We give a characterization for the extreme points of the convex set of correlation matrices with a countable index set. A Hermitian matrix is called a correlation matrix if it is positive semidefinite with unit diagonal entries. Using the characterization we show that there exist extreme points of any rank.
We investigate the bottom of the spectra of infinite quantum graphs, i.e., Laplace operators on metric graphs having infinitely many edges and vertices. We introduce a new definition of the isoperimetric constant for quantum graphs and then prove the Cheeger-type estimate. Our definition of the isoperimetric constant is purely combinatorial and thus it establishes connections with the combinatorial isoperimetric constant, one of the central objects in spectral graph theory and in the theory of simple random walks on graphs. The latter enables us to prove a number of criteria for quantum graphs to be uniformly positive or to have purely discrete spectrum. We demonstrate our findings by considering trees, antitrees and Cayley graphs of finitely generated groups.
Let $O(2n+ell)$ be the group of orthogonal matrices of size $left(2n+ellright)times left(2n+ellright)$ equipped with the probability distribution given by normalized Haar measure. We study the probability begin{equation*} p_{2n}^{left(ellright)} = mathbb{P}left[M_{2n} , mbox{has no real eigenvalues}right], end{equation*} where $M_{2n}$ is the $2ntimes 2n$ left top minor of a $(2n+ell)times(2n+ell)$ orthogonal matrix. We prove that this probability is given in terms of a determinant identity minus a weighted Hankel matrix of size $ntimes n$ that depends on the truncation parameter $ell$. For $ell=1$ the matrix coincides with the Hilbert matrix and we prove begin{equation*} p_{2n}^{left(1right)} sim n^{-3/8}, mbox{ when }n to infty. end{equation*} We also discuss connections of the above to the persistence probability for random Kac polynomials.
This paper proves universality of the distribution of the smallest and largest gaps between eigenvalues of generalized Wigner matrices, under some smoothness assumption for the density of the entries. The proof relies on the Erd{H o}s-Schlein-Yau dynamic approach. We exhibit a new observable that satisfies a stochastic advection equation and reduces local relaxation of the Dyson Brownian motion to a maximum principle. This observable also provides a simple and unified proof of universality in the bulk and at the edge, which is quantitative. To illustrate this, we give the first explicit rate of convergence to the Tracy-Widom distribution for generalized Wigner matrices.
We study matrix roots with certain commutation properties and their application to the explicit construction of Darboux matrices in the framework of the GBDT version of Backlund-Darboux transformation. The approach is demonstrated on the important case of generalised canonical systems depending rationally on the spectral parameter.