Related papers: An observation about submatrices
Hermitian positive definite, totally positive, and nonsingular M-matrices enjoy many common properties, in particular: (A) positivity of all principal minors, (B) weak sign symmetry, (C) eigenvalue monotonicity, (D) positive stability. The…
Let $X=X(n,q)$ be the set of $n\times n$ Hermitian matrices over $\mathbb{F}_{q^2}$. It is well known that $X$ gives rise to a metric translation association scheme whose classes are induced by the rank metric. We study $d$-codes in this…
In the present work we show that the joint probability distribution of the eigenvalues can be expressed in terms of a differential operator acting on the distribution of some other matrix quantities. Those quantities might be the diagonal…
We study oriented graphs whose Hermitian adjacency matrices of the second kind have few eigenvalues. We give a complete characterization of the oriented graphs with two distinct eigenvalues, showing that there are only four such graphs. We…
We consider a class of random banded Hessenberg matrices with independent entries having identical distributions along diagonals. The distributions may be different for entries belonging to different diagonals. For a sequence of $n\times n$…
Conjugation covariants of matrices are applied to study the real algebraic variety consisting of complex Hermitian matrices with a bounded number of distinct eigenvalues. A minimal generating system of the vanishing ideal of degenerate…
It is a classical result of Wigner that for an hermitian matrix with independent entries on and above the diagonal, the mean empirical eigenvalue distribution converges weakly to the semicircle law as matrix size tends to infinity. In this…
Under certain conditions on k we calculate the limit distribution of the k:th largest eigenvalue, x_k, of the Gaussian Unitary Ensemble (GUE). More specifically, if n is the dimension of a random matrix from the GUE and k is such that both…
We prove that an n by n random matrix G with independent entries is completely delocalized. Suppose the entries of G have zero means, variances uniformly bounded below, and a uniform tail decay of exponential type. Then with high…
The ordered eigenvalues define a Lipschitz map on the real vector space of Hermitian $d \times d$ matrices. We prove that this map acts continuously, but not uniformly continuously, by superposition on the Sobolev spaces $W^{1,q}$, for all…
We give a minimal list of inequalities characterizing the possible eigenvalues of a set of Hermitian matrices with positive semidefinite sum of bounded rank. This answers a question of A. Barvinok.
Let A be an n x n symmetric random matrix whose upper-triangular entries are independent and follow possibly non-identical subgaussian distributions. This paper investigates the spectral properties of A, including its eigenvalues and…
Let $\mathbf X=(X_{jk})$ denote a Hermitian random matrix with entries $X_{jk}$, which are independent for $1\le j\le k$. We consider the rate of convergence of the empirical spectral distribution function of the matrix $\mathbf X$ to the…
In this paper we consider ensemble of random matrices $\X_n$ with independent identically distributed vectors $(X_{ij}, X_{ji})_{i \neq j}$ of entries. Under assumption of finite fourth moment of matrix entries it is proved that empirical…
The circular and Jacobi ensembles of random matrices have their eigenvalue support on the unit circle of the complex plane and the interval $(0,1)$ of the real line respectively. The averaged value of the modulus of the corresponding…
We give the distribution of $M_n$, the maximum of a sequence of $n$ observations from a moving average of order 1. Solutions are first given in terms of repeated integrals and then for the case where the underlying independent random…
The probability that there are $k$ real eigenvalues for an $n$ dimensional real random matrix is known. Here we study this for the case of products of independent random matrices. Relating the problem of the probability that the product of…
We consider large complex random sample covariance matrices obtained from "spiked populations", that is when the true covariance matrix is diagonal with all but finitely many eigenvalues equal to one. We investigate the limiting behavior of…
We derive exact analytic expressions for the distributions of eigenvalues and singular values for the product of an arbitrary number of independent rectangular Gaussian random matrices in the limit of large matrix dimensions. We show that…
Consider $N\times N$ Hermitian or symmetric random matrices $H$ where the distribution of the $(i,j)$ matrix element is given by a probability measure $\nu_{ij}$ with a subexponential decay. Let $\sigma_{ij}^2$ be the variance for the…