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Well-known subadditivity results for positive operators (of Brown-Kosaki and Rotfeld/Ando-Zhan types) are extended to Hermitian and normal ones. Applications to Cartesian decomposition and block-matrices are given.

泛函分析 · 数学 2009-06-09 jean-Christophe Bourin

Correlation function of complex eigenvalues of N by N random matrices drawn from non-Hermitean random matrix ensemble of symplectic symmetry is given in terms of a quaternion determinant. Spectral properties of Gaussian ensembles are…

统计力学 · 物理学 2009-11-07 E. Kanzieper

In this work, we study a class of random matrices which interpolate between the Wigner matrix model and various types of patterned random matrices such as random Toeplitz, Hankel, and circulant matrices. The interpolation mechanism is…

概率论 · 数学 2024-05-14 Frederick Rajasekaran

In this paper, we establish several new inequalities for twice differantiable mappings that are connected with the celebrated Hermite-Hadamard integral inequality. Some applications for special means of real numbers are also provided.

经典分析与常微分方程 · 数学 2010-05-05 M. Z. Sarikaya , A. Saglam , H. Yildirim

Recovering hidden structures from incomplete or noisy data remains a pervasive challenge across many fields, particularly where multi-dimensional data representation is essential. Quaternion matrices, with their ability to naturally model…

计算机视觉与模式识别 · 计算机科学 2025-05-01 Yu Guo , Guoqing Chen , Tieyong Zeng , Qiyu Jin , Michael Kwok-Po Ng

In this paper, we derive new relative perturbation bounds for eigenvectors and eigenvalues for regular quadratic eigenvalue problems of the form $\lambda^2 M x + \lambda C x + K x = 0$, where $M$ and $K$ are nonsingular Hermitian matrices…

数值分析 · 数学 2021-04-02 Peter Benner , Xin Liang , Suzana Miodragović , Ninoslav Truhar

Let $\mathcal{M}$ be an atomless semifinite von Neumann algebra (or an atomic von Neumann algebra with all atoms having the same trace) acting on a (not necessarily separable) Hilbert space $H$ equipped with a semifinite faithful normal…

算子代数 · 数学 2023-01-09 Jinghao Huang , Fedor Sukochev

In this paper, we survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner Hermitian random matrix ensembles, focusing on the Four Moment Theorem and its refinements and applications,…

概率论 · 数学 2012-02-02 Terence Tao , Van Vu

An eigenvalue problem with a reference function and the corresponding hierarchy of nonlinear evolution equations are proposed. The bi-Hamiltonian structure of the hierarchy is established by using the trace identity. The isospectral problem…

可精确求解与可积系统 · 物理学 2015-06-26 Zhimin Jiang

This is a survey about spectral sets, to appear in the second edition of Handbook of Linear Algebra (L. Hogben, ed.). Spectral sets and K-spectral sets, introduced by John von Neumann, offer a possibility to estimate the norm of functions…

泛函分析 · 数学 2017-06-06 Catalin Badea , Bernhard Beckermann

This paper gives new concentration inequalities for the spectral norm of a wide class of matrix martingales in continuous time. These results extend previously established Freedman and Bernstein inequalities for series of random matrices to…

概率论 · 数学 2016-10-28 Emmanuel Bacry , Stéphane Gaïffas , Jean-François Muzy

We derive a sharp inequality relating the second and fourth elementary symmetric functions of the eigenvalues of a trace-free matrix and give two applications. First, we give a new proof of the classification of conformally flat…

微分几何 · 数学 2023-05-16 Jeffrey S. Case , Aaron J. Tyrrell

Spectral functions of symmetric matrices -- those depending on matrices only through their eigenvalues -- appear often in optimization. A cornerstone variational analytic tool for studying such functions is a formula relating their…

最优化与控制 · 数学 2015-07-23 D. Drusvyatskiy , C. Kempton

In these notes we explain how the CFT description of random matrix models can be used to perform actual calculations. Our basic example is the hermitian matrix model, reformulated as a conformal invariant theory of free fermions. We give an…

高能物理 - 理论 · 物理学 2007-05-23 Ivan K. Kostov

A problem of statistical estimation of a Hermitian nonnegatively definite matrix of unit trace (for instance, a density matrix in quantum state tomography) is studied. The approach is based on penalized least squares method with a…

统计理论 · 数学 2010-09-14 Vladimir Koltchinskii

This paper establishes a variant of Stewart's theorem (Theorem~6.4 of Stewart, {\em SIAM Rev.}, 15:727--764, 1973) for the singular subspaces associated with the SVD of a matrix subject to perturbations. Stewart's original version uses both…

数值分析 · 数学 2024-06-12 Ren-Cang Li , Ninoslav Truhar , Lei-Hong Zhang

Spectral correlations in unitary invariant, non-Gaussian ensembles of large random matrices possessing an eigenvalue gap are studied within the framework of the orthogonal polynomial technique. Both local and global characteristics of…

统计力学 · 物理学 2009-10-30 E. Kanzieper , V. Freilikher

A Fan-Theobald-von Neumann system is a triple $(V,W,\lambda)$, where $V$ and $W$ are real inner product spaces and $\lambda:V \to W$ is a norm-preserving map satisfying a Fan-Theobald-von Neumann type inequality together with a condition…

泛函分析 · 数学 2022-09-29 M. Seetharama Gowda , Juyoung Jeong

This paper explores operators with countable, continuous, and hybrid spectra, focusing on both finite dimensional and infinite dimensional cases, particularly in non-Hermitian systems. For finite dimensional operators, a novel concept of…

泛函分析 · 数学 2024-11-20 Shih-Yu Chang

We study a Hermitian matrix model with the standard quartic potential amended by a $\mathrm{tr}(R\Phi^2)$ term for fixed external matrix $R$. This is motivated by a curvature term in the truncated Heisenberg algebra formulation of the…

高能物理 - 理论 · 物理学 2023-02-08 D. Prekrat , D. Ranković , N. K. Todorović-Vasović , S. Kováčik , J. Tekel