eigenvalues of sequences of matrices whose entries satisfy what we call a vanishing mean variation condition and are $\mu$-distributed for some probability measure. As an application…
We study the joint distribution of the set of all marginals of a random Wishart matrix acting on a tensor product Hilbert space. We compute the limiting free mixed cumulants of the marginals, and we show that in the balanced asymptotical…
Block Toeplitz and Hankel matrices arise in many aspects of applications. In this paper, we will research the distributions of eigenvalues for some models and get the semicircle law. Firstly we will give trace formulae of block Toeplitz and…
Models based on assumptions of multivariate regular variation and hidden regular variation provide ways to describe a broad range of extremal dependence structures when marginal distributions are heavy tailed. Multivariate regular variation…
We consider singular perturbed eigenvalue problem for Laplace operator in a two-dimensional domain. In the boundary we select a set depending on a character small parameter and consisting of a great number of small disjoint parts. On this…
This paper addresses two different but related questions regarding an unbounded symmetric tridiagonal operator: its self-adjointness and the approximation of its spectrum by the eigenvalues of its finite truncations. The sufficient…
We consider random Hermitian matrices with independent upper triangular entries. Wigner's semicircle law says that under certain additional assumptions, the empirical spectral distribution converges to the semicircle distribution. We…