Related papers: On the gap between deterministic and probabilistic…
The second largest eigenvalue of a transition matrix $P$ has connections with many properties of the underlying Markov chain, and especially its convergence rate towards the stationary distribution. In this paper, we give an asymptotic…
We consider the spectral radius of a large random matrix $X$ with independent, identically distributed entries. We show that its typical size is given by a precise three-term asymptotics with an optimal error term beyond the radius of the…
What is the connection of random matrices with integrable systems? Is this connection really useful? Introducing apprpriate times in the distribution of the ensemble of matrices, one shows that the corresponding distribution of the…
This article is concerned with the spectral behavior of $p$-dimensional linear processes in the moderately high-dimensional case when both dimensionality $p$ and sample size $n$ tend to infinity so that $p/n\to0$. It is shown that, under an…
We consider the asymptotic behavior as $n\to\infty$ of the spectra of random matrices of the form \[\frac{1}{\sqrt{n-1}}\sum_{k=1}^{n-1}Z_{nk}\rho_n ((k,k+1)),\] where for each $n$ the random variables $Z_{nk}$ are i.i.d. standard Gaussian…
We study the finite-step realizability of the joint/generalized spectral radius of a pair of real $d\times d$ matrices, one of which has rank 1. Then we prove that there always exists a finite-length word for which there holds the spectral…
Let $A=(a_{ij})\in M_n(\R)$ be an $n$ by $n$ symmetric stochastic matrix. For $p\in [1,\infty)$ and a metric space $(X,d_X)$, let $\gamma(A,d_X^p)$ be the infimum over those $\gamma\in (0,\infty]$ for which every $x_1,...,x_n\in X$ satisfy…
The joint spectral radius (JSR) of a set of matrices characterizes the maximal asymptotic growth rate of an infinite product of matrices of the set. This quantity appears in a number of applications including the stability of switched and…
It's well-known that in a traditional discrete-time autonomous linear systems, the eigenvalues of the weigth (system) matrix solely determine the stability of the system. If the spectral radius of the system matrix is larger than 1, then…
Using ergodic theory, in this paper we present a Gel'fand-type spectral radius formula which states that the joint spectral radius is equal to the generalized spectral radius for a matrix multiplicative semigroup $\bS^+$ restricted to a…
We study the spectral properties of a class of random matrices of the form $S_n^{-} = n^{-1}(X_1 X_2^* - X_2 X_1^*)$ where $X_k = \Sigma^{1/2}Z_k$, for $k=1,2$, $Z_k$'s are independent $p\times n$ complex-valued random matrices, and…
We analyze the spectral properties of the high-dimensional random geometric graph $G(n, d, p)$, formed by sampling $n$ i.i.d vectors $\{v_i\}_{i=1}^{n}$ uniformly on a $d$-dimensional unit sphere and connecting each pair $\{i,j\}$ whenever…
The physical aspects of partially coherent radiation interacting with deterministic non-Hermitian periodic materials remain largely unexplored in the statistical optics literature. Here, we consider the scattering of partially coherent…
We study the asymptotic behavior of the appropriately scaled and possibly perturbed spectral measure $\mu$ of large random real symmetric matrices with heavy tailed entries. Specifically, consider the N by N symmetric matrix $Y_N^\sigma$…
We consider the ensemble of $N\times N$ ($N\gg 1$) symmetric random matrices with the bimodal independent distribution of matrix elements: each element could be either "1" with the probability $p$, or "0" otherwise. We pay attention to the…
Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…
We introduce a nonlinear extension of the joint spectral radius (JSR) for switched discrete-time dynamical systems governed by sub-homogeneous and order-preserving maps acting on cones. We show that this nonlinear JSR characterizes both the…
Consider large signal-plus-noise data matrices of the form $S + \Sigma^{1/2} X$, where $S$ is a low-rank deterministic signal matrix and the noise covariance matrix $\Sigma$ can be anisotropic. We establish the asymptotic joint distribution…
In this article, we introduce iterative deterministic equivalents as a novel technique for the performance analysis of communication systems whose channels are modeled by complex combinations of independent random matrices. This technique…
Random sampling of large Markov matrices with a tunable spectral gap, a nonuniform stationary distribution, and a nondegenerate limiting empirical spectral distribution (ESD) is useful. Fix $c>0$ and $p>0$. Let $A_n$ be the adjacency matrix…