Displaying similar documents to “Algorithms. 40. NEGEIG. Distribution of the eigenvalues of eigenproblem 𝐀 𝐱 = λ 𝐁 𝐱

Central limit theorems for eigenvalues of deformations of Wigner matrices

M. Capitaine, C. Donati-Martin, D. Féral (2012)

Annales de l'I.H.P. Probabilités et statistiques

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In this paper, we study the fluctuations of the extreme eigenvalues of a spiked finite rank deformation of a Hermitian (resp. symmetric) Wigner matrix when these eigenvalues separate from the bulk. We exhibit quite general situations that will give rise to universality or non-universality of the fluctuations, according to the delocalization or localization of the eigenvectors of the perturbation. Dealing with the particular case of a spike with multiplicity one, we also establish a necessary...

A note on certain ergodicity coeflcients

Francesco Tudisco (2015)

Special Matrices

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We investigate two ergodicity coefficients ɸ ∥∥ and τn−1, originally introduced to bound the subdominant eigenvalues of nonnegative matrices. The former has been generalized to complex matrices in recent years and several properties for such generalized version have been shown so far.We provide a further result concerning the limit of its powers. Then we propose a generalization of the second coefficient τ n−1 and we show that, under mild conditions, it can be used to recast the eigenvector...