相关论文: A Matrix-Less Method to Approximate the Spectrum a…

Let $\a$ be a real-valued random variable of mean zero and variance 1. Let $M_n(\a)$ denote the $n \times n$ random matrix whose entries are iid copies of $\a$ and $\sigma_n(M_n(\a))$ denote the least singular value of $M_n(\a)$.…

In this paper we describe the asymptotic behaviour of the spectral norm of the product of two finite Toeplitz matrices as the matrix dimension goes to the infinity. These Toeplitz matrices are generated by positive functions with…

Linear statistics, a random variable build out of the sum of the evaluation of functions at the eigenvalues of a N times N random matrix,sum[j=1 to N]f(xj) or tr f(M), is an ubiquitous statistical characteristics in random matrix theory.…

We consider products of independent random matrices with independent entries. The limit distribution of the expected empirical distribution of eigenvalues of such products is computed. Let $X^{(\nu)}_{jk},{}1\le j,r\le n$, $\nu=1,...,m$ be…

This is the second in a series of articles devoted to showing that a typical covering map of large degree to a fixed, regular graph has its new adjacency eigenvalues within the bound conjectured by Alon for random regular graphs. The first…

We study the renormalized real sample covariance matrix $H=X^TX/\sqrt{MN}-\sqrt{M/N}$ with $N/M\rightarrow0$ as $N, M\rightarrow \infty$ in this paper. And we always assume $M=M(N)$. Here $X=[X_{jk}]_{M\times N}$ is an $M\times N$ real…

This paper concerns the spectral analysis of matrix-sequences that are generated by the discretization and numerical approximation of partial differential equations (PDEs), in case the domain is a generic Peano-Jordan measurable set. It is…

This paper studies the asymptotic spectral properties of a renormalized sample correlation matrix, including the limiting spectral distribution, the properties of largest eigenvalues, and the central limit theorem for linear spectral…

We use the well-known isomorphism between operator algebras and function spaces equipped with a star product to study the asymptotic properties of certain matrix sequences in which the matrix dimension $D$ tends to infinity. Our approach is…

Toeplitz matrices for the study of the fractional Laplacian on a bounded interval. In this work we get a deep link between (--$\Delta$) $\alpha$ ]0,1[ the fractional Laplacian on the interval ]0, 1[ and T N ($\Phi$ $\alpha$) the Toeplitz…

This article is about finding the limit set for banded Toeplitz matrices. Our main result is a new approach to approximate the limit set $\Lambda(b)$ where $b$ is the symbol of the banded Toeplitz matrix. The new approach is geometrical and…

In recent years there has been a growing attention on distribution results in the sense of Weyl for the collective behavior of eigenvalues and singular values of matrix-sequences. Starting from the work of Szeg\"o regarding the case of…

In this survey we show how to produce asymptotics of determinants of structured matrices using operator theory methods. We describe the asymptotics for finite Toeplitz matrices, finite Toeplitz plus Hankel matrices and generalizations of…

We observe $n$ independent $p-$dimensional Gaussian vectors with missing coordinates, that is each value (which is assumed standardized) is observed with probability $a>0$. We investigate the problem of minimax nonparametric testing that…

As we all known, the nonnegative matrix factorization (NMF) is a dimension reduction method that has been widely used in image processing, text compressing and signal processing etc. In this paper, an algorithm for nonnegative matrix…

In this paper, we obtain asymptotic formulas for eigenvalues and eigenfunctions of the operator generated by a system of ordinary differential equations with summable coefficients and the quasiperiodic boundary conditions. Using these…

In this article, we study the large $n$ asymptotic expansions of $n\times n$ Toeplitz determinants whose symbols are indicator functions of unions of arc-intervals of the unit circle. In particular, we use an Hermitian matrix model…

This article presents a randomized matrix-free method for approximating the trace of $f({\bf A})$, where ${\bf A}$ is a large symmetric matrix and $f$ is a function analytic in a closed interval containing the eigenvalues of ${\bf A}$. Our…

The limiting distribution of eigenvalues of N x N random matrices has many applications. One of the most studied ensembles are real symmetric matrices with independent entries iidrv; the limiting rescaled spectral measure (LRSM)…

Let $\xi_0,\xi_1,\ldots$ be independent identically distributed complex- valued random variables such that $\mathbb{E}\log(1+|\xi _0|)<\infty$. We consider random analytic functions of the form…