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We investigate the spectral distribution of random matrix ensembles with correlated entries. We consider symmetric matrices with real valued entries and stochastically independent diagonals. Along the diagonals the entries may be…

Probability · Mathematics 2015-03-13 Olga Friesen , Matthias Löwe

Random matrices whose entries come from a stationary Gaussian process are studied. The limiting behavior of the eigenvalues as the size of the matrix goes to infinity is the main subject of interest in this work. It is shown that the…

Probability · Mathematics 2016-04-22 Arijit Chakrabarty , Rajat Subhra Hazra , Deepayan Sarkar

In applications of linear algebra including nuclear physics and structural dynamics, there is a need to deal with uncertainty in the matrices. We focus on matrices that depend on a set of parameters $\omega$ and we are interested in the…

Numerical Analysis · Mathematics 2019-04-23 Koen Ruymbeek , Karl Meerbergen , Wim Michiels

Well-known subadditivity results for positive operators (of Brown-Kosaki and Rotfeld/Ando-Zhan types) are extended to Hermitian and normal ones. Applications to Cartesian decomposition and block-matrices are given.

Functional Analysis · Mathematics 2009-06-09 jean-Christophe Bourin

In the first part we study deviation of a polynomial from its mathematical expectation. This deviation can be estimated from above by Carbery--Wright inequality, so we investigate estimates of the deviation from below. We obtain such…

Probability · Mathematics 2016-03-18 Lavrentin M. Arutyunyan , Egor D. Kosov

We consider eigenvalue condition numbers and backward errors for a class of symmetric nonlinear eigenvalue problems with eigenvector nonlinearities. For both of these quantities, we derive explicit and computable expressions that can be…

Numerical Analysis · Mathematics 2026-05-21 Vilhelm Peterson Lithell , Victor Janssens , Elias Jarlebring , Karl Meerbergen , Wim Michiels

The affine inverse eigenvalue problem consists of identifying a real symmetric matrix with a prescribed set of eigenvalues in an affine space. Due to its ubiquity in applications, various instances of the problem have been widely studied in…

Optimization and Control · Mathematics 2019-11-07 Utkan Candogan , Yong Sheng Soh , Venkat Chandrasekaran

We prove some inequalities involving fourth central moment of a random variable that takes values in a given finite interval. Both discrete and continuous cases are considered. Bounds for the spread are obtained when a given nxn complex…

Statistics Theory · Mathematics 2015-03-13 R. Sharma , R. Kumar , R. Saini , G. Kapoor

We introduce a new random matrix model called distance covariance matrix in this paper, whose normalized trace is equivalent to the distance covariance. We first derive a deterministic limit for the eigenvalue distribution of the distance…

Statistics Theory · Mathematics 2021-05-18 Weiming Li , Qinwen Wang , Jianfeng Yao

We study matricial approximations of master fields we constructed in a previous work. These approximations (in non-commutative distribution) are obtained by extracting blocks of a Brownian unitary diffusion (with entries in $\mathbb{R},…

Probability · Mathematics 2020-05-26 Nicolas Gilliers

In this paper some algorithms will be presented which can be used for the calculation of zeros of polynomials and eigenvalues of polynomial matrices with a multiplicity larger than one. The numerical values calculated with MATLAB are used…

Numerical Analysis · Mathematics 2014-09-23 Sigurd Falk

We study a new random matrix ensemble $X$ which is constructed by an application of a two dimensional linear filter to a matrix of iid random variables with infinite fourth moments. Our result gives asymptotic lower and upper bounds for the…

Probability · Mathematics 2012-12-03 Oliver Pfaffel

In this note, we derive non trivial sharp bounds related to the weighted harmonic-geometric-arithmetic means inequalities, when two out of the three terms are known. As application, we give an explicit bound for the trace of the inverse of…

Classical Analysis and ODEs · Mathematics 2010-09-27 Gerard Maze , Urs Wagner

We assume that every element of a matrix has a small, individual error, and model it by an external number, which is the sum of a nonstandard real number and a neutrix, the latter being a convex (external) set having the group property. The…

Rings and Algebras · Mathematics 2019-07-31 Nam van Tran , Imme van den Berg

The density of complex eigenvalues of random asymmetric $N\times N$ matrices is found in the large-$N$ limit. The matrices are of the form $H_0+A$ where $A$ is a matrix of $N^2$ independent, identically distributed random variables with…

Condensed Matter · Physics 2009-10-28 Boris A Khoruzhenko

Let $n$ and $k$ be two positive integers with $k\leq n$ and $C$ an $n \times n$ matrix with nonnegative entries. In this paper, the rank-$k$ numerical range in the max algebra setting is introduced and studied. The related notions of the…

General Mathematics · Mathematics 2024-12-17 Narges Haj Aboutalebi , Shaun Fallat , Aljosa Peperko , Davod Taghizadeh , Mohsen Zahraei

Scattering matrices with block symmetry, which corresponds to scattering process on cavities with geometrical symmetry, are analyzed. The distribution of transmission coefficient is computed for different number of channels in the case of a…

chao-dyn · Physics 2008-02-03 Karol Życzkowski

Positive definite matrices abound in a dazzling variety of applications. This ubiquity can be in part attributed to their rich geometric structure: positive definite matrices form a self-dual convex cone whose strict interior is a…

Functional Analysis · Mathematics 2013-12-31 Suvrit Sra

In this paper, we study the $q$-distance matrix for a distance-regular graph and show that the $q$-distance matrix of a distance-regular graph with classical parameters ($D, q, \alpha, \beta$) has exactly three distinct eigenvalues, of…

Combinatorics · Mathematics 2023-05-25 Jack H. Koolen , Mamoon Abdullah , Brhane Gebremichel , Sakander Hayat

In this paper, we obtain a sharp upper bound for the spectral radius of a nonnegative matrix. This result is used to present upper bounds for the adjacency spectral radius, the Laplacian spectral radius, the signless Laplacian spectral…

Combinatorics · Mathematics 2016-07-21 Lihua You , Yujie Shu , Xiao-Dong Zhang
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