Related papers: Subordination for the sum of two random matrices
In this paper, we consider the singular values and singular vectors of finite, low rank perturbations of large rectangular random matrices. Specifically, we prove almost sure convergence of the extreme singular values and appropriate…
In this paper we discuss reduced order models for the approximation of parametric eigenvalue problems. In particular, we are interested in the presence of intersections or clusters of eigenvalues. The singularities originating by these…
Consider a matrix $\Sigma_n$ with random independent entries, each non-centered with a separable variance profile. In this article, we study the limiting behavior of the random bilinear form $u_n^* Q_n(z) v_n$, where $u_n$ and $v_n$ are…
In this work we present a framework for studying the eigenvalues of a family of matrices with a particular displacement structure. The family admits a specific decomposition as the product of an upper and a lower triangular matrices having…
A stationary random sequence admits under some assumptions a representation as the sum of two others: one of them is a martingale difference sequence, and another is a so-called coboundary. Such a representation can be used for proving some…
In this paper, we give estimates for both upper and lower bounds of eigenvalues of a simple matrix. The estimates are shaper than the known results.
We precisely quantify the impact of statistical error in the quality of a numerical approximation to a random matrix eigendecomposition, and under mild conditions, we use this to introduce an optimal numerical tolerance for residual error…
V.I. Arnold [Russian Math. Surveys 26(2) (1971) 29-43] constructed a miniversal deformation of a square complex matrix under similarity; that is, a simple normal form to which not only a given square matrix A but all matrices B close to it…
It is known that a unitary matrix can be decomposed into a product of reflections, one for each dimension, and the Haar measure on the unitary group pushes forward to independent uniform measures on the reflections. We consider the sequence…
We discuss the role of the Feynman-Hellmann theorem for abstract one-parameter families of Hamiltonians in sum rules and trace identities of Harrell and the author and its application to spectral theory. In particular, we derive a sum rule…
We investigate the relation between the spectrum of a non-normal matrix and the norm of its resolvent. We provide spectral estimates for the resolvent of matrices whose largest singular value is bounded by $1$ (so-called Hilbert space…
A large i.i.d. random matrix with deterministic low-rank perturbation has been extensively studied, particularly in the aspects of the ESD (Empirical Spectral Distribution) and the outliers of eigenvalues. In this work, we investigate the…
We study two spiked models of random matrices under general frameworks corresponding respectively to additive deformation of random symmetric matrices and multiplicative perturbation of random covariance matrices. In both cases, the…
A number of random matrix ensembles permitting exact determination of their eigenvalue and eigenvector statistics maintain this property under a rank $1$ perturbation. Considered in this review are the additive rank $1$ perturbation of the…
This paper establishes a new comparison principle for the minimum eigenvalue of a sum of independent random positive-semidefinite matrices. The principle states that the minimum eigenvalue of the matrix sum is controlled by the minimum…
Let $A_n$ be an $n$ by $n$ random matrix whose entries are independent real random variables with mean zero, variance one and with subexponential tail. We show that the logarithm of $|\det A_n|$ satisfies a central limit theorem. More…
In random matrix theory (RMT), the Tracy-Widom (TW) distribution describes the behavior of the largest eigenvalue. We consider here two models in which TW undergoes transformations. In the first one disorder is introduced in the Gaussian…
We study largest singular values of large random matrices, each with mean of a fixed rank $K$. Our main result is a limit theorem as the number of rows and columns approach infinity, while their ratio approaches a positive constant. It…
This work is a companion paper of Gamboa, Nagel, Rouault (J. Funct. Anal. 2016). We continue to explore the connections between large deviations for random objects issued from random matrix theory and sum rules. Here, we are concerned…
We use the two-time scale subordination in order to describe dynamical processes in continuous media with a long-term memory. Our consideration touches two physical examples in detail. First we study a temporal evolution of the species…