Related papers: Eigenvalue distribution of canonical systems: trac…
In this paper we construct a class of random matrix ensembles labelled by a real parameter $\alpha \in (0,1)$, whose eigenvalue density near zero behaves like $|x|^\alpha$. The eigenvalue spacing near zero scales like $1/N^{1/(1+\alpha)}$…
We study the spectrum of an asymmetric random matrix with block structured variances. The rows and columns of the random square matrix are divided into $D$ partitions with arbitrary size (linear in $N$). The parameters of the model are the…
We show the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of $k$ independent $n\times n$ matrices with i.i.d. complex Gaussian entries with a few…
We study the densities of limiting distributions of squared singular values of high-dimensional matrix products composed of independent complex Gaussian (complex Ginibre) and truncated unitary matrices which are taken from Haar distributed…
Universality of eigenvalue spacings is one of the basic characteristics of random matrices. We give the precise meaning of universality and discuss the standard universality classes (sine, Airy, Bessel) and their appearance in unitary,…
Using simple commutator relations, we obtain several trace identities involving eigenvalues and eigenfunctions of an abstract self-adjoint operator acting in a Hilbert space. Applications involve abstract universal estimates for the…
The probabilities for gaps in the eigenvalue spectrum of finite $ N\times N $ random unitary ensembles on the unit circle with a singular weight, and the related hermitian ensembles on the line with Cauchy weight, are found exactly. The…
In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…
A detailed discussion of semiclassical trace formulae is presented and it is demonstrated how a regularized trace formula can be derived while dealing only with finite and convergent expressions. Furthermore, several applications of trace…
In this short note, we propose to extend differentiability (with respect to a multidimensional parameter) of a normalized eigenfunction associated to the simple, dominating eigenvalue of the weighted transfer operator for a uniformly…
We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…
We analyze statistical properties of complex eigenvalues of random matrices $\hat{A}$ close to unitary. Such matrices appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with…
This paper is a continuation of our previous work "Six-vertex model and non-linear differential equations I. Spectral problem" in which we have put forward a method for studying the spectrum of the six-vertex model based on non-linear…
In this paper, we consider directly estimating the eigenvalues of precision matrix, without inverting the corresponding estimator for the eigenvalues of covariance matrix. We focus on a general asymptotic regime, i.e., the large dimensional…
We consider a high-dimensional linear regression problem. Unlike many papers on the topic, we do not require sparsity of the regression coefficients; instead, our main structural assumption is a decay of eigenvalues of the covariance matrix…
We give a new theoretical tool to solve sparse systems with finitely many solutions. It is based on toric varieties and basic linear algebra; eigenvalues, eigenvectors and coefficient matrices. We adapt Eigenvalue theorem and Eigenvector…
We present a method to derive asymptotics of eigenvalues for trace-class integral operators $K:L^2(J;d\lambda)\circlearrowleft$, acting on a single interval $J\subset\mathbb{R}$, which belong to the ring of integrable operators \cite{IIKS}.…
The distribution of eigenvalues of N times N random matrices in the limit N to infinity is the solution to a variational principle that determines the ground state energy of a confined fluid of classical unit charges. This fact is a…
A discrete analog of a skew selfadjoint canonical (Zakharov-Shabat or AKNS) system with a pseudo-exponential potential is introduced. For the corresponding Weyl function the direct and inverse problem are solved explicitly in terms of three…
We determine the general form of the asymptotics for Dirichlet eigenvalues of the one-dimensional linear damped wave operator. As a consequence, we obtain that given a spectrum corresponding to a constant damping term this determines the…