On a class of H-selfadjont random matrices with one eigenvalue of nonpositive type
Functional Analysis
2012-06-29 v2 Probability
Abstract
Large H-selfadjoint random matrices are considered. The matrix is assumed to have one negative eigenvalue, hence the matrix in question has precisely one eigenvalue of nonpositive type. It is showed that this eigenvalue converges in probability to a deterministic limit. The weak limit of distribution of the real eigenvalues is investigated as well.
Keywords
Cite
@article{arxiv.1206.5739,
title = {On a class of H-selfadjont random matrices with one eigenvalue of nonpositive type},
author = {Michal Wojtylak},
journal= {arXiv preprint arXiv:1206.5739},
year = {2012}
}