Distribution of Subdominant Eigenvalues of Random Matrices
G. Goldberg,
P. Okunev,
M. Neumann (neumann@math.uconn.edu) and
H. Schneider
Additional contact information
G. Goldberg: Programming Recourses Company
P. Okunev: University of Connecticut
M. Neumann: University of Connecticut
H. Schneider: University of Wisconsin
Methodology and Computing in Applied Probability, 2000, vol. 2, issue 2, 137-151
Abstract:
Abstract We mainly investigate the behavior of the subdominant eigenvalue of matrices B= (b i,j)∈ℝn,n whose entries are independent random variables with an expectation Eb i,j=1/n and with a variance n ≤ c/n 2 for some constant c ≥ 0. For such matrices we show that for large n, the subdominant eigenvalue is, with great probability, in a small neighborhood of 0. We also show that for large n, the spectral radius of such matrices is, with great probability, in a small neighborhood of 1.
Keywords: random matrices; eigenvalues; stochastic matrices (search for similar items in EconPapers)
Date: 2000
References: Add references at CitEc
Citations: View citations in EconPapers (8)
Downloads: (external link)
http://link.springer.com/10.1023/A:1010093922183 Abstract (text/html)
Access to the full text of the articles in this series is restricted.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:spr:metcap:v:2:y:2000:i:2:d:10.1023_a:1010093922183
Ordering information: This journal article can be ordered from
https://www.springer.com/journal/11009
DOI: 10.1023/A:1010093922183
Access Statistics for this article
Methodology and Computing in Applied Probability is currently edited by Joseph Glaz
More articles in Methodology and Computing in Applied Probability from Springer
Bibliographic data for series maintained by Sonal Shukla (sonal.shukla@springer.com) and Springer Nature Abstracting and Indexing (indexing@springernature.com).