Related papers: The non-Hermitian minor process
A longstanding tool to characterize the evolution of open Markovian quantum systems is the GKSL (Gorini-Kossakowski-Sudarshan-Lindblad) master equation. However, in some cases, open quantum systems can be effectively described with…
The Hamiltonian formulation for a non-Abelian gauge theory in two spatial dimensions is carried out in terms of a gauge-invariant matrix parametrization of the fields. The Jacobian for the relevant transformation of variables is given in…
We show that similarity (or equivalent) transformations enable one to construct non-Hermitian operators with real spectrum. In this way we can also prove and generalize the results obtained by other authors by means of a gauge-like…
Let $(Z_t^{(q, H)})_{t \geq 0}$ denote a Hermite process of order $q \geq 1$ and self-similarity parameter $H \in (\frac{1}{2}, 1)$. Consider the Hermite-driven moving average process $$X_t^{(q, H)} = \int_0^t x(t-u) dZ^{(q, H)}(u), \qquad…
Let $(G(X_j))_{j\geq1}$ be a multivariate subordinated Gaussian process, which exhibits long-range dependence. We study the asymptotic behaviour of the corresponding sequential empirical process under two different types of subordination.…
We explore the Jacobi Last Multiplier as a means for deriving the Lagrangian of a fourth-order differential equation. In particular we consider the classical problem of the Pais-Uhlenbeck oscillator and write down the accompanying…
We consider complex, weakly non-Hermitian matrices $A = W_1 +i\sqrt{{\tau}_N}W_2$ , where $W_1$ and $W_2$ are Hermitian matrices and $\tau_N = O(N^{-1})$. We first show that for pairs of Hermitian matrices $(W_1 , W_2)$ such that $W_1$…
The current work generalizes the author's previous work on the infinite-dimensional Alpha Log-Determinant (Log-Det) divergences and Alpha-Beta Log-Det divergences, defined on the set of positive definite unitized trace class operators on a…
When random walks on a square lattice are biased horizontally to move solely to the right, the probability distribution of their algebraic area can be exactly obtained. We explicitly map this biased classical random system on a non…
We investigate the universality of Anderson localization transitions in one-dimensional non-Hermitian systems exhibiting the skin effect. By developing a numerically stable Log-Space Non-Hermitian Scaling (LNS) method, we overcome the…
We investigate the complex Gaussian as well as non-Gaussian distributed random analytical and entire functions (complex entire random field) and calculate their domain of definiteness (radius of convergence) as well as some important…
We develop a theory for the eigenvalue density of arbitrary non-Hermitian Euclidean matrices. Closed equations for the resolvent and the eigenvector correlator are derived. The theory is applied to the random Green's matrix relevant to wave…
In this paper, we study the distribution of the minimal distance (in the Hamming metric) of a random linear code of dimension $k$ in $\mathbb{F}_q^n$. We provide quantitative estimates showing that the distribution function of the minimal…
The main results in this paper concern large deviations for families of non-Gaussian processes obtained as suitable perturbations of continuous centered multivariate Gaussian processes which satisfy a large deviation principle. We present…
Suppose that A_1,\dots, A_N are independent random matrices whose atoms are iid copies of a random variable \xi of mean zero and variance one. It is known from the works of Newman et. al. in the late 80s that when \xi is gaussian then…
This paper extends various results related to the Gaussian product inequality (GPI) conjecture to the setting of disjoint principal minors of Wishart random matrices. This includes product-type inequalities for matrix-variate analogs of…
In this work we present a general formalism to treat non-Hermitian and noncommutative Hamiltonians. This is done employing the phase-space formalism of quantum mechanics, which allows to write a set of robust maps connecting the Hamitonians…
We continue the study of the Hermitian random matrix ensemble with external source $\frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM$ where $A$ has two distinct eigenvalues $\pm a$ of equal multiplicity. This model exhibits a phase transition for…
We study the Hermitian distance degree, a real enumerative invariant counting critical points of the squared Hermitian distance function, for matrix varieties invariant under left and right unitary actions. For such a variety \(M \subset…
We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…