Related papers: Spectral Properties of Random Non-self-adjoint Mat…
The self-adjoint matrix Sturm-Liouville operator on a finite interval with a boundary condition in the general form is studied. We obtain asymptotic formulas for the eigenvalues and the weight matrices of the considered operator. These…
Extremal spacings between eigenvalues of random unitary matrices of size N pertaining to circular ensembles are investigated. Explicit probability distributions for the minimal spacing for various ensembles are derived for N = 4. We study…
Spectra of the second derivative operators corresponding to the special PT-symmetric point interactions are studied. The results are partly the completion of those obtained in [1]. The particular PT-symmetric point interactions causing…
In this article we are interested for the numerical study of nonlinear eigenvalue problems. We begin with a review of theoretical results obtained by functional analysis methods, especially for the Schrodinger pencils. Some recall are given…
Let $\mathbf{A}$ be a bounded self-adjoint operator on a separable Hilbert space $\mathfrak{H}$ and $\mathfrak{H}_0\subset\mathfrak{H}$ a closed invariant subspace of $\mathbf{A}$. Assuming that $\mathfrak{H}_0$ is of codimension 1, we…
I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…
In this text, based on elementary computations, we provide a perturbative expansion of the coordinates of the eigenvectors of a Hermitian matrix of large size perturbed by a random matrix with small operator norm whose entries in the…
We investigate traces of powers of random matrices whose distributions are invariant under rotations (with respect to the Hilbert--Schmidt inner product) within a real-linear subspace of the space of $n\times n$ matrices. The matrices we…
Synchronized measurements of a large power grid enable an unprecedented opportunity to study the spatialtemporal correlations. Statistical analytics for those massive datasets start with high-dimensional data matrices. Uncertainty is…
This text is a survey of recent results obtained by the author and collaborators on different problems for non-self-adjoint operators. The topics are: Kramers-Fokker-Planck type operators, spectral asymptotics in two dimensions and Weyl…
The spectral properties of a class of non-selfadjoint second order elliptic operators with indefinite weight functions on unbounded domains $\Omega$ are investigated. It is shown that under an abstract regularity assumption the nonreal…
The approximation of the eigenvalues and eigenfunctions of an elliptic operator is a key computational task in many areas of applied mathematics and computational physics. An important case, especially in quantum physics, is the computation…
The central problem we consider is the distribution of eigenvalues of closed linear operators which are not selfadjoint, with a focus on those operators which are obtained as perturbations of selfadjoint linear operators. Two methods are…
Ensembles of isotropic random matrices are defined by the invariance of the probability measure under the left (and right) multiplication by an arbitrary unitary matrix. We show that the multiplication of large isotropic random matrices is…
Recent work of Belinschi, Mai and Speicher resulted in a general algorithm to calculate the distribution of any selfadjoint polynomial in free variables. Since many classes of independent random matrices become asymptotically free if the…
The classical random matrix theory is mostly focused on asymptotic spectral properties of random matrices as their dimensions grow to infinity. At the same time many recent applications from convex geometry to functional analysis to…
We derive concentration inequalities for functions of the empirical measure of large random matrices with infinitely divisible entries and, in particular, stable ones. We also give concentration results for some other functionals of these…
We present experimental results on the eigenfrequency statistics of a superconducting, chaotic microwave billiard containing a rotatable obstacle. Deviations of the spectral fluctuations from predictions based on Gaussian orthogonal…
In noncommutative geometry one is interested in invariants such as the Fredholm index or spectral flow and their calculation using cyclic cocycles. A variety of formulae have been established under side conditions called summability…
Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…