Related papers: Random Perturbations of Matrix Polynomials

We consider two classical ensembles of the random matrix theory: the Wigner matrices and sample covariance matrices, and prove Central Limit Theorem for linear eigenvalue statistics under rather weak (comparing with results known before)…

Gaps (or spacings) between consecutive eigenvalues are a central topic in random matrix theory. The goal of this paper is to study the tail distribution of these gaps in various random matrix models. We give the first repulsion bound for…

We show that the sum of ranks of two matrix polynomials is the same as the sum of the rank of the matrix obtained by applying the greatest common divisor of the polynomials, with the rank of the matrix obtained by applying the lowest common…

Several well-known results from the random matrix theory, such as Wigner's law and the Marchenko--Pastur law, can be interpreted (and proved) in terms of non-backtracking walks on a certain graph. Orthogonal polynomials with respect to the…

Let X_N= (X_1^(N), ..., X_p^(N)) be a family of N-by-N independent, normalized random matrices from the Gaussian Unitary Ensemble. We state sufficient conditions on matrices Y_N =(Y_1^(N), ..., Y_q^(N)), possibly random but independent of…

We consider the Chance Constrained Model Predictive Control problem for polynomial systems subject to disturbances. In this problem, we aim at finding optimal control input for given disturbed dynamical system to minimize a given cost…

Let $M$ be an arbitrary $n$ by $n$ matrix. We study the condition number a random perturbation $M+N_n$ of $M$, where $N_n$ is a random matrix. It is shown that, under very general conditions on $M$ and $M_n$, the condition number of $M+N_n$…

The task of reconstructing a matrix given a sample of observedentries is known as the matrix completion problem. It arises ina wide range of problems, including recommender systems, collaborativefiltering, dimensionality reduction, image…

A family of random matrices is said to converge strongly to a limiting family of operators if the operator norm of every noncommutative polynomial of the matrices converges to that of the limiting operators. Recent developments surrounding…

The numerical construction of polynomials in the product representation (as used for instance in variants of the multiboson technique) can become problematic if rounding errors induce an imprecise or even unstable evaluation of the…

We determine the probability that a random n x n symmetric matrix over {1, 2, ... , m} has determinant divisible by m.

In many applications it is important to understand the sensitivity of eigenvalues of a matrix polynomial to perturbations of the polynomial. The sensitivity commonly is described by condition numbers or pseudospectra. However, the…

We introduce several notions of `random fewnomials', i.e. random polynomials with a fixed number f of monomials of degree N. The f exponents are chosen at random and then the coefficients are chosen to be Gaussian random, mainly from the…

Various ensembles of random matrices with independent entries are analyzed by the replica formalism in the large-N limit. A result on the Laplacian random matrix with Wigner-rescaling is generalized to arbitrary probability distribution.

In the first part of this paper, the main concern is with smoothness properties of the boundary of the pseudospectrum of a matrix polynomial. In the second part, results are obtained concerning the number of connected components of…

We calculate the autocorrelation functions (or shifted moments) of the characteristic polynomials of matrices drawn uniformly with respect to Haar measure from the groups U(N), O(2N) and USp(2N). In each case the result can be expressed in…

We consider a minimal realization of a rational matrix functions. We perturb the polynomial part and one of the constant matrices from the realization part. We derive explicit computable expressions of backward errors of approximate…

Closely following recent ideas of J. Borcea, we discuss various modifications and relaxations of Sendov's conjecture about the location of critical points of a polynomial with complex coefficients. The resulting open problems are formulated…

Moments of the characteristic polynomial of a random matrix taken from any of the three ensembles, orthogonal, unitary or symplectic, are given either as a determinant or a pfaffian or as a sum of determinants. For gaussian ensembles…

We propose a simple generalization of the matrix resolvent to a resolvent for real symmetric tensors $T\in \otimes^p \mathbb{R}^N$ of order $p\ge 3$. The tensor resolvent yields an integral representation for a class of tensor invariants…