We establish large deviations estimates for the largest eigenvalue of Wigner matrices with sub-Gaussian entries. Under technical assumptions, we show that deviation behavior is universal small deviations, in sense speed and rate function are same as case GOE. In contrast, regime very obtain a non-universal function, thus establishing existence transition between two different mechanisms.

The mixing time of an ergodic, reversible Markov chain can be bounded in terms of the eigenvalues of the chain: specifically, the second-largest eigenvalue and the smallest eigenvalue. It has become standard to focus only on the secondlargest eigenvalue, by making the Markov chain “lazy”. (A lazy chain does nothing at each step with probability at least 1 2 , and has only nonnegative eigenvalue...

The cross-correlation matrix between equities comprises multiple interactions between traders with varying strategies and time horizons. In this paper, we use the Maximum Overlap Discrete Wavelet Transform (MODWT) to calculate correlation matrices over different time scales and then explore the eigenvalue spectrum over sliding time windows. The dynamics of the eigenvalue spectrum at different s...

the index of matrix a in cn.n is equivalent to the dimension of largest jor-dan block corresponding to the zero eigenvalue of a. in this paper, indicialequations and normal equations for solving inconsistent singular linear systemof equations are investigated.

We prove a conjecture by Van Dam & Sotirov on the smallest eigenvalue of (distance-j) Hamming graphs and a conjecture by Karloff on the smallest eigenvalue of (distance-j) Johnson graphs. More generally, we study the smallest eigenvalue and the second largest eigenvalue in absolute value of the graphs of the relations of classical P and Q-polynomial association schemes.

Consider the problem of computing the largest eigenvalue for nonnegative tensors. In this paper, we establish the Q-linear convergence of a power type algorithm for this problem under a weak irreducibility condition. Moreover, we present a convergent algorithm for calculating the largest eigenvalue for any nonnegative tensors.