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Simple Spectral Bounds for Sums of Certain Kronecker Products

Probability 2014-04-18 v1

Abstract

New bounds are derived for the eigenvalues of sums of Kronecker products of square matrices by relating the corresponding matrix expressions to the covariance structure of suitable bi-linear stochastic systems in discrete and continuous time.

Keywords

Cite

@article{arxiv.1404.4361,
  title  = {Simple Spectral Bounds for Sums of Certain Kronecker Products},
  author = {Sergey V Lototsky},
  journal= {arXiv preprint arXiv:1404.4361},
  year   = {2014}
}