Related papers: Computing extreme singular values of free operator…
We show almost sure simplicity of eigenvalues for several models of Anderson-type random Schr\"odinger operators, extending methods introduced by Simon for the discrete Anderson model. These methods work throughout the spectrum and are not…
An equation is obtained for the Stieltjes transform of the normalized distribution of singular values of non-symmetric band random matrices in the limit when the band width and rank of the matrix simultaneously tend to infinity. Conditions…
Consider the random bipartite Erd\H{o}s-R\'{e}nyi graph $\mathbb{G}(n, m, p)$, where each edge with one vertex in $V_{1}=[n]$ and the other vertex in $V_{2} =[m]$ is connected with probability $p$, and $n=\lfloor \gamma m\rfloor$ for a…
We develop a framework for establishing the Law of Large Numbers for the eigenvalues in the random matrix ensembles as the size of the matrix goes to infinity simultaneously with the beta (inverse temperature) parameter going to zero. Our…
The abstract theory of self-adjoint extensions of symmetric operators is used to construct self-adjoint realizations of a second-order elliptic operator on $\mathbb{R}^{n}$ with linear boundary conditions on (a relatively open part of) a…
We investigate the implications of free probability for random matrices. From rules for calculating all possible joint moments of two free random matrices, we develop a notion of partial freeness which is quantified by the breakdown of…
We propose a spectral clustering algorithm for analyzing the dependence structure of multivariate extremes. More specifically, we focus on the asymptotic dependence of multivariate extremes characterized by the angular or spectral measure…
These expository notes are centered around the circular law theorem, which states that the empirical spectral distribution of a nxn random matrix with i.i.d. entries of variance 1/n tends to the uniform law on the unit disc of the complex…
We provide an abstract framework for singular one-dimensional Schroedinger operators with purely discrete spectra to show when the spectrum plus norming constants determine such an operator completely. As an example we apply our findings to…
We approach uncertainty principles of Cowling-Price-Heis-\\enberg-type as a variational principle on modulation spaces. In our discussion we are naturally led to compact localization operators with symbols in modulation spaces. The optimal…
In [arXiv:0801.0172] we examined a family of periodic Sturm-Liouville problems with boundary and interior singularities which are highly non-self-adjoint but have only real eigenvalues. We now establish Schatten class properties of the…
Inverse spectral problems are studied for the second order integro-differential operators on a finite interval. Properties of spectral characteristic are established, and the uniqueness theorem is proved for this class of inverse problems.
We introduce and study `matricial circular systems' of operators which play the role of matricial counterparts of circular operators. They describe the asymptotic joint *-distributions of blocks of independent block-identically distributed…
We place ourselves in the setting of high-dimensional statistical inference where the number of variables $p$ in a dataset of interest is of the same order of magnitude as the number of observations $n$. We consider the spectrum of certain…
We characterize the limiting second order distributions of certain independent complex Wigner and deterministic matrices using Voiculescu's notions of freeness over the diagonal. If the Wigner matrices are Gaussian, Mingo and Speicher's…
Patterned random matrices such as the reverse circulant, the symmetric circulant, the Toeplitz and the Hankel matrices and their almost sure limiting spectral distribution (LSD), have attracted much attention. Under the assumption that the…
In this paper we explore a certain class of non-selfadjoint operators acting in a complex separable Hilbert space. We consider a perturbation of a non-selfadjoint operator by an operator that is also non-selfadjoint. Our consideration is…
We show how the spectrum of normal discrete short-range infinite-volume operators can be approximated with two-sided error control using only data from finite-sized local patches. As a corollary, we prove the computability of the spectrum…
Motivated by the asymptotic collective behavior of random and deterministic matrices, we propose an approximation (called "free deterministic equivalent") to quite general random matrix models, by replacing the matrices with operators…
Joint distribution function of N eigenvalues of U(N) invariant random-matrix ensemble can be interpreted as a probability density to find N fictitious non-interacting fermions to be confined in a one-dimensional space. Within this picture a…