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This work is concerned with the stability of regime-switching processes under the perturbation of the transition rate matrices. From the viewpoint of application, two kinds of perturbations are studied: the size of the transition rate…

Probability · Mathematics 2018-12-27 Jinghai Shao , Chenggui Yuan

We investigate almost-degenerate perturbation theory of eigenvalue problems, using spectral projectors, also named density matrices. When several eigenvalues are close to each other, the coefficients of the perturbative series become…

Mathematical Physics · Physics 2023-07-11 Charles Arnal , Louis Garrigue

Under the mild trace-norm assumptions we show that the eigenvalues of a generic (non Hermitian) complex perturbation of a Jacobi matrix sequence (not necessarily real) are still distributed as the real-valued function $2\cos t$ on…

Spectral Theory · Mathematics 2007-05-23 Leonid Golinskii , Stefano Serra-Capizzano

Matrix concentration inequalities and their recently discovered sharp counterparts provide powerful tools to bound the spectrum of random matrices whose entries are linear functions of independent random variables. However, in many…

Probability · Mathematics 2025-04-02 Afonso S. Bandeira , Kevin Lucca , Petar Nizić-Nikolac , Ramon van Handel

A characterization of the structure of a regular matrix pencil obtained by a bounded rank perturbation of another regular matrix pencil has been recently obtained. The result generalizes the solution for the bounded rank perturbation…

Algebraic Geometry · Mathematics 2019-08-08 Itziar Baragaña , Alicia Roca

McDonald and Paparella [Linear Algebra Appl. 498 (2016), 145--159] gave a necessary condition on the structure of Jordan chains of $h$-cyclic matrices. In this work, that necessary condition is shown to be sufficient. As a consequence, we…

Spectral Theory · Mathematics 2021-10-20 Andrew L. Nickerson , Pietro Paparella

We introduce a complex-plane generalization of the consecutive level-spacing distribution, used to distinguish regular from chaotic quantum spectra. Our approach features the distribution of complex-valued ratios between nearest- and…

Statistical Mechanics · Physics 2020-07-15 Lucas Sá , Pedro Ribeiro , Tomaž Prosen

Eigenvalue and eigenvector perturbation theory is a fundamental topic in several disciplines, including numerical linear algebra, quantum physics, and related fields. The central problem is to understand how the eigenvalues and eigenvectors…

Numerical Analysis · Mathematics 2026-02-26 Francesco Hrobat , Yuji Nakatsukasa

We study random normal matrix models whose eigenvalues tend to be distributed within a narrow "band" around the unit circle of width proportional to $\frac1n$, where $n$ is the size of matrices. For general radially symmetric potentials…

Probability · Mathematics 2021-12-22 Sung-Soo Byun , Seong-Mi Seo

Standard perturbation theory of eigenvalue problems consists of obtaining approximations of eigenmodes in the neighborhood of an operator where the corresponding eigenmode is known. Nevertheless, if the corresponding eigenmodes of several…

Mathematical Physics · Physics 2025-07-29 Geneviève Dusson , Louis Garrigue , Benjamin Stamm

This book is about solving matrix nearness problems that are related to eigenvalues or singular values or pseudospectra. These problems arise in great diversity in various fields, be they related to dynamics, as in questions of robust…

Numerical Analysis · Mathematics 2025-07-29 Nicola Guglielmi , Christian Lubich

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…

Probability · Mathematics 2024-03-05 Giorgio Cipolloni , László Erdős , Yuanyuan Xu

Disordered mechanical systems with high connectivity represent a limit opposite to the more familiar case of disordered crystals. Individual ions in a crystal are subjected essentially to nearest-neighbor interactions. In contrast, the…

Mathematical Physics · Physics 2022-02-01 Joshua Feinberg , Roman Riser

We calculate the probability to find exactly $n$ eigenvalues in a spectral interval of a large random $N \times N$ matrix when this interval contains $s \ll N$ eigenvalues on average. The calculations exploit an analogy to the problem of…

Condensed Matter · Physics 2009-10-22 M. M. Fogler , B. I. Shklovskii

In this paper we study how perturbing a matrix changes its non-negative rank. We prove that the non-negative rank is upper-semicontinuos and we describe some special families of perturbations. We show how our results relate to Statistics in…

Combinatorics · Mathematics 2011-07-21 Cristiano Bocci , Enrico Carlini , Fabio Rapallo

We study spectral properties of bounded and unbounded complex Jacobi matrices. In particular, we formulate conditions assuring that the spectrum of the studied operators is continuous on some subsets of the complex plane and we provide…

Spectral Theory · Mathematics 2020-03-05 Grzegorz Świderski

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

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…

Numerical Analysis · Mathematics 2017-04-06 Silvia Noschese , Lothar Reichel

The problem of the effect of two-frequency quasi-periodic perturbations on systems close to arbitrary nonlinear two-dimensional Hamiltonian ones is studied in the case when the corresponding perturbed autonomous systems have a double limit…

Dynamical Systems · Mathematics 2020-11-24 O. S. Kostromina

Let $M_n$ be the algebra of $n \times n$ complex matrices. We consider arbitrary subalgebras $\mathcal{A}$ of $M_n$ which contain the algebra of all upper-triangular matrices (i.e.\ block upper-triangular subalgebras), and their Jordan…

Rings and Algebras · Mathematics 2024-10-22 Ilja Gogić , Tatjana Petek , Mateo Tomašević
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