The norm of polynomials in large random and deterministic matrices

نویسندگان

  • Camille Male
  • Dimitri Shlyakhtenko
چکیده

Let XN = (X (N) 1 , . . . , X (N) p ) be a family of N × N independent, normalized random matrices from the Gaussian Unitary Ensemble. We state sufficient conditions on matrices YN = (Y (N) 1 , . . . , Y (N) q ), possibly random but independent of XN , for which the operator norm of P (XN ,YN ,Y∗ N) converges almost surely for all polynomials P . Limits are described by operator norms of objects from free probability theory. Taking advantage of the choice of the matrices YN and of the polynomials P , we get for a large class of matrices the ”no eigenvalues outside a neighborhood of the limiting spectrum“ phenomena. We give examples of diagonal matrices YN for which the convergence holds. Convergence of the operator norm is shown to hold for block matrices, even with rectangular Gaussian blocks, a situation including non-white Wishart matrices and some matrices encountered in MIMO systems.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Numerical Solution of Weakly Singular Ito-Volterra Integral Equations via Operational Matrix Method based on Euler Polynomials

Introduction Many problems which appear in different sciences such as physics, engineering, biology, applied mathematics and different branches can be modeled by using deterministic integral equations. Weakly singular integral equation is one of the principle type of integral equations which was introduced by Abel for the first time. These problems are often dependent on a noise source which a...

متن کامل

Application of the exact operational matrices for solving the Emden-Fowler equations, arising in ‎Astrophysics‎

The objective of this paper is applying the well-known exact operational matrices (EOMs) idea for solving the Emden-Fowler equations, illustrating the superiority of EOMs over ordinary operational matrices (OOMs). Up to now, a few studies have been conducted on EOMs ; but the solved differential equations did not have high-degree nonlinearity and the reported results could not strongly show the...

متن کامل

The Strong Asymptotic Freeness of Haar and Deterministic Matrices

In this paper, we are interested in sequences of q-tuple of N × N random matrices having a strong limiting distribution (i.e. given any non-commutative polynomial in the matrices and their conjugate transpose, its normalized trace and its norm converge). We start with such a sequence having this property, and we show that this property pertains if the q-tuple is enlarged with independent unitar...

متن کامل

Operational matrices with respect to Hermite polynomials and their applications in solving linear differential equations with variable coefficients

In this paper, a new and efficient approach is applied for numerical approximation of the linear differential equations with variable coeffcients based on operational matrices with respect to Hermite polynomials. Explicit formulae which express the Hermite expansion coeffcients for the moments of derivatives of any differentiable function in terms of the original expansion coefficients of the f...

متن کامل

Spectral Norm of Products of Random and Deterministic Matrices

We study the spectral norm of matrices W that can be factored as W = BA, where A is a random matrix with independent mean zero entries and B is a fixed matrix. Under the (4 + ε)-th moment assumption on the entries of A, we show that the spectral norm of such an m×n matrix W is bounded by √ m + √ n, which is sharp. In other words, in regard to the spectral norm, products of random and determinis...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2012