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The relation between random normal matrices and conformal mappings discovered by Wiegmann and Zabrodin is made rigorous by restricting normal matrices to have spectrum in a bounded set. It is shown that for a suitable class of potentials…

Quantum Algebra · Mathematics 2008-01-29 Peter Elbau , Giovanni Felder

We study spectrum of finite truncations of unbounded Jacobi matrices with periodically modulated entries. In particular, we show that under some hypotheses a sequence of properly normalized eigenvalue counting measures converge vaguely to…

Spectral Theory · Mathematics 2026-02-06 Grzegorz Świderski , Bartosz Trojan

Consider the ensembles of real symmetric Toeplitz matrices and real symmetric Hankel matrices whose entries are i.i.d. random variables chosen from a fixed probability distribution p of mean 0, variance 1, and finite higher moments.…

Probability · Mathematics 2014-11-14 Kirk Swanson , Steven J. Miller , Kimsy Tor , Karl Winsor

Convolution neural networks have achieved remarkable performance in many tasks of computing vision. However, CNN tends to bias to low frequency components. They prioritize capturing low frequency patterns which lead them fail when suffering…

Machine Learning · Computer Science 2020-07-08 Weiyu Guo , Yidong Ouyang

Given an optimization problem, the Hessian matrix and its eigenspectrum can be used in many ways, ranging from designing more efficient second-order algorithms to performing model analysis and regression diagnostics. When nonlinear models…

Machine Learning · Statistics 2021-03-18 Zhenyu Liao , Michael W. Mahoney

When a randomness is introduced at the level of real matrix elements, depending on its particular realization, a pair of eigenvalues can appear as real or form a complex conjugate pair. We show that in the limit of large matrix size the…

Mathematical Physics · Physics 2022-01-12 Wojciech Tarnowski

A covariant quantization scheme employing reducible representations of canonical commutation relations with positive-definite metric and Hermitian four-potentials is tested on the example of quantum electrodynamic fields produced by a…

High Energy Physics - Theory · Physics 2014-11-18 Marek Czachor , Jan Naudts

Obtaining a faithful source intensity distribution map of the sky from noisy data demands incorporating known information of the expected signal, especially when the signal is weak compared to the noise. We introduce a widely used procedure…

General Relativity and Quantum Cosmology · Physics 2019-09-04 Sambit Panda , Swetha Bhagwat , Jishnu Suresh , Sanjit Mitra

We consider the spectral radius of a large random matrix $X$ with independent, identically distributed entries. We show that its typical size is given by a precise three-term asymptotics with an optimal error term beyond the radius of the…

Probability · Mathematics 2024-03-05 Giorgio Cipolloni , László Erdős , Yuanyuan Xu

We introduce a new random matrix model called distance covariance matrix in this paper, whose normalized trace is equivalent to the distance covariance. We first derive a deterministic limit for the eigenvalue distribution of the distance…

Statistics Theory · Mathematics 2021-05-18 Weiming Li , Qinwen Wang , Jianfeng Yao

We consider the singular values of certain Young diagram shaped random matrices. For block-shaped random matrices, the empirical distribution of the squares of the singular eigenvalues converges almost surely to a distribution whose moments…

Probability · Mathematics 2024-03-14 Fabio Deelan Cunden , Marilena Ligabò , Tommaso Monni

We consider the empirical eigenvalue distribution of an $m\times m$ principle submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. Earlier work of Petz and R\'effy identified the limiting spectral measure…

Probability · Mathematics 2019-04-12 Elizabeth Meckes , Kathryn Stewart

We derive the exact form of the eigenvalue spectra of correlation matrices derived from a set of time-shifted, finite Brownian random walks (time-series). These matrices can be seen as random, real, asymmetric matrices with a special…

Physics and Society · Physics 2008-12-02 Christoly Biely , Stefan Thurner

Regularization is a common tool in variational inverse problems to impose assumptions on the parameters of the problem. One such assumption is sparsity, which is commonly promoted using lasso and total variation-like regularization.…

Statistics Theory · Mathematics 2023-02-15 Jasper Marijn Everink , Yiqiu Dong , Martin Skovgaard Andersen

We study a regularization by noise phenomenon for the continuous parabolic Anderson model with a potential shifted along paths of fractional Brownian motion. We demonstrate that provided the Hurst parameter is chosen sufficiently small,…

Probability · Mathematics 2022-05-11 Florian Bechtold

Random matrix models consisting of normal matrices, defined by the sole constraint $[N^{\dag},N]=0$, will be explored. It is shown that cubic eigenvalue repulsion in the complex plane is universal with respect to the probability…

Statistical Mechanics · Physics 2009-10-28 Gary Oas

We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…

Probability · Mathematics 2011-03-03 Sean O'Rourke

We derive the Leading Order DGLAP evolution of gluon distribution function in the target light cone gauge starting from its standard operator definition. The derivation is performed using the background field formalism also employed in the…

High Energy Physics - Phenomenology · Physics 2025-05-28 Tolga Altinoluk , Guillaume Beuf , Jamal Jalilian-Marian

In random matrix theory (RMT), the Tracy-Widom (TW) distribution describes the behavior of the largest eigenvalue. We consider here two models in which TW undergoes transformations. In the first one disorder is introduced in the Gaussian…

Statistical Mechanics · Physics 2009-11-13 O. Bohigas , J. X. de Carvalho , M. P. Pato

Nuclear Magnetic Resonance (NMR) spectroscopy, which is modeled as the sum of damped exponential signals, has become an indispensable tool in various scenarios, such as the structure and function determination, chemical analysis, and…

Medical Physics · Physics 2020-11-17 Tianyu Qiu , Wenjing Liao , Di Guo , Dongbao Liu , Xin Wang , Jian-Feng Cai , Xiaobo Qu
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