Related papers: Spectral Properties of Random Non-self-adjoint Mat…
We build a combinatorial invariant, called the spectral monodromy from the spectrum of a non-selfadjoint h -pseudodifferential operator with two degrees of freedom in the semi-classical limit. We treat small non-selfadjoint perturbation of…
We show that the joint spectral radius of a finite collection of nonnegative matrices can be bounded by the eigenvalue of a non-linear operator. This eigenvalue coincides with the ergodic constant of a risk-sensitive control problem, or of…
We analyze statistical properties of the complex system with conditions which manifests through specific constraints on the column/row sum of the matrix elements. The presence of additional constraints besides symmetry leads to new…
The paper discusses progress in understanding statistical properties of complex eigenvalues (and corresponding eigenvectors) of weakly non-unitary and non-Hermitian random matrices. Ensembles of this type emerge in various physical…
We consider a second order self-adjoint operator in a domain which can be bounded or unbounded. The boundary is partitioned into two parts with Dirichlet boundary condition on one of them, and Neumann condition on the other. We assume that…
Consider the empirical autocovariance matrix at a given non-zero time lag based on observations from a multivariate complex Gaussian stationary time series. The spectral analysis of these autocovariance matrices can be useful in certain…
Let A(x) be a holomorphic family of bounded self-adjoint operators on a separable Hilbert space H and let A(x)_n be the orthogonal compressions of A(x) to the span of first n elements of an orthonormal basis of H. The problem considered…
It is known that in various random matrix models, large perturbations create outlier eigenvalues which lie, asymptotically, in the complement of the support of the limiting spectral density. This paper is concerned with fluctuations of…
In this paper, a family of random Jacobi matrices, with off-diagonal terms that exhibit power-law growth, is studied. Since the growth of the randomness is slower than that of these terms, it is possible to use methods applied in the study…
In this expository article some spectral properties of self-adjoint differential operators are investigated. The main objective is to illustrate and (partly) review how one can construct domains or potentials such that the essential or…
Statistical properties of non--symmetric real random matrices of size $M$, obtained as truncations of random orthogonal $N\times N$ matrices are investigated. We derive an exact formula for the density of eigenvalues which consists of two…
It is well known that the standard projection methods allow one to recover the whole spectrum of a bounded self-adjoint operator but they often lead to spectral pollution, i.e. to spurious eigenvalues lying in the gaps of the essential…
We characterize possible spectra of rank-one perturbations B of a self-adjoint operator A with discrete spectrum and, in particular, prove that the spectrum of B may include any number of real or non-real eigenvalues of arbitrary algebraic…
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…
Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…
We develop a theory which describes the behaviour of eigenvalues of a class of one-dimensional random non-Hermitian operators introduced recently by Hatano and Nelson. Under general assumptions on random parameters we prove that the…
We take on a Random Matrix theory viewpoint to study the spectrum of certain reversible Markov chains in random environment. As the number of states tends to infinity, we consider the global behavior of the spectrum, and the local behavior…
We define the concept of instability index of an isolated eigenvalue of a non-self-adjoint operator, and prove some of its general properties. We also describe a stable procedure for computing this index for Schroedinger operators in one…
We develop a theoretical approach to compute the conditioned spectral density of $N \times N$ non-invariant random matrices in the limit $N \rightarrow \infty$. This large deviation observable, defined as the eigenvalue distribution…
A model of strongly inhomogeneous medium with simultaneous perturbation of rigidity and mass density is studied. The medium has strongly contrasting physical characteristics in two parts with the ratio of rigidities being proportional to a…