The Spectral Radius of Large Random Matrices
نویسندگان
چکیده
منابع مشابه
On the spectral radius of nonnegative matrices
We give lower bounds for the spectral radius of nonnegative matrices and nonnegative symmetric matrices, and prove necessary and sufficient conditions to achieve these bounds.
متن کاملJoint and Generalized Spectral Radius of Upper Triangular Matrices with Entries in a Unital Banach Algebra
In this paper, we discuss some properties of joint spectral {radius(jsr)} and generalized spectral radius(gsr) for a finite set of upper triangular matrices with entries in a Banach algebra and represent relation between geometric and joint/generalized spectral radius. Some of these are in scalar matrices, but some are different. For example for a bounded set of scalar matrices,$Sigma$, $r_*...
متن کاملSpectral Radii of Large Non-Hermitian Random Matrices
By using the independence structure of points following a determinantal point process, we study the radii of the spherical ensemble, the truncation of the circular unitary ensemble and the product ensemble with parameter n and k. The limiting distributions of the three radii are obtained. They are not the Tracy-Widom distribution. In particular, for the product ensemble, we show that the limiti...
متن کاملSpectral Measure of Large Random Hankel, Markov and Toeplitz Matrices
We study the limiting spectral measure of large symmetric random matrices of linear algebraic structure. For Hankel and Toeplitz matrices generated by i.i.d. random variables {Xk} of unit variance, and for symmetric Markov matrices generated by i.i.d. random variables {Xij}j>i of zero mean and unit variance, scaling the eigenvalues by √ n we prove the almost sure, weak convergence of the spectr...
متن کاملSpectral radius, symmetric and positive matrices
If ρ(A) > 1, then lim n→∞ ‖A‖ =∞. Proof. Recall that A = CJC−1 for a matrix J in Jordan normal form and regular C, and that A = CJnC−1. If ρ(A) = ρ(J) < 1, then J converges to the 0 matrix, and thus A converges to the zero matrix as well. If ρ(A) > 1, then J has a diagonal entry (J)ii = λ n for an eigenvalue λ such that |λ| > 1, and if v is the i-th column of C and v′ the i-th row of C−1, then ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1986
ISSN: 0091-1798
DOI: 10.1214/aop/1176992372