Canonical forms for doubly structured matrices and pencils.
The Cartan matrix of a finite dimensional algebra A is an important combinatorial invariant reflecting frequently structural properties of the algebra and its module category. For example, one of the important features of the modular representation theory of finite groups is the nonsingularity of Cartan matrices of the associated group algebras (Brauer’s theorem). Recently, the class of all tame selfinjective algebras having simply connected Galois coverings and the stable Auslander-Reiten quiver...
We prove that any quaternionic matrix of order n ≤3 admits a characteristic function, whose roots are the left eigenvalues, that satisfes Cayley-Hamilton theorem.
2000 Mathematics Subject Classification: 15A15, 15A24, 15A33, 16S50.For an n×n matrix A over an arbitrary unitary ring R, we obtain the following Cayley-Hamilton identity with right matrix coefficients: (λ0I+C0)+A(λ1I+C1)+… +An-1(λn-1I+Cn-1)+An (n!I+Cn) = 0, where λ0+λ1x+…+λn-1 xn-1+n!xn is the right characteristic polynomial of A in R[x], I ∈ Mn(R) is the identity matrix and the entries of the n×n matrices Ci, 0 ≤ i ≤ n are in [R,R]. If R is commutative, then C0 = C1 = … = Cn-1 = Cn = 0 and our...
In many applications, one needs to make statistical inference on the parameters defined by the limiting spectral distribution of an F matrix, the product of a sample covariance matrix from the independent variable array (Xjk)p×n1 and the inverse of another covariance matrix from the independent variable array (Yjk)p×n2. Here, the two variable arrays are assumed to either both real or both complex. It helps to find the asymptotic distribution of the relevant parameter estimators associated with the...
In this paper, we are concerned with the large limit of the distributions of linear combinations of the entries of a Brownian motion on the group of unitary matrices. We prove that the process of such a linear combination converges to a Gaussian one. Various scales of time and various initial distributions are considered, giving rise to various limit processes, related to the geometric construction of the unitary Brownian motion. As an application, we propose a very short proof of the asymptotic...
We consider the sample covariance matrices of large data matrices which have i.i.d. complex matrix entries and which are non-square in the sense that the difference between the number of rows and the number of columns tends to infinity. We show that the second-order correlation function of the characteristic polynomial of the sample covariance matrix is asymptotically given by the sine kernel in the bulk of the spectrum and by the Airy kernel at the edge of the spectrum. Similar results are given...
Let P ∈ ℂmxm and Q ∈ ℂn×n be invertible matrices partitioned as P = [P0 P1 · · · Pk−1] and Q = [Q0 Q1 · · · Qk−1], with P ℓ ∈ ℂm×mℓ and Qℓ ∈ ℂn×nℓ , 0 ≤ ℓ ≤ k − 1. Partition P−1 and Q−1 as [...] where P̂ℓ ∈ ℂmℓ ×m, Q̂ℓ ∈ ℂnℓ×n , P̂ℓPm = δℓmImℓ , and Q̂ℓQm = δℓmInℓ , 0 ≤ ℓ, m ≤ k − 1. Let Zk = {0, 1, . . . , k − 1}. We study matrices A = [...] Pσ(ℓ)FℓQℓ and B = [...] QℓGℓPσ(ℓ), where σ : Zk → Zk. Special cases: A = [...] and B = [...] , where Aℓ ∈ ℂd1×d2 and Bℓ ∈ ℂd2×d1, 0 ≤ ℓ ≤ k − 1.
This paper deals with some properties of α1-matrices and α2-matrices which are subclasses of nonsingular H-matrices. In particular, new characterizations of these two subclasses are given, and then used for proving algebraic properties related to subdirect sums and Hadamard products.
We prove a Chevet type inequality which gives an upper bound for the norm of an isotropic log-concave unconditional random matrix in terms of the expectation of the supremum of “symmetric exponential” processes, compared to the Gaussian ones in the Chevet inequality. This is used to give a sharp upper estimate for a quantity that controls uniformly the Euclidean operator norm of the submatrices with k rows and m columns of an isotropic log-concave unconditional random matrix. We apply these estimates...