On some generalizations of the classical Riemann problem

The special class of the homogeneous vector boundary Riemann problems on the finite sequence of algebraic surfaces is investigated completely. Its coefficients are the noncommutative permutative matrices of the arbitrary but not prime order, and boundary conditions are given on the system of open contours. The constructive solution procedure and definite structure of the canonical solution matrix are obtained and present some generalizations of the classical Riemann problem. Simultaneously the corresponding class of algebraic equations for the appropriate covering surfaces is formed explicitly too. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Linear statistics of matrix ensembles in classical background

Given a joint probability density function of N real random variables, , obtained from the eigenvector–eigenvalue decomposition of N × N random matrices, one constructs a random variable, the linear statistics, defined by the sum of smooth functions evaluated at the eigenvalues or singular values of the random matrix, namely, . For the joint PDFs obtained from the Gaussian and Laguerre ensembles, we compute, in this paper, the moment‐generating function , where denotes expectation value over the orthogonal (β = 1) and symplectic (β = 4) ensembles, in the form one plus a Schwartz function, none vanishing over for the Gaussian ensembles and for the Laguerre ensembles. These are ultimately expressed in the form of the determinants of identity plus a scalar operator, from which we obtained the large N asymptotic of the linear statistics from suitably scaled F(·). Copyright © 2016 John Wiley & Sons, Ltd.     

Eigenvectors of some large sample covariance matrix ensembles

We consider sample covariance matrices ${S_N=\frac{1}{p}\Sigma_N^{1/2}X_NX_N^* \Sigma_N^{1/2}}$ where X _N is a N ×? p real or complex matrix with i.i.d. entries with finite 12th moment and ?? _N is a N ×? N positive definite matrix. In addition we assume that the spectral measure of ?? _N almost surely converges to some limiting probability distribution as N ?? ?? and p/N ?? ?? >?0. We quantify the relationship between sample and population eigenvectors by studying the asymptotics of functionals of the type ${\frac{1}{N}\text{Tr} ( g(\Sigma_N) (S_N-zI)^{-1}),}$ where I is the identity matrix, g is a bounded function and z is a complex number. This is then used to compute the asymptotically optimal bias correction for sample eigenvalues, paving the way for a new generation of improved estimators of the covariance matrix and its inverse.     

Vector-matrix generalizations of classical integrable equations

Some vector-matrix generalizations, both known and new, for well-known integrable equations are presented. All of them possess higher symmetries and conservation laws.Ufa Institute of Mathematics, Russian Academy of Sciences. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 100, No. 2, pp. 214–218, August, 1994.     

Some generalizations of the classical moment problem

The article is devoted to two generalizations of the classical power moment problem, namely: 1) instead of representing the moment sequence by ⁿ , a representation by polynomialsP _n (), ¹, connected with a Jacobi matrix, appears; 2) in the representation, instead of ⁿ , the expression ⁿ figures, where is a real generalized function (i.e., we investigate some infinite-dimensional moment problem).The work is partially supported by the DFG, Project 436 UKR 113/39/0 and by the CRDF, Project UM1-2090.     

Common nonnegative definite solutions of some classical matrix equations

A necessary and sufficient condition for the existence of a Hermitian nonnegative definite solution of system of matrix equations $$A_{1}X=C_{1},\qquad XB_{2}=C_{2}, \qquad A_{3}XA_{3}^{\ast}=C_{3},\qquad A_{4}XA_{4}^{\ast}=C_{4} $$ as well as a representation for this general nonnegative definite solution are derived. As particular cases, the corresponding results on some other systems are also derived.     

Universality results for the largest eigenvalues of some sample covariance matrix ensembles

For sample covariance matrices with i.i.d. entries with sub-Gaussian tails, when both the number of samples and the number of variables become large and the ratio approaches one, it is a well-known result of Soshnikov that the limiting distribution of the largest eigenvalue is same that of Gaussian samples. In this paper, we extend this result to two cases. The first case is when the ratio approaches an arbitrary finite value. The second case is when the ratio becomes infinite or arbitrarily small.     

On some generalizations of the Vandermonde matrix and their relations with the Euler beta-function

A multiple Vandermonde matrix which, besides the powers of variable, also contains their derivatives is introduced and an explicit expression of its determinant is obtained. for the case of arbitrary real powers, when the variables are positive, it is proved that such generalized multiple Vandermonde matrix is positive definite for appropriate enumerations of rows and columns. As an application of these results, some relations are obtained which in the one-dimensional case give the well-known formula for the Euler betafunction.     

Correlations for superpositions and decimations of Laguerre and Jacobi orthogonal matrix ensembles with a parameter

A superposition of a matrix ensemble refers to the ensemble constructed from two independent copies of the original, while a decimation refers to the formation of a new ensemble by observing only every second eigenvalue. In the cases of the classical matrix ensembles with orthogonal symmetry, it is known that forming superpositions and decimations gives rise to classical matrix ensembles with unitary and symplectic symmetry. The basic identities expressing these facts can be extended to include a parameter, which in turn provides us with probability density functions which we take as the definition of special parameter dependent matrix ensembles. The parameter dependent ensembles relating to superpositions interpolate between superimposed orthogonal ensembles and a unitary ensemble, while the parameter dependent ensembles relating to decimations interpolate between an orthogonal ensemble with an even number of eigenvalues and a symplectic ensemble of half the number of eigenvalues. By the construction of new families of biorthogonal and skew orthogonal polynomials, we are able to compute the corresponding correlation functions, both in the finite system and in various scaled limits. Specializing back to the cases of orthogonal and symplectic symmetry, we find that our results imply different functional forms to those known previously.     

More on generalizations of matrix monotonicity

Following Berman and Plemmons [5], Werner [17], Poole and Barker [13], and others, we investigate some generalizations of matrix monotonicity and consider their relation to MP matrices. We prove some observations on almost monotone, MP, and group monotone matrices. However, of much interest to us is the problem whether a symmetric positive semidefinite matrix is MP if and only if it is monotone on its range. To consider this question we obtain several results on the structure of range monotone matrices.     

On matrix generalizations of the dilogarithm

On the basis of generalized comultiplication depending on a continuous parameter, solutions of the matrix equation generalizing the five-term Rogers identity for the dilogarithm are found. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 118, No. 3, pp. 398–404, March, 1999.     

Hyperidentities of some generalizations of lattices

In the paper we present bases and hyperbases of hyperidentities of some generalizations of the variety L of all lattices and the variety D of distributive lattices. We describe the form of hyperidentities of some varieties with two binary operations. Received January 22, 1997; accepted in final form January 7, 1998.     

On some generalizations of denting points

In this paper a local version is given of a well-known theorem for uniform rotund renorming of superreflexive Banach spaces.     

On some generalizations of the factorization method

The classical factorization method reduces the study of a system of ordinary differential equations U_t=[U₊, U] to solving algebraic equations. Here U(t) belongs to a Lie algebra which is the direct sum of its subalgebras and , where “+” signifies the projection on . We generalize this method to the case . The corresponding quadratic systems are reducible to a linear system with variable coefficients. It is shown that the generalized version of the factorization method can also be applied to Liouville equation-type systems of partial differential equations. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 110, No. 3, pp. 339–350, March, 1997.