Recognizing linear structure in noisy matrices (Q556892)

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Recognizing linear structure in noisy matrices
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    Recognizing linear structure in noisy matrices (English)
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    23 June 2005
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    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.
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    Wigner noise
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    blow-up matrices
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    perturbations of eigenvalues
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    large deviations
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    random matrix
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