相关论文: Eigenvalue density for a class of Jacobi matrices
We generally study the density of eigenvalues in unitary ensembles of random matrices from the recurrence coefficients with regularly varying conditions for the orthogonal polynomials. First we calculate directly the moments of the density.…
We develop a method to compute the moments of the eigenvalue densities of matrices in the Gaussian, Laguerre and Jacobi ensembles for all the symmetry classes beta = 1,2, 4 and finite matrix dimension n. The moments of the Jacobi ensembles…
We consider positive Jacobi matrices $J$ with compact inverses and consequently with purely discrete spectra. A number of properties of the corresponding sequence of orthogonal polynomials is studied including the convergence of their…
The eigenvalues of Toeplitz matrices $T_{n}(f)$ with a real-valued symbol $f$, satisfying some conditions and tracing out a simple loop over the interval $[-\pi,\pi]$, are known to admit an asymptotic expansion with the form \[…
We compute exact asymptotic of the statistical density of random matrices belonging to invariant random matrices ensemble (RMT) orthogonal, unitary and symplectic ensembles, where all its eigenvalues lie within the interval $[\sigma,…
In this paper, we study the Jacobi frame approximation with equispaced samples and derive an error estimation. We observe numerically that the approximation accuracy gradually decreases as the extended domain parameter $\gamma$ increases in…
Let $M_n = (\xi_{ij})_{1 \leq i,j \leq n}$ be a real symmetric random matrix in which the upper-triangular entries $\xi_{ij}, i<j$ and diagonal entries $\xi_{ii}$ are independent. We show that with probability tending to 1, $M_n$ has no…
We investigate the large $n$ behavior of Jacobi polynomials with varying parameters $P_{n}^{(an+\alpha,\,bn+\beta)}(1-2\lambda^{2})$ for $a,b >-1$ and $\lambda\in(0,\,1)$. This is a well-studied topic in the literature but some of the…
The distribution of eigenvalues of N times N random matrices in the limit N to infinity is the solution to a variational principle that determines the ground state energy of a confined fluid of classical unit charges. This fact is a…
One can identify a tripartite classification of random matrix ensembles into geometrical universality classes corresponding to the plane, the sphere and the anti-sphere. The plane is identified with Ginibre-type (iid) matrices and the…
Beta ensembles on the real line with three classical weights (Gaussian, Laguerre and Jacobi) are now realized as the eigenvalues of certain tridiagonal random matrices. The paper deals with beta Jacobi ensembles, the type with the Jacobi…
We study the properties and asymptotics of the Jacobi matrices associated with equilibrium measures of the weakly equilibrium Cantor sets. These family of Cantor sets were defined and different aspects of orthogonal polynomials on them were…
In this paper we consider eigenvalues asymptotics of the energy operator in the one of the most interesting models of quantum physics, describing an interaction between two-level system and harmonic oscillator. The energy operator of this…
For a long time it has been a challenging goal to identify all orthogonal polynomial systems that occur as eigenfunctions of a linear differential equation. One of the widest classes of such eigenfunctions known so far, is given by…
The Householder reduction of a member of the anti-symmetric Gaussian unitary ensemble gives an anti-symmetric tridiagonal matrix with all independent elements. The random variables permit the introduction of a positive parameter $\beta$,…
The properties of the first (largest) eigenvalue and its eigenvector (first eigenvector) are investigated for large sparse random symmetric matrices that are characterized by bimodal degree distributions. In principle, one should be able to…
We show the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of $k$ independent $n\times n$ matrices with i.i.d. complex Gaussian entries with a few…
When a randomness is introduced at the level of real matrix elements, depending on its particular realization, a pair of eigenvalues can appear as real or form a complex conjugate pair. We show that in the limit of large matrix size the…
We relate asymptotics of Jacobi parameters to asymptotics of the spectral weights near the edges. Typical of our results is that for $a_n\equiv 1$, $b_n =-C n^{-\beta}$ ($0<\beta< \frac23)$, one has $d\mu(x)= w(x) dx$ on $(-2,2)$, and near…
We introduce a class of doubly infinite complex Jacobi matrices determined by a simple convergence condition imposed on the diagonal and off-diagonal sequences. For each Jacobi matrix belonging to this class, an analytic function, called a…