Related papers: Asymptotic analysis of random matrices with extern…
Sensitivity of an eigenvalue $\lambda_i$ to the perturbation of matrix elements is controlled by the eigenvalue condition number defined as $\kappa_i = \sqrt{\left< L_i | L_i\right> \left< R_i|R_i \right> }$, where $\left<L_i\right|$ and…
In this paper, we first summarize the existing algorithms for computing all the generalized asymptotes of a plane algebraic curve implicitly or parametrically defined. From these previous results, we derive a method that allows to easily…
A complete characterization of the asymptotic singularity probability of random circulant Bernoulli matrices is given for all values of the probability parameter.
The first paper in this series introduced a new family of nonasymptotic matrix concentration inequalities that sharply capture the spectral properties of very general random matrices in terms of an associated noncommutative model. These…
We study the long time asymptotics of the relaxation dynamics of the totally asymmetric simple exclusion process on a ring. Evaluating the asymptotic amplitudes of the local currents by the algebraic Bethe ansatz method, we find the…
We investigate the spectral statistics of the difference of two density matrices, each of which is independently obtained by partially tracing a random bipartite pure quantum state. We first show how a closed-form expression for the exact…
Appropriately normalized square random Vandermonde matrices based on independent random variables with uniform distribution on the unit circle are studied. It is shown that as the matrix sizes increases without bound, with respect to the…
We investigate the universality of singular value and eigenvalue distributions of matrix valued functions of independent random matrices and apply these general results in several examples. In particular we determine the limit distribution…
We consider the spherical integral of real symmetric or Hermitian matrices when the rank of one matrix is one. We prove the existence of the full asymptotic expansions of these spherical integrals and derive the first and the second term in…
The classical asymptotic equipartition property is the statement that, in the limit of a large number of identical repetitions of a random experiment, the output sequence is virtually certain to come from the typical set, each member of…
We derive semiclassical asymptotics for the orthogonal polynomials P_n(z) on the line with respect to the exponential weight \exp(-NV(z)), where V(z) is a double-well quartic polynomial, in the limit when n, N \to \infty. We assume that…
We introduce a new class of large structured random matrices characterized by four fundamental properties which we discuss. We prove that this class is stable under matrix-valued and pointwise non-linear operations. We then formulate an…
Regular and singular parts of asymptotic expansions of semi-Markov random evolutions are given. Regularity of boundary conditions is shown. An algorithm for calculation of initial conditions is proposed.
We study the asymptotics of sums of matricially free random variables called random pseudomatrices, and we compare it with that of random matrices with block-identical variances. For objects of both types we find the limit joint…
In this paper, we consider the wave equation on an n-dimensional simplex with Dirichlet boundary conditions. Our main result is an asymptotic observability identity from any one face of the simplex. The novel aspects of the result are that…
Sample covariance matrices from multi-population typically exhibit several large spiked eigenvalues, which stem from differences between population means and are crucial for inference on the underlying data structure. This paper…
This paper is devoted to the asymptotic behavior of all eigenvalues of Symmetric (in general non Hermitian) Toeplitz matrices with moderately smooth symbols which trace out a simple loop on the complex plane line as the dimension of the…
This is a review of the Riemann-Hilbert approach to the large $N$ asymptotics in random matrix models and its applications. We discuss the following topics: random matrix models and orthogonal polynomials, the Riemann-Hilbert approach to…
The existence of a formal particular solution (family of solutions) of oscillating type under certain conditions has been proved for the quasi-linear ordinary differential equations system. The asymptotic nature of this solution (the family…
In this paper, we use techniques which originate from proof mining to give rates of asymptotic regularity and metastability for a sequence associated to the composition of two firmly nonexpansive mappings.