相关论文: Some inequalities for central moments of matrices
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…
We derive some inequalities involving first four central moments of discrete and continuous distributions. Bounds for the eigenvalues and spread of a matrix are obtained when all its eigenvalues are real. Likewise, we discuss bounds for the…
We prove that, for general test functions, the limiting behavior of the linear statistic of an independent entry random matrix is determined only by the first four moments of the entry distributions. This immediately generalizes the known…
This paper considers random (non-Hermitian) circulant matrices, and proves several results analogous to recent theorems on non-Hermitian random matrices with independent entries. In particular, the limiting spectral distribution of a random…
We investigate traces of powers of random matrices whose distributions are invariant under rotations (with respect to the Hilbert--Schmidt inner product) within a real-linear subspace of the space of $n\times n$ matrices. The matrices we…
Consider an ensemble of $N\times N$ non-Hermitian matrices in which all entries are independent identically distributed complex random variables of mean zero and absolute mean-square one. If the entry distributions also possess bounded…
In this paper, we first derive an inequality involving central moments for n real numbers, which in turn provides an extension of Theorem 2.2 of Wolkowicz and Styan [18]. Furthermore, we present refinements of various inequalities obtained…
We consider large non-Hermitian random matrices $X$ with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having…
We consider a discrete, non-Hermitian random matrix model, which can be expressed as a shift of a rank-one perturbation of an anti-symmetric matrix. We show that, asymptotically almost surely, the real parts of the eigenvalues 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…
This note presents explicit formulae for the exponentials of a wide variety of matrices which are 4x4, anti-Hermitian. Easily verifiable conditions characterizing when such matrices admit one of three minimal polynomials are also given.…
In this paper the problem of noncommutative elastic scattering in a central field is considered. General formulas for the differential cross-section for two cases are obtained. For the case of high energy of an incident wave it is shown…
We consider N x N matrices with complex entries that are perturbed by a complex Gaussian matrix with small variance. We prove that if the unperturbed matrix satisfies certain local laws then the bulk correlation functions are universal in…
We show that a formal power series in $2N$ non-commuting indeterminates is a positive non-commutative kernel if and only if the kernel on $N$-tuples of matrices of any size obtained from this series by matrix substitution is positive. We…
A central tool in the study of nonhomogeneous random matrices, the noncommutative Khintchine inequality, yields a nonasymptotic bound on the spectral norm of general Gaussian random matrices $X=\sum_i g_i A_i$ where $g_i$ are independent…
We investigate the generalized moment membership problem for matrices, a formulation equivalent to Skolem's problem for linear recurrence sequences. We show decidability for orthogonal, unitary, and real eigenvalue matrices, and…
We present the first general formulas for the central and non-central moments of the multinomial distribution, using a combinatorial argument and the factorial moments previously obtained in Mosimann (1962). We use the formulas to give…
It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…
We review some convexity inequalities for Hermitian matrices an add one more to the list.
We present a concentration inequality for linear functionals of noncommutative polynomials in random matrices. Our hypotheses cover most standard ensembles, including Gaussian matrices, matrices with independent uniformly bounded entries…