相关论文: Small Eigenvalues of Large Hankel Matrices

We compute exact asymptotic results for the probability of the occurrence of large deviations of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we…

Let G be a random subgraph of the n-cube where each edge appears randomly and independently with probability p. We prove that the largest eigenvalue of the adjacency matrix of G is almost surely \lambda_1(G)= (1+o(1))…

Given a $(k+1)$-tuple $A, B_1,...,B_k$ of $(m\times n)$-matrices with $m\le n$ we call the set of all $k$-tuples of complex numbers $\{\la_1,...,\la_k\}$ such that the linear combination $A+\la_1B_1+\la_2B_2+...+\la_kB_k$ has rank smaller…

We consider the convergence of the eigenvalues to the support of the equilibrium measure in the $\beta$ ensemble models under a critical condition. We show a phase transition phenomenon, namely that, with probability one, all eigenvalues…

In this paper, we study a certain linear statistics of the unitary Laguerre ensembles, motivated in part by an integrable quantum field theory at finite temperature. It transpires that this is equivalent to the characterization of a…

This is the second part of a study of the limiting distributions of the top eigenvalues of a Hermitian matrix model with spiked external source under a general external potential. The case when the external source is of rank one was…

We let $f$ be a half-integral weight modular form of weight $\kappa>4$ on $\Gamma_0(4)$ that is an eigenfunction of all Hecke operators $T_n$, so that $T_nf = \Lambda_f(n)n^{\frac{\kappa-1}{2}}f$. Let $\|f\|$ denote the Petersson norm of…

This paper is essentially devoted to the study of the minimal eigenvalue $\lambda_{N,\alpha}$ of the Toepllitz matrice $T_N(\varphi_{\alpha})$ where $\varphi_{\alpha}(e^{i \theta})=|1- e^{i \theta} |^{2\alpha} c_{1}(e^{i \theta})$ with…

We consider the random normal matrices with quadratic external potentials where the associated orthogonal polynomials are Hermite polynomials and the limiting support (called droplet) of the eigenvalues is an ellipse. We calculate the…

Let $z\in \mathbb C^n$ be the complex coordinates on $\mathbb C^n$, and $A(z,\bar z)$ be a real-valued Hermitian polynomial. The famous Ebenfelt's SOS conjecture asks for the minimum rank of $A(z,\bar z)\|z\|^2$ under the restriction that…

Let A be a matrix whose entries are real i.i.d. centered random variables with unit variance and suitable moment assumptions. Then the smallest singular value of A is of order n^{-1/2} with high probability. The lower estimate of this type…

We study the minimality of $n\times n$ Hermitian matrices $A$ respect to a $C^*$-subalgebra $\mathcal{B}$ of $M_n(\mathbb{C})$ in the spectral norm, that is \[\|A\|\leq \|A+B\|,\ \text{ for every } B\in \mathcal{B}.\] We generalize the…

We study the limiting spectral measure of large symmetric random matrices of linear algebraic structure. For Hankel and Toeplitz matrices generated by i.i.d. random variables $\{X_k\}$ of unit variance, and for symmetric Markov matrices…

Let $n,k\geq 1$ and let $G$ be the $n\times n$ random matrix with i.i.d. standard real Gaussian entries. We show that there are constants $c_k,C_k>0$ depending only on $k$ such that the smallest singular value of $G^k$ satisfies $$…

Large-scale eigenvalue problems pose a significant challenge to classical computers. While there are efficient quantum algorithms for unitary or Hermitian matrices, eigenvalue problems for non-normal matrices remain open in quantum…

We consider $\mathbb{L}_2$-approximation of elements of a Hermite space of analytic functions over $\mathbb{R}^s$. The Hermite space is a weighted reproducing kernel Hilbert space of real valued functions for which the Hermite coefficients…

We introduce a general method for transforming the equations of motion following from a Das-Jevicki-Sakita Hamiltonian, with boundary conditions, into a boundary value problem in one-dimensional quantum mechanics. For the particular case of…

We consider the problem of testing, on the basis of a $p$-variate Gaussian random sample, the null hypothesis ${\cal H}_0: {\pmb \theta}_1= {\pmb \theta}_1^0$ against the alternative ${\cal H}_1: {\pmb \theta}_1 \neq {\pmb \theta}_1^0$,…

In this paper we consider $N \times N$ real generalized Wigner matrices whose entries are only assumed to have finite $(2 + \varepsilon)$-th moment for some fixed, but arbitrarily small, $\varepsilon > 0$. We show that the Stieltjes…

In 1966, H. Widom proved an asymptotic formula for the distribution of eigenvalues of the $N\times N$ truncated Hilbert matrix for large values of $N$. In this paper, we extend this formula to Hankel matrices with symbols in the class of…