Related papers: Numerical Radius of Non-Hermitian Random Matrices
We revisit the quantum-mechanical two-dimensional harmonic oscillator with an electric field confined to a circular box of impenetrable walls. In order to obtain the energy spectrum we resort to the Rayleigh-Ritz method with polynomial and…
We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…
In this article we study the estimation of bifurcation coefficients in nonlinear branching problems by means of Rayleigh-Ritz approximation to the eigenvectors of the corresponding linearized problem. It is essential that the approximations…
Consider the product of $m$ independent $n\times n$ random matrices from the spherical ensemble for $m\ge 1$. The spectral radius is defined as the maximum absolute value of the $n$ eigenvalues of the product matrix. When $m=1$, the…
We apply Tsallis's q-indexed nonextensive entropy to formulate a random matrix theory (RMT), which may be suitable for systems with mixed regular-chaotic dynamics. We consider the super-extensive regime of q < 1. We obtain analytical…
Denote by $w(T)$ the numerical radius of a matrix $T$. An elementary proof is given to the fact that $w(AB) \leq w(A)w(B)$ for a pair of commuting matrices of order two, and characterization is given for the matrix pairs that attain the…
We study the circumradius of a random section of an $\ell_p$-ellipsoid, $0<p\le \infty$, and compare it with the minimal circumradius over all sections with subspaces of the same codimension. Our main result is an upper bound for random…
We consider higher-rank versions of the standard numerical range for matrices. A central motivation for this investigation comes from quantum error correction. We develop the basic structure theory for the higher-rank numerical ranges, and…
Bounds for the poloidal and toroidal kinetic energies and the heat transport are computed numerically for rotating convection at infinite Prandtl number with both no slip and stress free boundaries. The constraints invoked in this…
The aim of this paper is to describe the closure of the numerical range of the product of two orthogonal projections in Hilbert space as a closed convex hull of some explicit ellipses parametrized by points in the spectrum. Several…
The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where…
"Toeplitzification" or "redundancy (spatial) averaging", the well-known routine for deriving the Toeplitz covariance matrix estimate from the standard sample covariance matrix, recently regained new attention due to the important Random…
Eigenvalue estimates that are optimal in some sense have self-evident appeal and leave estimators with a sense of virtue and economy. So, it is natural that ongoing searches for effective strategies for difficult tasks such as estimating…
We study probability distributions of eigenvalues of Hermitian and non-Hermitian Euclidean random matrices that are typically encountered in the problems of wave propagation in random media.
Rayleigh quotient minimization deals with optimizing a quadratic homogeneous function over a sphere. Its critical points correspond to the normalized eigenvectors of the symmetric matrix associated with the quadratic form. In this paper, we…
We use rigorous numerical techniques to compute a lower bound for the exponent of expansivity outside a neighborhood of the critical point for thousands of intervals of parameter values in the quadratic family. We compute a possibly small…
The Rayleigh-Ritz (RR) method finds the stationary values, called Ritz values, of the Rayleigh quotient on a given trial subspace as approximations to eigenvalues of a Hermitian operator $A$. If the trial subspace is $A$-invariant, the Ritz…
Random matrix theory has become a widely useful tool in high-dimensional statistics and theoretical machine learning. However, random matrix theory is largely focused on the proportional asymptotics in which the number of columns grows…
This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for some intermediate eigenvalues. Relying on the GUE example,…
The boundary of a numerical range of a finite matrix is always a nice curve (algebraic, closed and simple), but the equation it satisfies is often very complicated. We will show that, furthermore, there is no hope of describing these curves…