Distribution of subdominant eigenvalues of random matrices (Q1594519)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Distribution of subdominant eigenvalues of random matrices |
scientific article; zbMATH DE number 1559476
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of subdominant eigenvalues of random matrices |
scientific article; zbMATH DE number 1559476 |
Statements
Distribution of subdominant eigenvalues of random matrices (English)
0 references
30 October 2001
0 references
Random matrices \(B\) of increasing size \(n\times n\) with independent entries having expectations \(1/n\) and variance not greater \(c/n^2\) are considered, where \(c\geq 0\) is a constant. It is shown that for any \(\varepsilon>0\) and positive \(p<1\) there exists a number \(n_0=n_0 (\varepsilon, p)\) such that for all \(n>n_0\) the spectral radius of \(B\) is \(\varepsilon\)-close to 1, while \(n-1\) eigenvalues of \(B\) lie in an open disc of radius \(\varepsilon\) around 0 in the complex plane with the probability \(p'>p\).
0 references
eigenvalue distribution
0 references
limit spectrum
0 references
random matrices
0 references
spectral radius
0 references