Related papers: On the eigenvalues of certain number-theoretic mat…
Let $\Omega$ be a bounded, smooth domain. Supposing that $\alpha(p) + \beta(p) = p$, $\forall\, p \in \left(\frac{N}{s},\infty\right)$ and $\displaystyle\lim_{p \to \infty} \alpha(p)/{p} = \theta \in (0,1)$, we consider two systems for the…
We explore the concept of eigenvalue avoidance, which is well understood for real symmetric and Hermitian matrices, for other classes of structured matrices. We adopt a differential geometric perspective and study the generic behaviour of…
We show that various old and new bounds involving eigenvalues of a complex n x n matrix are immediate consequences of the inequalities involving variance of real and complex numbers.
Complex eigenvalues of random matrices $J=\text{GUE }+ i\gamma \diag (1, 0, \ldots, 0)$ provide the simplest model for studying resonances in wave scattering from a quantum chaotic system via a single open channel. It is known that in the…
We consider the random matrix ensemble with an external source \[ \frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM \] defined on $n\times n$ Hermitian matrices, where $A$ is a diagonal matrix with only two eigenvalues $\pm a$ of equal…
For a given nonnegative integer alpha, a matrix A_{n} of size n is called alpha-Toeplitz if its entries obey the rule A_{n}=[a_{r-alpha*s}]_{r,s=0}^{n-1}. Analogously, a matrix A_{n} again of size n is called alpha-circulant if A_{n}=…
In this short note, we present a novel method for computing exact lower and upper bounds of eigenvalues of a symmetric tridiagonal interval matrix. Compared to the known methods, our approach is fast, simple to present and to implement, and…
We consider large non-Hermitian $N\times N$ matrices with an additive independent, identically distributed (i.i.d.) noise for each matrix elements. We show that already a small noise of variance $1/N$ completely thermalises the bulk…
Building on previous work that provided analytical solutions to generalised matrix eigenvalue problems arising from numerical discretisations, this paper develops exact eigenvalues and eigenvectors for a broader class of $n$-dimensional…
We prove quadratic eigenvalue perturbation bounds for generalized Hermitian eigenvalue problems. The bounds are proportional to the square of the norm of the perturbation matrices divided by the gap between the spectrums. Using the results…
In this article, we consider $\beta$-ensembles, i.e. collections of particles with random positions on the real line having joint distribution $$\frac{1}{Z_N(\beta)}|\Delta(\lambda)|^\beta e^{- \frac{N\beta}{4}\sum_{i=1}^N\lambda_i^2}d…
We show that correlation matrices with particular average and variance of the correlation coefficients have a notably restricted spectral structure. Applying geometric methods, we derive lower bounds for the largest eigenvalue and the…
We calculate analytically the probability of large deviations from its mean of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we show that the…
We consider real non-symmetric matrices and their factorisation as a product of real symmetric matrices. The number of complex eigenvalues of the original matrix reveals restrictions on such factorisations as we shall prove.
Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…
Consider Jacobi random matrix ensembles with the distributions $$c_{k_1,k_2,k_3}\prod_{1\leq i< j \leq N}\left(x_j-x_i\right)^{k_3}\prod_{i=1}^N…
It is critical to understand the properties of spatial correlation matrices in massive multiple-input multiple-output (MIMO) systems. We derive new bounds on the extreme eigenvalues of a spatial correlation matrix that is characterized by…
A symmetric matrix $M=(m_{ij}) \in \mathbb{R}^{n \times n}$ is said to be associated with an $n$-vertex graph $G=(V,E)$ with vertex set $\{v_1,\ldots,v_n\}$ if, for every $i \neq j$, we have $m_{ij} \neq 0$ if and only if $\{v_i,v_j\}\in…
Let $$ A=\left(\begin{array}{cc} H_1 & E^*\\ E & H_2\end{array}\right) \quad \hbox{ and } \quad \wtd A=\left(\begin{array}{cc} H_1 & O\\ O & H_2\end{array}\right)$$ be two $N$-by-$N$ Hermitian matrices with eigenvalues $\lambda_1 \ge \cdots…
In this paper, we shall investigate the almost sure limits of the largest and smallest eigenvalues of a quaternion sample covariance matrix. Suppose that $\mathbf X_n$ is a $p\times n$ matrix whose elements are independent quaternion…