Related papers: On a problem of E. Meckes for the unitary eigenval…

We study the minimax estimation of covariance eigenfunctions and eigenvalues in functional principal component analysis when $n$ trajectories are observed at $p$ common grid points with additive noise. We consider covariance kernels with…

We study an indefinite spectral problem for a second-order self-adjoint elliptic operator in an asymptotically thin cylinder. The operator coefficients and the spectral density function are assumed to be locally periodic in the axial…

This paper investigates the eigenvalue problem of integral operators whose kernels can be expressed as a finite sum of pairwise products of single-variable functions, making them separable. By consdiering the matrix form of the separable…

The real Ginibre spherical ensemble consists of random matrices of the form $A B^{-1}$, where $A,B$ are independent standard real Gaussian $N \times N$ matrices. The expected number of real eigenvalues is known to be of order $\sqrt{N}$. We…

This article is concerned with the following spectral problem: to find a positive function $\Phi$ $\in$ C 1 ($\Omega$) and $\lambda$ $\in$ R such that q(x)$\Phi$ (x) + ^ $\Omega$ J(x, y)$\Phi$(y) dy + a(x)$\Phi$(x) + $\lambda$$\Phi$(x) = 0…

We calculate the probability to find exactly $n$ eigenvalues in a spectral interval of a large random $N \times N$ matrix when this interval contains $s \ll N$ eigenvalues on average. The calculations exploit an analogy to the problem of…

We establish the asymptotic validity of frequency-domain inference for stationary multivariate Hawkes processes under mild conditions, bridging the gap between theory and application. By developing upper-bounds on the reduced cumulant…

Let $T$ be an $n\times n$ truncation of an $(n+\alpha)\times (n+\alpha)$ Haar distributed unitary matrix. We consider the disk counting statistics of the eigenvalues of $T$. We prove that as $n\to + \infty$ with $\alpha$ fixed, the…

The main focus of this paper is the following matrix Cauchy problem for the Dirac system on the interval $[0,1]:$ \[ D'(x)+\left[\begin{array}{cc} 0 & \sigma_1(x)\\ \sigma_2(x) & 0 \end{array} \right] D(x)=i\mu\left[\begin{array}{cc} 1 &…

In this note we compute the functional derivative of the induced charge density, on a thin conductor, consisting of the union of g+1 disjoint intervals, $J:=\cup_{j=1}^{g+1}(a_j,b_j),$ with respect to an external potential. In the context…

Let $H_0$ be a periodic operator on $\R^+$(or periodic Jacobi operator on $\N$). It is known that the absolutely continuous spectrum of $H_0$ is consisted of spectral bands $\cup[\alpha_l,\beta_l]$. Under the assumption that $\limsup_{x\to…

Let $A$ be a densely defined closed, linear $\omega$-sectorial operator of angle $\theta\in [0,\frac{\pi}{2})$ on a Banach space $X$ for some $\omega\in\mathbb R$. We give an explicit representation (in terms of some special functions) and…

Given a nonnegative integrable function $J$ on $\mathbb{R}^n$, we relate the asymptotic properties of the nonlocal energy functional \begin{equation*} \int_{\Omega} \int_{\Omega^c} J \bigg(\frac{x-y}{t}\bigg) \ dx dy \end{equation*} as $t…

Often in applications such as rare events estimation or optimal control it is required that one calculates the principal eigen-function and eigen-value of a non-negative integral kernel. Except in the finite-dimensional case, usually…

It is known that a unitary matrix can be decomposed into a product of reflections, one for each dimension, and the Haar measure on the unitary group pushes forward to independent uniform measures on the reflections. We consider the sequence…

In this paper, we study the fluctuation of linear eigenvalue statistics of Random Band Matrices defined by $M_{n}=\frac{1}{\sqrt{b_{n}}}W_{n}$, where $W_{n}$ is a $n\times n$ band Hermitian random matrix of bandwidth $b_{n}$, i.e., the…

In this paper, we study the strong asymptotic for the orthogonal polynomials and universality associated with singularly perturbed Pollaczek-Jacobi type weight $$w_{p_J2}(x,t)=e^{-\frac{t}{x(1-x)}}x^\alpha(1-x)^\beta, $$ where $t \ge 0$,…

In this paper we study, both numerically and analytically, the asymptotic behavior of the principal eigenfunction of \eqref{1.1}, normalized by \eqref{1.2}, as $s\uparrow +\infty$. Based on the numerical computations of this paper, we can…

We consider the empirical eigenvalue distribution of an $m\times m$ principle submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. Earlier work of Petz and R\'effy identified the limiting spectral measure…

A one-parameter random matrix model is proposed for describing the statistics of the local amplitudes and phases of electron eigenfunctions in a mesoscopic quantum dot in an arbitrary magnetic field. Comparison of the statistics obtained…