Related papers: The eigenvalue spectrum of a large real antisymmet…

We estimate the size of the spectral gap at zero for some Hermitian block matrices. Included are quasi-definite matrices, quasi-semidefinite matrices (the closure of the set of the quasi-definite matrices) and some related block matrices…

We study the Gaussian hermitian random matrix ensemble with an external matrix which has an arbitrary number of eigenvalues with arbitrary multiplicity. We compute the limiting eigenvalues correlations when the size of the matrix goes to…

In the paper we study the discrete spectrum of a pair of quantum two-dimensional waveguides having common boundary in which a window of finite length is cut out. We study the phenomenon of new eigenvalues emerging from the threshold of the…

In this article, we establish a limiting distribution for eigenvalues of a class of auto-covariance matrices. The same distribution has been found in the literature for a regularized version of these auto-covariance matrices. The original…

We study the right eigenvalue equation for quaternionic and complex linear matrix operators defined in n-dimensional quaternionic vector spaces. For quaternionic linear operators the eigenvalue spectrum consists of n complex values. For…

We consider products of independent random matrices with independent entries. The limit distribution of the expected empirical distribution of eigenvalues of such products is computed. Let $X^{(\nu)}_{jk},{}1\le j,r\le n$, $\nu=1,...,m$ be…

We study the problem of approximating the eigenspectrum of a symmetric matrix $\mathbf A \in \mathbb{R}^{n \times n}$ with bounded entries (i.e., $\|\mathbf A\|_{\infty} \leq 1$). We present a simple sublinear time algorithm that…

We propose a theoretical framework to study the eigenvalue spectra of the controllability Gramian of systems with random state matrices, such as networked systems with a random graph structure. Using random matrix theory, we provide…

We find the spectrum and eigenvectors of an arbitrary irreducible complex tridiagonal matrix with two-periodic main diagonal provided that the spectrum and eigenvectors of the matrix with the same sub- and superdiagonals and zero main…

We study the pseudospectrum of the non-selfadjoint Zakharov-Shabat system in the semiclassical regime. The pseudospectrum may be defined as the union of the spectra of perturbations of the Zakharov-Shabat system, thus it is relevant to the…

We consider the real eigenvalues of an $(N \times N)$ real elliptic Ginibre matrix whose entries are correlated through a non-Hermiticity parameter $\tau_N\in [0,1]$. In the almost-Hermitian regime where $1-\tau_N=\Theta(N^{-1})$, we obtain…

Many complex systems can be reduced to their key components through spectrally decomposing matrices that capture their dynamics. These matrices can in turn be constructed from data, often by least-squares fitting: examples of algorithms to…

This paper studies the asymptotic spectral properties of the sample covariance matrix for high dimensional compositional data, including the limiting spectral distribution, the limit of extreme eigenvalues, and the central limit theorem for…

We consider a class of (possibly nondiagonalizable) pseudo-Hermitian operators with discrete spectrum, showing that in no case (unless they are diagonalizable and have a real spectrum) they are Hermitian with respect to a semidefinite inner…

We consider large Hermitian matrices whose entries are defined by evaluating the exponential function along orbits of the skew-shift $\binom{j}{2} \omega+jy+x \mod 1$ for irrational $\omega$. We prove that the eigenvalue distribution of…

Finding eigenvalue distributions for a number of sparse random matrix ensembles can be reduced to solving nonlinear integral equations of the Hammerstein type. While a systematic mathematical theory of such equations exists, it has not been…

The largest eigenvalue of random tensors is an important feature of systems involving disorder, equivalent to the ground state energy of glassy systems or to the injective norm of quantum states. For symmetric Gaussian random tensors of…

Large H-selfadjoint random matrices are considered. The matrix $H$ is assumed to have one negative eigenvalue, hence the matrix in question has precisely one eigenvalue of nonpositive type. It is showed that this eigenvalue converges in…

The joint spectral radius of a set of matrices is a measure of the maximal asymptotic growth rate that can be obtained by forming long products of matrices taken from the set. This quantity appears in a number of application contexts but is…

Let A be an n x n symmetric random matrix whose upper-triangular entries are independent and follow possibly non-identical subgaussian distributions. This paper investigates the spectral properties of A, including its eigenvalues and…