Concentration of the spectral measure of large Wishart matrices with dependent entries.
Guntuboyina, Adityanand, Leeb, Hannes (2009)
Electronic Communications in Probability [electronic only]
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Displaying similar documents to “Concentration of the spectral measure for large matrices.”
Concentration of the spectral measure of large Wishart matrices with dependent entries.
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We extend probability estimates on the smallest singular value of random matrices with independent entries to a class of sparse random matrices. We show that one can relax a previously used condition of uniform boundedness of the variances from below. This allows us to consider matrices with null entries or, more generally, with entries having small variances. Our results do not assume identical distribution of the entries of a random matrix and help to clarify the role of the variances...
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We consider large Wigner random matrices and related ensembles of real symmetric and Hermitian random matrices. Our results are related to the local spectral properties of these ensembles.
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Wigner theorems for random matrices with dependent entries: ensembles associated to symmetric spaces and sample covariance matrices.
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Pentadiagonal Companion Matrices
Brydon Eastman, Kevin N. Vander Meulen (2016)
Special Matrices
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The class of sparse companion matrices was recently characterized in terms of unit Hessenberg matrices. We determine which sparse companion matrices have the lowest bandwidth, that is, we characterize which sparse companion matrices are permutationally similar to a pentadiagonal matrix and describe how to find the permutation involved. In the process, we determine which of the Fiedler companion matrices are permutationally similar to a pentadiagonal matrix. We also describe how to find...