On the characteristic values of non-symmetric block random matrices (Q910467)
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scientific article; zbMATH DE number 4139950
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the characteristic values of non-symmetric block random matrices |
scientific article; zbMATH DE number 4139950 |
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On the characteristic values of non-symmetric block random matrices (English)
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1990
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The author considers random matrices where the entries are independent, have bounded moments, and their expectations are given by a fixed matrix \(D\) whose entries correspond to blocks of the original \(A\). He proves that as the size \(n\) of the blocks approaches infinity there are \(m\) (size of \(D\)) eigenvalues of order \(n\) and the others have order \(n^{1/2+\varepsilon}\), where \(\varepsilon\) is arbitrarily small and positive.
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characteristic values
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nonsymmetric block random matrices
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moments
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eigenvalues
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