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Random perturbations of matrix polynomials
matrix polynomial
eigenvalue
random matrix
limit distribution of eigenvalues
A sum of a large-dimensional random matrix polynomial and a fixed low-rank matrix polynomial is considered. The main assumption is that the resolvent of the random polynomial converges to some deterministic limit. A formula for the limit of the resolvent of the sum is derived, and the eigenvalues are localised. Four instances are considered: a low-rank matrix perturbed by the Wigner matrix, a product HX of a fixed diagonal matrix H and the Wigner matrix X and two special matrix polynomials of higher degree. The results are illustrated with various examples and numerical simulations.
dc.abstract.en | A sum of a large-dimensional random matrix polynomial and a fixed low-rank matrix polynomial is considered. The main assumption is that the resolvent of the random polynomial converges to some deterministic limit. A formula for the limit of the resolvent of the sum is derived, and the eigenvalues are localised. Four instances are considered: a low-rank matrix perturbed by the Wigner matrix, a product HX of a fixed diagonal matrix H and the Wigner matrix X and two special matrix polynomials of higher degree. The results are illustrated with various examples and numerical simulations. | pl |
dc.affiliation | Wydział Matematyki i Informatyki : Instytut Matematyki | pl |
dc.contributor.author | Pagacz, Patryk - 106982 | pl |
dc.contributor.author | Wojtylak, Michał - 147997 | pl |
dc.date.accession | 2024-03-29 | pl |
dc.date.accessioned | 2022-02-26T09:29:33Z | |
dc.date.available | 2022-02-26T09:29:33Z | |
dc.date.issued | 2022 | pl |
dc.date.openaccess | 0 | |
dc.description.accesstime | w momencie opublikowania | |
dc.description.number | 1 | pl |
dc.description.physical | 52-88 | pl |
dc.description.version | ostateczna wersja wydawcy | |
dc.description.volume | 35 | pl |
dc.identifier.doi | 10.1007/s10959-020-01048-3 | pl |
dc.identifier.eissn | 1572-9230 | pl |
dc.identifier.issn | 0894-9840 | pl |
dc.identifier.project | DEC-2013/11/B/ST1/03613 | pl |
dc.identifier.uri | https://ruj.uj.edu.pl/xmlui/handle/item/288608 | |
dc.identifier.weblink | https://link.springer.com/article/10.1007/s10959-020-01048-3 | pl |
dc.language | eng | pl |
dc.language.container | eng | pl |
dc.rights | Udzielam licencji. Uznanie autorstwa 4.0 Międzynarodowa | * |
dc.rights.licence | CC-BY | |
dc.rights.uri | http://creativecommons.org/licenses/by/4.0/legalcode.pl | * |
dc.share.type | inne | |
dc.subject.en | matrix polynomial | pl |
dc.subject.en | eigenvalue | pl |
dc.subject.en | random matrix | pl |
dc.subject.en | limit distribution of eigenvalues | pl |
dc.subtype | Article | pl |
dc.title | Random perturbations of matrix polynomials | pl |
dc.title.journal | Journal of Theoretical Probability | pl |
dc.type | JournalArticle | pl |
dspace.entity.type | Publication |
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