Related papers: Eigenvalue Attraction
It has been shown that, if a model displays long-range (power-law) spatial correlations, its equal-time correlation matrix of this model will also have a power law tail in the distribution of its high-lying eigenvalues. The purpose of this…
Using random matrix technique we determine an exact relation between the eigenvalue spectrum of the covariance matrix and of its estimator. This relation can be used in practice to compute eigenvalue invariants of the covariance…
The largest eigenvalue of the adjacency matrix of a network plays an important role in several network processes (e.g., synchronization of oscillators, percolation on directed networks, linear stability of equilibria of network coupled…
The motion of each particle in an N body system of identical masses interacting via an attractive or repulsive pairwise linear force law, the "Swarm," and with an external attractive or repulsive linear force law, the "Trap," is considered.…
We revisit the relative perturbation theory for invariant subspaces of positive definite matrix pairs. As a prototype model problem for our results we consider parameter dependent families of eigenvalue problems. We show that new estimates…
Let $X$ be a compact, metric and totally disconnected space and let $f:X\to X$ be a continuos map. We relate the eigenvalues of $f_{*}:\check{H}_{0}(X;\mathbb{C})\to\check{H}_{0}(X;\mathbb{C})$ to dynamical properties of $f$, roughly…
We propose a general framework to study the stability of the subspace spanned by $P$ consecutive eigenvectors of a generic symmetric matrix ${\bf H}_0$, when a small perturbation is added. This problem is relevant in various contexts,…
The eigenvalue density for members of the Gaussian orthogonal and unitary ensembles follows the Wigner semi-circle law. If the Gaussian entries are all shifted by a constant amount c/Sqrt(2N), where N is the size of the matrix, in the large…
Newton's inequalities $c_n^2 \ge c_{n-1}c_{n+1}$ are shown to hold for the normalized coefficients $c_n$ of the characteristic polynomial of any $M$- or inverse $M$-matrix. They are derived by establishing first an auxiliary set of…
Eigenvalue correlations of random matrix ensembles as a function of an external perturbation are investigated vis the Dyson Brownian Motion Model in the situation where the level density has a hard edge singularity. By solving a linearized…
The largest eigenvalue of a matrix is always larger or equal than its largest diagonal entry. We show that for a large class of random Laplacian matrices, this bound is essentially tight: the largest eigenvalue is, up to lower order terms,…
We derive the exact form of the eigenvalue spectra of correlation matrices derived from a set of time-shifted, finite Brownian random walks (time-series). These matrices can be seen as random, real, asymmetric matrices with a special…
The leading eigenpair (the couple of eigenvalue and its eigenvector) or the first nontrivial one has different names in different contexts. It is the maximal one in the matrix theory. The talk starts from our new results on computing the…
In most networks, the connection between a pair of nodes is the result of their mutual affinity and attachment. In this letter, we will propose a Mutual Attraction Model to characterize weighted evolving networks. By introducing the initial…
The power method is a basic method for computing the dominant eigenpair of a matrix. In this paper, we propose a structure-preserving power-like method for computing the dominant conjugate pair of purely imaginary eigenvalues and the…
From cement cohesion to DNA condensation, a proper statistical physics treatment of systems with long range forces is important for a number of applications in physics, chemistry, and biology. We compute here the effective force between…
A new methodology has been introduced to clean the correlation matrix of single stocks returns based on a constrained principal component analysis using financial data. Portfolios were introduced, namely "Fundamental Maximum Variance…
We study the angles between the eigenvectors of a random $n\times n$ complex matrix $M$ with density $\propto \mathrm{e}^{-n\operatorname{Tr}V(M^*M)}$ and $x\mapsto V(x^2)$ convex. We prove that for unit eigenvectors…
We adopt the concept of the correlation matrix to study correlations among sequences of time-extended events occuring repeatedly at consecutive time-intervals. As an application we analyse the magnetoencephalography recordings obtained from…
A succesful method to describe the asymptotic behavior of a discrete time stochastic process governed by some recursive formula is to relate it to the limit sets of a well chosen mean differential equation. Under an attainability condition,…