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We present some new results on the joint distribution of an arbitrary subset of the ordered eigenvalues of complex Wishart, double Wishart, and Gaussian hermitian random matrices of finite dimensions, using a tensor pseudo-determinant…

统计理论 · 数学 2020-01-03 Marco Chiani , Alberto Zanella

We study the eigenvalues and the eigenvectors of $N\times N$ structured random matrices of the form $H = W\tilde{H}W+D$ with diagonal matrices $D$ and $W$ and $\tilde{H}$ from the Gaussian Unitary Ensemble. Using the supersymmetry technique…

数学物理 · 物理学 2018-08-20 Kevin Truong , Alexander Ossipov

A new one-dimensional fermion model depending on two independent interaction parameters is formulated and solved exactly by the Bethe ansatz method. The Hamiltonian of the model contains the Hubbard interaction and correlated hopping as…

凝聚态物理 · 物理学 2009-10-28 R. Z. Bariev , A. Klümper , J. Zittartz

Eigenvalue correlations of random matrix ensembles as a function of an external perturbation are investigated vis the Dyson Brownian Motion Model in the situation where the level density has a hard edge singularity. By solving a linearized…

凝聚态物理 · 物理学 2009-10-22 Kasper Eriksen , Yang Chen

In this paper we discuss some relations between the eigenvalues and the diagonal entries of Hermitian matrices.

组合数学 · 数学 2022-05-06 Rajendra Bhatia , Rajesh Sharma

The eigenvector-eigenvalue identity relates the eigenvectors of a Hermitian matrix to its eigenvalues and the eigenvalues of its principal submatrices in which the jth row and column have been removed. We show that one-dimensional arrays of…

量子物理 · 物理学 2020-03-11 Henning U. Voss , Douglas J. Ballon

We compute the limiting eigenvalue statistics at the edge of the spectrum of large Hermitian random matrices perturbed by the addition of small rank deterministic matrices. To be more precise, we consider random Hermitian matrices with…

概率论 · 数学 2007-05-23 Sandrine Péché

The eigenvalue correlations of random matrices from the Jacobi Unitary Ensemble have a known asymptotic behavior as their size tends to infinity. In the bulk of the spectrum the behavior is described in terms of the sine kernel, and at the…

数学物理 · 物理学 2010-07-29 Arno Kuijlaars , Maarten Vanlessen

The spectral properties of the Frobenius-Perron operator of one-dimensional maps are studied when approaching a weakly intermittent situation. Numerical investigation of a particular family of maps shows that the spectrum becomes extremely…

chao-dyn · 物理学 2009-10-28 Z. Kaufmann , H. Lustfeld , J. Bene

We consider $n\times n$ non-Hermitian random matrices with independent entries and a variance profile, as well as an additive deterministic diagonal deformation. We show that their empirical eigenvalue distribution converges to a limiting…

概率论 · 数学 2024-11-11 Johannes Alt , Torben Krüger

We use classical results from harmonic analysis on matrix spaces to investigate the relation between the joint density of the singular values and of the eigenvalues of complex random matrices which are bi-unitarily invariant (also known as…

经典分析与常微分方程 · 数学 2017-03-22 Mario Kieburg , Holger Kösters

In this paper, we derive the CR Reilly's formula and its applications to studying of the first eigenvalue estimate for CR Dirichlet eigenvalue problem and embedded p-minimal hypersurfaces. In particular, we obtain the first Dirichlet…

微分几何 · 数学 2015-06-01 Shu-Cheng Chang , Chih-Wei Chen , Chin-Tung Wu

We reformulate the zero-dimensional hermitean one-matrix model as a (nonlocal) collective field theory, for finite~$N$. The Jacobian arising by changing variables from matrix eigenvalues to their density distribution is treated {\it…

高能物理 - 理论 · 物理学 2010-11-01 Olaf Lechtenfeld

We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…

统计力学 · 物理学 2011-06-28 Z. Burda , A. Jarosz , G. Livan , M. A. Nowak , A. Swiech

Sensitivity of an eigenvalue $\lambda_i$ to the perturbation of matrix elements is controlled by the eigenvalue condition number defined as $\kappa_i = \sqrt{\left< L_i | L_i\right> \left< R_i|R_i \right> }$, where $\left<L_i\right|$ and…

数学物理 · 物理学 2024-06-13 Wojciech Tarnowski

In this text, based on elementary computations, we provide a perturbative expansion of the coordinates of the eigenvectors of a Hermitian matrix of large size perturbed by a random matrix with small operator norm whose entries in the…

概率论 · 数学 2020-03-19 Florent Benaych-Georges , Nathanaël Enriquez , Alkéos Michaïl

A previous knowledge of the domains of dependence of an Hamilton Jacobi equation can be useful in its study and approximation. Information of this nature are, in general, difficult to obtain directly from the data of the problem. In this…

数值分析 · 数学 2014-11-11 Adriano Festa

The energy-dependent Andreev reflection eigenvalues determine the transport properties of normal-superconducting systems. We evaluate the eigenvalue density to get an insight into formation of resonant electron-hole transport channels. The…

介观与纳米尺度物理 · 物理学 2009-11-10 P. Samuelsson , W. Belzig , Yu. V. Nazarov

We consider the homogenization of an elliptic spectral problem with a large potential stated in a thin cylinder with a locally periodic perforation. The size of the perforation gradually varies from point to point. We impose homogeneous…

偏微分方程分析 · 数学 2014-03-21 Iryna Pankratova , Klas Pettersson

The density of states of a self-adjoint operator generalizes the eigenvalue distribution of a Hermitian matrix. We prove convergence of the density of states for a tight-binding model with a slowly-varying periodic potential to the density…

数值分析 · 数学 2025-12-16 Peter Hofhansel , Alexander B. Watson