Related papers: Moments of the free Jacobi process: a matrix appro…

Using a change of basis in the algebra of symmetric functions, we compute the moments of the Hermitian Jacobi process. After a careful arrangement of the terms and the evaluation of the determinant of an `almost upper-triangular' matrix, we…

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…

In this paper, we are interested in the free Jacobi process starting at the unit of the compressed probability space where it takes values and associated with the parameter values $\lambda=1, \theta =1/2$. Firstly, we derive a…

Motivated by recent results in random matrix theory we will study the distributions arising from products of complex Gaussian random matrices and truncations of Haar distributed unitary matrices. We introduce an appropriately general class…

Using a matrix approach, we define the free Jacobi process as the limit of the complex Jacobi matrix process. The we derive a free SDE which is analogous to its classical counterpart. To proceed, we prove that fro suitable parameters the…

We derive a moment formula for generalized fractional polynomial processes, i.e., for polynomial-preserving Markov processes time-changed by an inverse L\'evy-subordinator. If the time change is inverse $\alpha$-stable, the time-derivative…

The problem of convergence of the joint moments, which depend on two parameters $s$ and $h$, of the characteristic polynomial of a random Haar-distributed unitary matrix and its derivative, as the matrix size goes to infinity, has been…

In this paper we prove the global convergence of the complex Jacobi method for Hermitian matrices for a large class of generalized serial pivot strategies. For a given Hermitian matrix $A$ of order $n$ we find a constant $\gamma<1$…

We compute the large-scale limit of the free energy associated with the problem of inference of a finite-rank matrix. The method follows the principle put forward in arXiv:1811.01432 which consists in identifying a suitable Hamilton-Jacobi…

We introduce a new set of algorithms to compute Jacobi matrices associated with measures generated by infinite systems of iterated functions. We demonstrate their relevance in the study of theoretical problems, such as the continuity of…

In this paper we study the linear functional $S$ on complex polynomials which is associated to a bounded complex Jacobi matrix $J$. The associated moment problem is considered: find a positive Borel measure $\mu$ on $\mathbb{C}$ subject to…

We establish the complex analogue of Ullemar's formula for polynomial domains. We show that the Jacobian of the complex moment mapping is equal to the self-resultant of the defining polynomial.

We study the high-dimensional limit of the free energy associated with the inference problem of a rank-one nonsymmetric matrix. The matrix is expressed as the outer product of two vectors, not necessarily independent. The distributions of…

A method for relaxing the CFL-condition, which limits the time step size in explicit methods in computational fluid dynamics, is presented. The method is based on re-formulating explicit methods in matrix form, and considering them as a…

This is a comprehensive exposition of the classical moment problem using methods from the theory of finite difference operators. Among the advantages of this approach is that the Nevanlinna functions appear as elements of a transfer matrix…

We consider the Jacobi operator (T,D(T)) associated with an indeterminate Hamburger moment problem, i.e., the operator in $\ell^2$ defined as the closure of the Jacobi matrix acting on the subspace of complex sequences with only finitely…

When the classical Hamburger moment problem has solutions, it has either exactly one solution or infinitely many solutions. Correspondingly, the moment problem is said to be either determinate or indeterminate. In terms of Jacobi operators,…

In this paper, we study the $S$ transforms of Jacobi processes in the frameworks of free and finite free probability theories. We begin by deriving a partial differential equation satisfied by the free $S$ transform of the free Jacobi…

Jacobi's results on the computation of the order and of the normal forms of a differential system are translated in the formalism of differential algebra. In the quasi-regular case, we give complete proofs according to Jacobi's arguments.…

We study the high-dimensional limit of the free energy associated with the inference problem of finite-rank matrix tensor products. In general, we bound the limit from above by the unique solution to a certain Hamilton-Jacobi equation.…