How many matrices can be spectrally balanced simultaneously?

Abstract: We prove that any

e l l

positive definite

d i m e s d

matrices,

M_{1}, l d o t s, M_{e} l l

, of full rank, can be simultaneously spectrally balanced in the following sense: for any

k < d

such that

e l l l e q l f l o o r f r a c d - 1 k - 1 f l o o r

, there exists a matrix

A

satisfying

f r a c l a m b d a_{1} (A^{T} M_{i} A) m a t h r m T r (A^{T} M_{i} A) < f r a c 1 k

for all

i

, where

l a m b d a_{1} (M)

denotes the largest eigenvalue of a matrix

M

. This answers a question posed by Peres, Popov and Sousi and completes the picture described in that paper regarding sufficient conditions for transience of self-interacting random walks. Furthermore, in some cases we give quantitative bounds on the transience of such walks.

Recommendations

Cites work

This page was built for publication: How many matrices can be spectrally balanced simultaneously?

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1650021)