Recognizing linear structure in noisy matrices (Q556892)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Recognizing linear structure in noisy matrices |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recognizing linear structure in noisy matrices |
scientific article |
Statements
Recognizing linear structure in noisy matrices (English)
0 references
23 June 2005
0 references
A Wigner-noise is a random \(n\times n\) matrix that is symmetric, with the entries being independent mean zero, with uniformly bounded variance, and such that they are either uniformly bounded or Gaussian. The author [Linear Algebra Appl. 377, 219-240 (2004; Zbl 1042.15014)] studied the asymptotic behaviour of the eigenvalues of a symmetric block matrix perturbed by a Wigner-noise. In the paper under review, he extends the analysis to the case of blow-up matrices. Similar estimates are obtained for the perturbed eigenvalues, and for noisy weighted graphs. Cases where the blow-up matrix can be recognized from the perturbed matrix are analyzed.
0 references
Wigner noise
0 references
blow-up matrices
0 references
perturbations of eigenvalues
0 references
large deviations
0 references
random matrix
0 references
