相关论文: Asymptotic behavior of the smallest eigenvalue of …
There has been a growing interest in providing models for multivariate spatial processes. A majority of these models specify a parametric matrix covariance function. Based on observations, the parameters are estimated by maximum likelihood…
This paper is devoted to the asymptotic behavior of all eigenvalues of Symmetric (in general non Hermitian) Toeplitz matrices with moderately smooth symbols which trace out a simple loop on the complex plane line as the dimension of the…
Motivated by [9] we study the existence of the inverse of infinite Hermitian moment matrices associated with measures with support on the complex plane. We relate this problem to the asymptotic behaviour of the smallest eigenvalues of…
We study the asymptotic behavior of the smallest eigenvalue, $\lambda_{N}$, of the Hankel (or moments) matrix denoted by $\mathcal{H}_{N}=\left(\mu_{m+n}\right)_{0\leq m,n\leq N}$, with respect to the weight $w(x)=x^{\alpha}{\rm…
Let $\bm{x}_1,\cdots,\bm{x}_n$ be a random sample of size $n$ from a $p$-dimensional population distribution, where $p=p(n)\rightarrow\infty$. Consider a symmetric matrix $W=X^\top X$ with parameters $n$ and $p$, where…
Symplectic eigenvalues are conventionally defined for symmetric positive-definite matrices via Williamson's diagonal form. Many properties of standard eigenvalues, including the trace minimization theorem, are extended to the case of…
We consider the class of simple graphs with large algebraic connectivity (the second-smallest eigenvalue of the Laplacian matrix). For this class of graphs we determine the asymptotic behavior of the number of Eulerian orientations. In…
We investigate random density matrices obtained by partial tracing larger random pure states. We show that there is a strong connection between these random density matrices and the Wishart ensemble of random matrix theory. We provide…
This work examines various statistical distributions in connection with random Vandermonde matrices and their extension to $d$--dimensional phase distributions. Upper and lower bound asymptotics for the maximum singular value are found to…
The classical random matrix theory is mostly focused on asymptotic spectral properties of random matrices as their dimensions grow to infinity. At the same time many recent applications from convex geometry to functional analysis to…
An eigenvalue of the adjacency matrix of a graph is said to be \emph{main} if the all-1 vector is not orthogonal to the associated eigenspace. In this work, we approach the main eigenvalues of some graphs. The graphs with exactly two main…
Any sequence of uniformly bounded $N\times N$ Hermitian Toeplitz matrices $\{\boldsymbol{H}_N\}$ is asymptotically equivalent to a certain sequence of $N\times N$ circulant matrices $\{\boldsymbol{C}_N\}$ derived from the Toeplitz matrices…
We define the asymptotic behavior "almost everywhere" of additive and multiplicative arithmetic functions in the paper. Classes of additive and multiplicative arithmetic functions are singled out for which the asymptotics coincides "almost…
In this paper we give an asymptotic formula for a matrix integral which plays a crucial role in the approach of Diaconis et al. to random matrix eigenvalues. The choice of parameter for the asymptotic analysis is motivated by an invariant…
We use counting arguments to show that asymptotically almost all sparse paving matroids contain an $H$-minor, where $H$ falls into one of several simple classes of matroids. Furthermore the result holds for all $H$ in a larger class of…
An asymptotic expression of the orthonormal polynomials $\mathcal{P}_{N}(z)$ as $N\rightarrow\infty$, associated with the singularly perturbed Laguerre weight $w_{\alpha}(x;t)=x^{\alpha}{\rm…
Consider a standard white Wishart matrix with parameters $n$ and $p$. Motivated by applications in high-dimensional statistics and signal processing, we perform asymptotic analysis on the maxima and minima of the eigenvalues of all the $m…
We determine the asymptotic behaviour of the number of the Eulerian circuits in undirected simple graphs with large algebraic connectivity (the second-smallest eigenvalue of the Laplacian matrix). We also prove some new properties of the…
This paper is concerned with the least squares estimator for a basic class of nonlinear autoregressive models, whose outputs are not necessarily to be ergodic. Several asymptotic properties of the least squares estimator have been…
We consider a class of sparse random matrices, which includes the adjacency matrix of Erd\H{o}s-R\'enyi graph ${\bf G}(N,p)$. For $N^{-1+o(1)}\leq p\leq 1/2$, we show that the non-trivial edge eigenvectors are asymptotically jointly normal.…