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We show that the spectral radius of an $N\times N$ random symmetric matrix with i.i.d. bounded centered but non-symmetrically distributed entries is bounded from above by $ 2 \*\sigma + o(N^{-6/11+\epsilon}), $ where $\sigma^2 $ is the…

Probability · Mathematics 2007-05-23 Sandrine Peche , Alexander Soshnikov

We consider non-Hermitian random matrices $X \in \mathbb{C}^{n \times n}$ with general decaying correlations between their entries. For large $n$, the empirical spectral distribution is well approximated by a deterministic density,…

Probability · Mathematics 2021-02-25 Johannes Alt , Torben Krüger

In this paper we develop and apply methods for the spectral analysis of non-self-adjoint tridiagonal infinite and finite random matrices, and for the spectral analysis of analogous deterministic matrices which are pseudo-ergodic in the…

Spectral Theory · Mathematics 2013-05-14 Simon N. Chandler-Wilde , Ratchanikorn Chonchaiya , Marko Lindner

A complete analysis of the essential spectrum of matrix-differential operators $\mathcal A$ of the form \begin{align} \begin{pmatrix} -\displaystyle{\frac{\rm d}{\rm d t}} p \displaystyle{\frac{\rm d}{\rm d t}} + q &…

Spectral Theory · Mathematics 2015-12-21 Orif O. Ibrogimov , Petr Siegl , Christiane Tretter

We investigate the stabilizability of discrete-time linear switched systems, when the sole control action of the controller is the switching signal, and when the controller has access to the state of the system in real time. Despite their…

Optimization and Control · Mathematics 2021-05-20 Carl P. Dettmann , R. M. Jungers , P. Mason

In this work, we examine spectral properties of Markov transition operators corresponding to Gaussian perturbations of discrete time dynamical systems on the circle. We develop a method for calculating asymptotic expressions for eigenvalues…

Probability · Mathematics 2009-08-10 John Mayberry

The joint spectral radius of a pair of 2x2 real matrices $(A_0,A_1)\in M_2(\mathbb{R})^2$ is defined to be $r(A_0,A_1)= \limsup_{n\to\infty} \max \{\|A_{i_1}...A_{i_n}\|^{1/n}: i_j\in\{0,1\}\}$, the optimal growth rate of the norm of…

Dynamical Systems · Mathematics 2017-02-10 Oliver Jenkinson , Mark Pollicott

The asymptotic behaviour of Linear Spectral Statistics (LSS) of the smoothed periodogram estimator of the spectral coherency matrix of a complex Gaussian high-dimensional time series $(\y_n)_{n \in \mathbb{Z}}$ with independent components…

Information Theory · Computer Science 2021-12-01 Philippe Loubaton , Alexis Rosuel

By using the independence structure of points following a determinantal point process, we study the radii of the spherical ensemble, the truncation of the circular unitary ensemble and the product ensemble with parameter n and k. The…

Probability · Mathematics 2014-11-10 Tiefeng Jiang , Yongcheng Qi

Anomalous transitions involving photons derived by many-body interaction of the form, $\partial_{\mu} G^{\mu}$, in the standard model are studied. This does not affect the equation of motion in the bulk, but makes wave functions modified,…

High Energy Physics - Phenomenology · Physics 2014-12-31 Kenzo Ishikawa , Toshiki Tajima , Yutaka Tobita

In this paper we study the joint/generalized spectral radius of a finite set of matrices in terms of its rank-one approximation by singular value decomposition. In the first part of the paper, we show that any finite set of matrices with at…

Numerical Analysis · Mathematics 2016-12-30 Jun Liu , Mingqing Xiao

We consider random $n\times n$ matrices $X$ with independent and centered entries and a general variance profile. We show that the spectral radius of $X$ converges with very high probability to the square root of the spectral radius of the…

Probability · Mathematics 2022-09-29 Johannes Alt , Laszlo Erdos , Torben Krüger

We study high-dimensional sample covariance matrices based on independent random vectors with missing coordinates. The presence of missing observations is common in modern applications such as climate studies or gene expression…

Probability · Mathematics 2016-03-01 Kamil Jurczak , Angelika Rohde

The eigenvalues and eigenvectors of the connectivity matrix of complex networks contain information about its topology and its collective behavior. In particular, the spectral density $\rho(\lambda)$ of this matrix reveals important network…

Adaptation and Self-Organizing Systems · Physics 2009-11-10 M. A. M. de Aguiar , Y. Bar-Yam

Let $(M,d,\mu)$ be a uniformly discrete metric measure space satisfying space homogeneous volume doubling condition. We consider discrete time Markov chains on $M$ symmetric with respect to $\mu$ and whose one-step transition density is…

Probability · Mathematics 2015-09-03 Mathav Murugan , Laurent Saloff-Coste

The Lyapunov exponent corresponding to a set of square matrices $\mathcal{A} = \{A_1, \dots, A_n \}$ and a probability distribution $p$ over $\{1, \dots, n\}$ is $\lambda(\mathcal{A},p) := \lim_{k \to \infty} \frac{1}{k} \,\mathbb{E} \log…

Optimization and Control · Mathematics 2020-06-30 Jason M. Altschuler , Pablo A. Parrilo

This paper investigates the robustness of exponential stability of a class of switched systems described by linear functional differential equations under arbitrary switching. We will measure the stability robustness of such a system,…

Dynamical Systems · Mathematics 2022-03-08 Nguyen Khoa Son , Le Van Ngoc

Let $A$ be a $n\times n$ complex Hermitian matrix and let $\lambda(A)=(\lambda_1,\ldots,\lambda_n)\in \mathbb{R}^n$ denote the eigenvalues of $A$, counting multiplicities and arranged in non-increasing order. Motivated by problems arising…

Functional Analysis · Mathematics 2021-04-15 Pedro Massey , Demetrio Stojanoff , Sebastian Zarate

We study linear time-invariant dissipative Hamiltonian differential-algebraic systems. We characterize when the systems are robustly asymptotically stable and derive exact conditions and bounds when this property is lost under…

Dynamical Systems · Mathematics 2026-05-15 Peter Benner , Volker Mehrmann , Anshul Prajapati , Punit Sharma

We study the spectral gap behavior of an operator obtained by summing a random permutation $M$ and a deterministic bistochastic matrix $Q$. We are interested in the asymptotic in terms of dimension. In the case where $(M,Q)$ are…

Probability · Mathematics 2026-02-05 Sarah Timhadjelt
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