On the spectrum of random anti-symmetric and tournament matrices

DOI10.1142/S2010326316500106zbMATH Open1355.15028arXiv1411.6914OpenAlexW3103844990MaRDI QIDQ2822700FDOQ2822700

Authors: Philippe Sosoe, Uzy Smilansky 

Publication date: 4 October 2016

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Abstract: We consider a discrete, non-Hermitian random matrix model, which can be expressed as a shift of a rank-one perturbation of an anti-symmetric matrix. We show that, asymptotically almost surely, the real parts of the eigenvalues of the non-Hermitian matrix around any fixed index remain interlaced with those of the anti-symmetric matrix. Along the way, we show that some tools recently developed to study the eigenvalue distributions of Hermitian matrices extend to the anti-symmetric setting.

Full work available at URL: https://arxiv.org/abs/1411.6914

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zbMATH Keywords

covariance matricesspectral analysiseigenvalueHermitian matricesWigner's semicircle lawanti-symmetric matricesinterlacing propertiesGaussian unitary ensemblesrandom tournament matrices

Mathematics Subject Classification ID

Random graphs (graph-theoretic aspects) (05C80) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Hermitian, skew-Hermitian, and related matrices (15B57) Random matrices (probabilistic aspects) (60B20)

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Cited In (4)

• A random walk approach to linear statistics in random tournament ensembles
• On the maximal spectral radius of even tournament matrices and the spectrum of almost skew-symmetric compact operators
• Random anti-commuting Hermitian matrices
• Restricted maximum of non-intersecting Brownian bridges

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