相关论文: Small Eigenvalues of Large Hankel Matrices

Let $O(2n+\ell)$ be the group of orthogonal matrices of size $\left(2n+\ell\right)\times \left(2n+\ell\right)$ equipped with the probability distribution given by normalized Haar measure. We study the probability \begin{equation*}…

The statistical behaviour of the smallest eigenvalue has important implications for systems which can be modeled using a Wishart-Laguerre ensemble, the regular one or the fixed trace one. For example, the density of the smallest eigenvalue…

We study the behavior of eigenvalues of matrix P_N + Q_N where P_N and Q_N are two N -by-N random orthogonal projections. We relate the joint eigenvalue distribution of this matrix to the Jacobi matrix ensemble and establish the universal…

We consider problems related to the asymptotic minimization of eigenvalues of anisotropic harmonic oscillators in the plane. In particular we study Riesz means of the eigenvalues and the trace of the corresponding heat kernels. The…

We prove an estimate on the smallest singular value of a multiplicatively and additively deformed random rectangular matrix. Suppose $n\le N \le M \le \Lambda N$ for some constant $\Lambda \ge 1$. Let $X$ be an $M\times n$ random matrix…

We consider the Anderson model on the finite grid $G = \mathbb Z/L_1\mathbb Z\times\cdots\times\mathbb Z/L_d\mathbb Z$, defined by the random Hamiltonian $H_t=\Delta+tV$, where $\Delta$ is the discrete Laplacian and…

Let $\a$ be a real-valued random variable of mean zero and variance 1. Let $M_n(\a)$ denote the $n \times n$ random matrix whose entries are iid copies of $\a$ and $\sigma_n(M_n(\a))$ denote the least singular value of $M_n(\a)$.…

Inversion of Toeplitz matrices with singular symbol. Minimal eigenvalues. Three results are stated in this paper. The first one is devoted to the study of the orthogonal polynomial with respect of the weight $\varphi_{\alpha} (\theta)=\vert…

We show a $2^{n/2+o(n)}$-time algorithm that finds a (non-zero) vector in a lattice $\mathcal{L} \subset \mathbb{R}^n$ with norm at most $\tilde{O}(\sqrt{n})\cdot \min\{\lambda_1(\mathcal{L}), \det(\mathcal{L})^{1/n}\}$, where…

We consider the problem of minimising the $n^{th}-$eigenvalue of the Robin Laplacian in $\mathbb{R}^{N}$. Although for $n=1,2$ and a positive boundary parameter $\alpha$ it is known that the minimisers do not depend on $\alpha$, we…

Consider $D$ random systems that are modeled by independent $N\times N$ complex Hermitian Wigner matrices. Suppose they are lying on a circle and the neighboring systems interact with each other through a deterministic matrix $A$. We prove…

The density of complex eigenvalues of random asymmetric $N\times N$ matrices is found in the large-$N$ limit. The matrices are of the form $H_0+A$ where $A$ is a matrix of $N^2$ independent, identically distributed random variables with…

Let $x_i$, $i\in\mathbb{Z}$ be a sequence of i.i.d. standard normal random variables. Consider rectangular Toeplitz $\mathbf{X}=\left(x_{j-i}\right)_{1\leq i\leq p,1\leq j\leq n}$ and circulant $\mathbf{X}=\left(x_{(j-i)\mod…

Rectangular real $N \times (N + \nu)$ matrices $W$ with a Gaussian distribution appear very frequently in data analysis, condensed matter physics and quantum field theory. A central question concerns the correlations encoded in the spectral…

In this paper, we characterize the asymptotic and large scale behavior of the eigenvalues of wavelet random matrices in high dimensions. We assume that possibly non-Gaussian, finite-variance $p$-variate measurements are made of a…

We describe an elementary method to get non-asymptotic estimates for the moments of Hermitian random matrices whose elements are Gaussian independent random variables. As the basic example, we consider the GUE matrices. Immediate…

In this paper we investigate the behavior of the eigenvalues of the Dirichlet Laplacian on sets in $\mathbb{R}^N$ whose first eigenvalue is close to the one of the ball with the same volume. In particular in our main Theorem we prove that,…

We consider rectangular random matrices of size $p\times n$ belonging to the real Wishart-Laguerre ensemble also known as the chiral Gaussian orthogonal ensemble. This ensemble appears in many applications like QCD, mesoscopic physics, and…

We study the spectral properties of matrices of long-range percolation model. These are N\times N random real symmetric matrices H=\{H(i,j)\}_{i,j} whose elements are independent random variables taking zero value with probability…

In this note we consider SDEs of the type $\mathrm{d} X_t=[F (X_t) -A X_t] \mathrm{d} t +D \mathrm{d} W_t$ under the assumptions that $A$'s eigenvalues are all of positive real parts and $F (\cdot)$ has slower-than-linear growth rate. It is…