相关论文: Edge statistics for singular values of products of…
In this paper, we study the product of two complex Ginibre matrices and the loop equations satisfied by their resolvents (i.e. the Stieltjes transform of the correlation functions). We obtain using Schwinger-Dyson equation (SDE) techniques…
New families of algebras and DG algebras with two simple modules are introduced and described. Using the twisted tensor product operation, we prove that such algebras have finite global dimension, and the resulting DG algebras are smooth.…
In this paper, we discuss the solution of certain matrix-valued partial differential equations. Such PDEs arise, for example, when constructing a Riemannian contraction metric for a dynamical system given by an autonomous ODE. We develop…
We consider two families of random matrix-valued analytic functions: (1) G_1-zG_2 and (2) G_0 + zG_1 +z^2G_2+ ..., where G_i are n x n independent random matrices with independent standard complex Gaussian entries. The set of z where these…
We consider products of independent random matrices taken from the induced Ginibre ensemble with complex or quaternion elements. The joint densities for the complex eigenvalues of the product matrix can be written down exactly for a product…
A discretisation of differential geometry using the Whitney forms of algebraic topology is consistently extended via the introduction of a pairing on the space of chains. This pairing of chains enables us to give a definition of the…
We establish a few properties of eigenvalues and eigenvectors of the quaternionic Ginibre ensemble (QGE), analogous to what is known in the complex Ginibre case. We first recover a version of Kostlan's theorem that was already noticed by…
Kernel density estimators with circular data have been studied extensively for decades, as they allow flexible estimations even when the shape of the underlying density is complex. Many recent studies have examined bias correction methods;…
This work concerns the construction and characterization of product kernels for multivariate approximation from a finite set of discrete samples. To this end, we consider composing different component kernels, each acting on a…
We study the eigenvector mass distribution of an $N\times N$ Wigner matrix on a set of coordinates $I$ satisfying $| I | \ge c N$ for some constant $c >0$. For eigenvectors corresponding to eigenvalues at the spectral edge, we show that the…
We consider the extreme eigenvalues of the sample covariance matrix $Q=YY^*$ under the generalized elliptical model that $Y=\Sigma^{1/2}XD.$ Here $\Sigma$ is a bounded $p \times p$ positive definite deterministic matrix representing the…
We introduce the concept of a base conformal warped product of two pseudo-Riemannian manifolds. We also define a subclass of this structure called as a special base conformal warped product. After, we explicitly mention many of the relevant…
We rederive in a simplified version the Lehmann-Sommers eigenvalue distribution for the Gaussian ensemble of asymmetric real matrices, invariant under real orthogonal transformations, as a basis for a detailed derivation of a Pfaffian…
In this paper, we consider the perturbed Laguerre unitary ensemble described by the weight function of $$w(x,t)=(x+t)^{\lambda}x^{\alpha}e^{-x}$$ with $ x\geq 0,\ t>0,\ \alpha>0,\ \alpha+\lambda+1 > 0.$ The Deift-Zhou nonlinear steepest…
We evaluate averages involving characteristic polynomials, inverse characteristic polynomials and ratios of characteristic polynomials for a $N\times N$ random matrix taken from a $L$-deformed Chiral Gaussian Unitary Ensemble with an…
A quantum statistical system with energy dissipation is studied. Its statisitics is governed by random complex-valued non-Hermitean Hamiltonians belonging to complex Ginibre ensemble. The eigenenergies are shown to form stable structure in…
Discrete vector bundles are important in Physics and recently found remarkable applications in Computer Graphics. This article approaches discrete bundles from the viewpoint of Discrete Differential Geometry, including a complete…
The sum of independent Wishart matrices, taken from distributions with unequal covariance matrices, plays a crucial role in multivariate statistics, and has applications in the fields of quantitative finance and telecommunication. However,…
We consider the roots of uniformly chosen complex and real reciprocal polynomials of degree $N$ whose Mahler measure is bounded by a constant. After a change of variables this reduces to a generalization of Ginibre's complex and real…
The correlated Wishart model provides the standard benchmark when analyzing time series of any kind. Unfortunately, the real case, which is the most relevant one in applications, poses serious challenges for analytical calculations. Often…