相关论文: A General Solution to (Free) Deterministic Equival…

We consider ensembles of real symmetric band matrices with entries drawn from an infinite sequence of exchangeable random variables, as far as the symmetry of the matrices permits. In general the entries of the upper triangular parts of…

These notes provide an introduction to the theory of random matrices. The central quantity studied is $\tau(a)= det(1-K)$ where $K$ is the integral operator with kernel $1/\pi} {\sin\pi(x-y)\over x-y} \chi_I(y)$. Here…

This paper introduces the notion of probabilistic zero bounds for random polynomials. It presents new results regarding the probabilistic bounds of random polynomials whose coefficients are independently and identically distributed as…

In this paper, ordinary and exponential dichotomies are defined in differential equations with equations with piecewise constant argument of general type. We prove the asymptotic equivalence between the bounded solutions of a linear system…

We develop an analytic theory of operator-valued additive free convolution in terms of subordination functions. In contrast to earlier investigations our functions are not just given by power series expansions, but are defined as Frechet…

The eigenvalue distribution is investigated for matrix models related via the localization to Chern-Simons-matter theories. An integral representation of the planar resolvent is used to derive the positions of the branch points of the…

We study first-order symmetrizable hyperbolic $N\times N$ systems in a spacetime cylinder whose lateral boundary is totally characteristic. In local coordinates near the boundary at $x=0$, these systems take the form \[ \partial_t u +…

We describe an algorithm to compute the extremal eigenvalues and corresponding eigenvectors of a symmetric matrix by solving a sequence of Quadratic Binary Optimization problems. This algorithm is robust across many different classes of…

This paper studies the Cauchy problem for variable coefficient weakly hyperbolic first order systems of partial differential operators. The hyperbolicity assumption is that for each $t, x$ the principal symbol is hyperbolic. No hypothesis…

The exchange algorithm is one of the most popular extensions of the Metropolis--Hastings algorithm to sample from doubly-intractable distributions. However, the theoretical exploration of the exchange algorithm is very limited. For example,…

We show that beta ensembles in Random Matrix Theory with generic real analytic potential have the asymptotic equipartition property. In addition, we prove a Central Limit Theorem for the density of the eigenvalues of these ensembles.

Motivated by the central limit problem for convex bodies, we study normal approximation of linear functionals of high-dimensional random vectors with various types of symmetries. In particular, we obtain results for distributions which are…

In this paper, an analogue of matrix models from free probability is developed in the bi-free setting. A bi-matrix model is not simply a pair of matrix models, but a pair of matrix models where one element in the pair acts by…

We introduce a general method for transforming the equations of motion following from a Das-Jevicki-Sakita Hamiltonian, with boundary conditions, into a boundary value problem in one-dimensional quantum mechanics. For the particular case of…

In this review we summarise recent results for the complex eigenvalues and singular values of finite products of finite size random matrices, their correlation functions and asymptotic limits. The matrices in the product are taken from…

We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…

We find uniform asymptotic formulas for all the eigenvalues of certain 7-diagonal symmetric Toeplitz matrices of large dimension. The entries of the matrices are real and we consider the case where the real-valued generating function such…

Voiculescu's notion of asymptotic free independence applies to a wide range of random matrices, including those that are independent and unitarily invariant. In this work, we generalize this notion by considering random matrices with a…

We consider $n\times n$ random matrices $M_{n}=\sum_{\alpha =1}^{m}{\tau _{\alpha }}\mathbf{y}_{\alpha }\otimes \mathbf{y}_{\alpha }$, where $\tau _{\alpha }\in \mathbb{R}$, $\{\mathbf{y}_{\alpha }\}_{\alpha =1}^{m}$ are i.i.d. isotropic…

An algebraic Riccati equation for linear operators is studied, which arises in systems theory. For the case that all involved operators are unbounded, the existence of infinitely many selfadjoint solutions is shown. To this end, invariant…