Displaying similar documents to “Solution of the problem of optimal diagonal scaling for quasi-real Hermitian positive-definite 3 × 3 matrices.”

Inertias and ranks of some Hermitian matrix functions with applications

Xiang Zhang, Qing-Wen Wang, Xin Liu (2012)

Open Mathematics

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Let S be a given set consisting of some Hermitian matrices with the same size. We say that a matrix A ∈ S is maximal if A − W is positive semidefinite for every matrix W ∈ S. In this paper, we consider the maximal and minimal inertias and ranks of the Hermitian matrix function f(X,Y) = P − QXQ* − TYT*, where * means the conjugate and transpose of a matrix, P = P*, Q, T are known matrices and for X and Y Hermitian solutions to the consistent matrix equations AX =B and YC = D respectively....

Universality for certain hermitian Wigner matrices under weak moment conditions

Kurt Johansson (2012)

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

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We study the universality of the local eigenvalue statistics of Gaussian divisible Hermitian Wigner matrices. These random matrices are obtained by adding an independent GUE matrix to an Hermitian random matrix with independent elements, a Wigner matrix. We prove that Tracy–Widom universality holds at the edge in this class of random matrices under the optimal moment condition that there is a uniform bound on the fourth moment of the matrix elements. Furthermore, we show that universality...