Related papers: Precise asymptotics for the norm of large random r…
We study the fluctuation behavior of individual eigenvalues of kernel matrices arising from dense graphon-based random graphs. Under minimal integrability and boundedness assumptions on the graphon, we establish distributional limits for…
Given a real symmetric positive semi-definite matrix E, and an approximation S that is a sum of n independent matrix-valued random variables, we present bounds on the relative error in S due to randomization. The bounds do not depend on the…
Starting from the spectral analysis of g-circulant matrices, we consider a new multigrid method for circulant and Toeplitz matrices with given generating function. We assume that the size n of the coefficient matrix is divisible by g \geq 2…
Self-adjoint Toeplitz operators have purely absolutely continuous spectrum. For Toeplitz operators $T$ with piecewise continuous symbols, we suggest a further spectral classification determined by propagation properties of the operator $T$,…
In this paper we studied the double scaling limit of a random unitary matrix ensemble near a singular point where a new cut is emerging from the support of the equilibrium measure. We obtained the asymptotic of the correlation kernel by…
This paper studies the asymptotic spectral properties of a renormalized sample correlation matrix, including the limiting spectral distribution, the properties of largest eigenvalues, and the central limit theorem for linear spectral…
We prove the two-dimensional analogue of the asymptotics for Toeplitz determinants with Fisher-Hartwig singularities, for general real symbols. This formula has applications to random normal matrices with complex spectra: (i) the…
In several applications, one must estimate a real-valued (symmetric) Toeplitz covariance matrix, typically shifted by the conjugated diagonal matrices of phase progression and phase "calibration" errors. Unlike the Hermitian Toeplitz…
We consider the probability of two large gaps (intervals without eigenvalues) in the bulk scaling limit of the Gaussian Unitary Ensemble of random matrices. We determine the multiplicative constant in the asymptotics. We also provide the…
We analyse the limiting behavior of the eigenvalue and singular value distribution for random convolution operators on large (not necessarily Abelian) groups, extending the results by M. Meckes for the Abelian case. We show that for regular…
We obtain the double scaling asymptotic behavior of the recurrence coefficients and the partition function at the critical point of the $N\times N$ Hermitian random matrix model with cubic potential. We prove that the recurrence…
We introduce the notion of a random matrix-valued multiplicative function, generalizing Rademacher random multiplicative functions to matrices. We provide an asymptotic for the second moment based on a linear recurrence property for…
Asymptotic behavior of orthogonal polynomials on the circle, with respect to a weight having a fractional zero on the torus. Applications to the eigenvalues of certain unitary random matrices. This paper is devoted to the orthogonal…
In a seminal 2005 paper, Haagerup and Thorbj{\o}rnsen discovered that the norm of any noncommutative polynomial of independent complex Gaussian random matrices converges to that of a limiting family of operators that arises from…
In this paper, we examine fluctuations of polynomial linear statistics for the Anderson model on $\mathbb{Z}^d$ for any potential with finite moments. We prove that if normalized by the square root of the size of the truncated operator,…
Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…
Applying standard techniques from Toeplitz operator theory, we analyze the asymptotics of the Hilbert-Smith norms of the TQFT operators coming from isotopy classes of one dimensional oriented submanifolds on a closed oriented surface. We…
Motivated mainly by applications to partial differential equations with random coefficients, we introduce a new class of Monte Carlo estimators, called Toeplitz Monte Carlo (TMC) estimator for approximating the integral of a multivariate…
We estimate the norm of the resolvent of non-selfadjoint Berezin Toeplitz operators in the semi-classical limit, under various assumptions on the Poisson bracket of the real and imaginary parts of the symbol. In case this bracket is…
Motivated by [9] we study the existence of the inverse of infinite Hermitian moment matrices associated with measures with support on the complex plane. We relate this problem to the asymptotic behaviour of the smallest eigenvalues of…