English
Related papers

Related papers: How fast does spectral radius of truncated circula…

200 papers

Consider a truncated circular unitary matrix which is a $p_n$ by $p_n$ submatrix of an $n$ by $n$ circular unitary matrix by deleting the last $n-p_n$ columns and rows. Jiang and Qi (2017) proved that the maximum absolute value of the…

Statistics Theory · Mathematics 2017-09-19 Wenhao Gui , Yongcheng Qi

Consider a truncated circular unitary matrix which is a $p_n$ by $p_n$ submatrix of an $n$ by $n$ circular unitary matrix after deleting the last $n-p_n$ columns and rows. Jiang and Qi \cite{JiangQi2017} and Gui and Qi \cite{GQ2018} study…

Probability · Mathematics 2020-08-26 Yu Miao , Yongcheng Qi

Consider the complex Ginibre ensemble, whose eigenvalues are $(\lambda_i)_{1\le i\le n}$ and the spectral radius $R_n=\max_{1\le i\le n}|\lambda_i|.$ Set $X_n=\sqrt{4 \gamma_{n}}(R_{n}-\sqrt{n}-\frac12\sqrt{\gamma_{n}})$ and $F_n$ be its…

Probability · Mathematics 2025-01-15 Yutao Ma , Xujia Meng

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

Let $X$ be an $n\times n$ matrix with independent and identically distributed entries $x_{ij} \stackrel{\text { d }}{=} n^{-1 / 2} x$ for some complex random variable $x$ of mean zero and variance one. Let $\{\sigma_i\}_{1\le i\le n}$ be…

Probability · Mathematics 2025-06-10 Xinchen Hu , Yutao Ma

Consider a square random matrix with independent and identically distributed entries of mean zero and unit variance. We show that as the dimension tends to infinity, the spectral radius is equivalent to the square root of the dimension in…

Probability · Mathematics 2022-04-20 Charles Bordenave , Djalil Chafaï , David García-Zelada

This paper is concerned with complex eigenvalues of truncated unitary quaternion matrices equipped with the Haar measure. The joint eigenvalue probability density function is obtained for truncations of any size. We also obtain the spectral…

Mathematical Physics · Physics 2021-11-04 Boris A. Khoruzhenko , Serhii Lysychkin

We consider the empirical eigenvalue distribution of an $m\times m$ principal submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. For $n$ and $m$ large with $\frac{m}{n}=\alpha$, the empirical spectral…

Probability · Mathematics 2019-05-08 Elizabeth Meckes , Kathryn Stewart

Let $A$ and $B$ be two $N$ by $N$ deterministic Hermitian matrices and let $U$ be an $N$ by $N$ Haar distributed unitary matrix. It is well known that the spectral distribution of the sum $H=A+UBU^*$ converges weakly to the free additive…

Probability · Mathematics 2016-06-10 Zhigang Bao , Laszlo Erdos , Kevin Schnelli

We analyze properties of non-hermitian matrices of size M constructed as square submatrices of unitary (orthogonal) random matrices of size N>M, distributed according to the Haar measure. In this way we define ensembles of random matrices…

chao-dyn · Physics 2009-10-31 Karol Zyczkowski , Hans-Juergen Sommers

We consider the empirical eigenvalue distribution of an $m\times m$ principle submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. Earlier work of Petz and R\'effy identified the limiting spectral measure…

Probability · Mathematics 2019-04-12 Elizabeth Meckes , Kathryn Stewart

We consider the convergence of the empirical spectral measures of random $N \times N$ unitary matrices. We give upper and lower bounds showing that the Kolmogorov distance between the spectral measure and the uniform measure on the unit…

Probability · Mathematics 2017-11-01 Elizabeth S. Meckes , Mark W. Meckes

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

Let A(G) be the adjacency tensor (hypermatrix) of uniform hypergraph G. The maximum modulus of the eigenvalues of A(G) is called the spectral radius of G. In this paper, the conjecture of Fan et al. in [5] related to compare the spectral…

Combinatorics · Mathematics 2016-05-09 Liying Kang , Lele Liu , Liqun Qi , Xiying Yuan

We apply the operation of random independent thinning on the eigenvalues of $n\times n$ Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenvalues, and we study the statistics of the eigenvalues of…

Mathematical Physics · Physics 2017-08-14 Christophe Charlier , Tom Claeys

Let $\a$ be a complex random variable with mean zero and bounded variance $\sigma^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\a$. Let $\lambda_{1}, ..., \lambda_{n}$ be the eigenvalues of…

Probability · Mathematics 2008-02-29 Terence Tao , Van Vu

Let $Z_1, \cdots, Z_n$ denote the eigenvalues of the product $\prod_{j=1}^{k_n} \boldsymbol{A}_j$, where $\{\boldsymbol{A}_j\}_{1 \le j \le k_n}$ are independent $n\times n$ complex Ginibre matrices. Define $\alpha = \lim\limits_{n \to…

Probability · Mathematics 2026-04-14 Yutao Ma , Xujia Meng

We address the local spectral behavior of the random matrix $\Pi_1 U^{\otimes k} \Pi_2 U^{\otimes k *} \Pi_1$, where $U$ is a Haar distributed unitary matrix of size $n\times n$, the factor $k$ is at most $c_0\log n$ for a small constant…

Probability · Mathematics 2013-11-27 Brendan Farrell , Raj Rao Nadakuditi

Let $A$ be a square random matrix of size $n$, with mean zero, independent but not identically distributed entries, with variance profile $S$. When entries are i.i.d. with unit variance, the spectral radius of $n^{-1/2}A$ converges to $1$…

Probability · Mathematics 2025-08-08 Yi Han

Consider two types of products of independent random matrices, including products of Ginibre matrices and inverse Ginibre matrices and products of truncated Haar unitary matrices and inverse truncated Haar matrices. Each product matrix has…

Probability · Mathematics 2025-06-13 Shuhua Chang , Tiefeng Jiang , Yongcheng Qi
‹ Prev 1 2 3 10 Next ›