相关论文: The top eigenvalue of the random Toeplitz matrix a…

Given a stable SISO LTI system $G$, we investigate the problem of estimating the $\mathcal{H}_\infty$-norm of $G$, denoted $||G||_\infty$, when $G$ is only accessible via noisy observations. Wahlberg et al. recently proposed a nonparametric…

In this paper we studied the double scaling limit of a random unitary matrix ensemble near a singular point where a new cut is emerging from the support of the equilibrium measure. We obtained the asymptotic of the correlation kernel by…

We consider a new algorithm in light of the min-max Collatz-Wielandt formalism to compute the principal eigenvalue and the eigenvector (eigen-function) for a class of positive Perron-Frobenius-like operators. Such operators are natural…

In the current work, we study the eigenvalue distribution results of a class of non-normal matrix-sequences which may be viewed as a low rank perturbation, depending on a parameter $\beta>1$, of the basic Toeplitz matrix-sequence…

Let $T_N$ denote an $N\times N$ Toeplitz matrix with finite, $N$ independent symbol ${\bf a}$. For $E_N$ a noise matrix satisfying mild assumptions (ensuring, in particular, that $N^{-1/2}\|E_N\|_{{\rm HS}}\to_{N\to\infty} 0$ at a…

We show in this paper that after proper scalings, the characteristic polynomial of a random unitary matrix converges almost surely to a random analytic function whose zeros, which are on the real line, form a determinantal point process…

We analyse the eigenvalues of Erd\"os--R\'enyi random bipartite graphs. In particular, we consider $p$ satisfying $n_{1}p=\Omega(\sqrt{n_{1}p}\log^{3}(n_{1})),$ $n_{2}p=\Omega(\sqrt{n_{2}p}\log^{3}(n_{2})),$ and let $G\sim…

We introduce and study a 2-parameter family of unitarily invariant probability measures on the space of infinite Hermitian matrices. We show that the decomposition of a measure from this family on ergodic components is described by a…

Solving the Toeplitz systems, which is to find the vector $x$ such that $T_nx = b$ given an $n\times n$ Toeplitz matrix $T_n$ and a vector $b$, has a variety of applications in mathematics and engineering. In this paper, we present a…

For polynomials in independent Wigner matrices, we prove convergence of the largest singular value to the operator norm of the corresponding polynomial in free semicircular variables, under fourth moment hypotheses. We actually prove a more…

We analyze the numerical range of high-dimensional random matrices, obtaining limit results and corresponding quantitative estimates in the non-limit case. For a large class of random matrices their numerical range is shown to converge to a…

We study the fluctuation behavior of individual eigenvalues of kernel matrices arising from dense graphon-based random graphs. Under minimal integrability and boundedness assumptions on the graphon, we establish distributional limits for…

In this article, we obtain some results in the direction of ``infinite dimensional symplectic spectral theory". We prove an inequality between the eigenvalues and symplectic eigenvalues of a special class of infinite dimensional operators.…

We study the problem of approximating the eigenspectrum of a symmetric matrix $\mathbf A \in \mathbb{R}^{n \times n}$ with bounded entries (i.e., $\|\mathbf A\|_{\infty} \leq 1$). We present a simple sublinear time algorithm that…

In this paper we study mapping properties of Toeplitz-like operators on weighted Bergman spaces of bounded strongly pseudconvex domains in $\mathbb{C}^n$. In particular we prove that a Toeplitz operator built using as kernel a weighted…

We prove a spatial Isomorphism between two spaces of matrix valued truncated Toeplitz operators.

The inverse Toeplitz eigenvalue problem (ToIEP) concerns finding a vector that specifies the real-valued symmetric Toeplitz matrix with the prescribed set of eigenvalues. Since phase "calibration" errors in uniform linear antenna arrays…

In this paper, we provide explicit formulas for the exact inverses of the symmetric tridiagonal near-Toeplitz matrices characterized by weak diagonal dominance in the Toeplitz part. Furthermore, these findings extend to scenarios where the…

We consider the real eigenvalues of an $(N \times N)$ real elliptic Ginibre matrix whose entries are correlated through a non-Hermiticity parameter $\tau_N\in [0,1]$. In the almost-Hermitian regime where $1-\tau_N=\Theta(N^{-1})$, we obtain…

Devoted to multi-task learning and structured output learning, operator-valued kernels provide a flexible tool to build vector-valued functions in the context of Reproducing Kernel Hilbert Spaces. To scale up these methods, we extend the…