相关论文: Matrices coupled in a chain. II. Spacing functions

The general correlation function for the eigenvalues of $p$ complex hermitian matrices coupled in a chain is given as a single determinant. For this we use a slight generalization of a theorem of Dyson.

We consider the correlation functions of eigenvalues of a unidimensional chain of large random hermitian matrices. An asymptotic expression of the orthogonal polynomials allows to find new results for the correlations of eigenvalues of…

A recursive method is derived to calculate all eigenvalue correlation functions of a random hermitian matrix in the large size limit, and after smoothing of the short scale oscillations. The property that the two-point function is…

We present a prescription for forming matrices with specified eigenvalues and known eigenvectors. With this method, we can form Hermitian, anti-Hermitian, symmetric and general matrices with arbitrary eigenvalues. In addition we propose an…

Combined perturbation bounds are presented for eigenvalues and eigenspaces of Hermitian matrices or singular values and singular subspaces of general matrices. The bounds are derived based on the smooth decompositions and elementary…

A hermitian matrix can be parametrized by a set consisting of its determinant and the eigenvalues of its submatrices. We established a group of equations which connect these variables with the mixing parameters of diagonalization. These…

Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…

The eigenvalue spacing of a uniformly chosen random finite unipotent matrix in its permutation action on lines is studied. We obtain bounds for the mean number of eigenvalues lying in a fixed arc of the unit circle and offer an approach…

The problem of diagonalizing hermitian matrices of continuous fiunctions was studied by Grove and Pederson in 1984. While diagonalization is not possible in general, in the presence of differentiability conditions we are able to obtain…

The loop equations for a chain of hermitian random matrices are computed explicitely, including the 1/N^2 corrections. To leading order, the master loop equation reduces to an algebraic equation, whose solution can be written in terms of…

We describe a subtle error which can appear in numerical calculations involving the spacing statistics of eigenvalues of random unitary matrices.

Random matrices are used in fields as different as the study of multi-orthogonal polynomials or the enumeration of discrete surfaces. Both of them are based on the study of a matrix integral. However, this term can be confusing since the…

In this paper, we give estimates for both upper and lower bounds of eigenvalues of a simple matrix. The estimates are shaper than the known results.

It has been observed that the statistical distribution of the eigenvalues of random matrices possesses universal properties, independent of the probability law of the stochastic matrix. In this article we find the correlation functions of…

The partition functions of Hermitian one-matrix models are known to be tau-functions of the KP hierarchy. In this paper we explicitly compute the elements in Sato grassmannian these tau-functions correspond to, and use them to compute the…

We compute all massive partition functions or characteristic polynomials and their complex eigenvalue correlation functions for non-Hermitean extensions of the symplectic and chiral symplectic ensemble of random matrices. Our results are…

We gather several results on the eigenvalues of the spatial sign covariance matrix of an elliptical distribution. It is shown that the eigenvalues are a one-to-one function of the eigenvalues of the shape matrix and that they are closer…

Several inequalities for eigenvalues involving convex combinations and compressions are given. These inequalities are matrix version of the basic convexity inequality f((a+b)/2) < (f(a)+f(b))/2.

We present a Gaussian ensemble of random cyclic matrices on the real field and study their spectral fluctuations. These cyclic matrices are shown to be pseudo-symmetric with respect to generalized parity. We calculate the joint probability…

In this paper, closed formulas for the eigenvectors of a particular class of matrices generated by generalized permutation matrices, named generalized circulant matrices, are presented.