Random perturbations of matrix polynomials

2022
journal article
article
dc.abstract.enA 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.affiliationWydział Matematyki i Informatyki : Instytut Matematykipl
dc.contributor.authorPagacz, Patryk - 106982 pl
dc.contributor.authorWojtylak, Michał - 147997 pl
dc.date.accession2024-03-29pl
dc.date.accessioned2022-02-26T09:29:33Z
dc.date.available2022-02-26T09:29:33Z
dc.date.issued2022pl
dc.date.openaccess0
dc.description.accesstimew momencie opublikowania
dc.description.number1pl
dc.description.physical52-88pl
dc.description.versionostateczna wersja wydawcy
dc.description.volume35pl
dc.identifier.doi10.1007/s10959-020-01048-3pl
dc.identifier.eissn1572-9230pl
dc.identifier.issn0894-9840pl
dc.identifier.projectDEC-2013/11/B/ST1/03613pl
dc.identifier.urihttps://ruj.uj.edu.pl/xmlui/handle/item/288608
dc.identifier.weblinkhttps://link.springer.com/article/10.1007/s10959-020-01048-3pl
dc.languageengpl
dc.language.containerengpl
dc.rightsUdzielam licencji. Uznanie autorstwa 4.0 Międzynarodowa*
dc.rights.licenceCC-BY
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/legalcode.pl*
dc.share.typeinne
dc.subject.enmatrix polynomialpl
dc.subject.eneigenvaluepl
dc.subject.enrandom matrixpl
dc.subject.enlimit distribution of eigenvaluespl
dc.subtypeArticlepl
dc.titleRandom perturbations of matrix polynomialspl
dc.title.journalJournal of Theoretical Probabilitypl
dc.typeJournalArticlepl
dspace.entity.typePublication
dc.abstract.enpl
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.affiliationpl
Wydział Matematyki i Informatyki : Instytut Matematyki
dc.contributor.authorpl
Pagacz, Patryk - 106982
dc.contributor.authorpl
Wojtylak, Michał - 147997
dc.date.accessionpl
2024-03-29
dc.date.accessioned
2022-02-26T09:29:33Z
dc.date.available
2022-02-26T09:29:33Z
dc.date.issuedpl
2022
dc.date.openaccess
0
dc.description.accesstime
w momencie opublikowania
dc.description.numberpl
1
dc.description.physicalpl
52-88
dc.description.version
ostateczna wersja wydawcy
dc.description.volumepl
35
dc.identifier.doipl
10.1007/s10959-020-01048-3
dc.identifier.eissnpl
1572-9230
dc.identifier.issnpl
0894-9840
dc.identifier.projectpl
DEC-2013/11/B/ST1/03613
dc.identifier.uri
https://ruj.uj.edu.pl/xmlui/handle/item/288608
dc.identifier.weblinkpl
https://link.springer.com/article/10.1007/s10959-020-01048-3
dc.languagepl
eng
dc.language.containerpl
eng
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.enpl
matrix polynomial
dc.subject.enpl
eigenvalue
dc.subject.enpl
random matrix
dc.subject.enpl
limit distribution of eigenvalues
dc.subtypepl
Article
dc.titlepl
Random perturbations of matrix polynomials
dc.title.journalpl
Journal of Theoretical Probability
dc.typepl
JournalArticle
dspace.entity.type
Publication
Affiliations

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