The limit empirical spectral distribution of complex matrix polynomials

DOI10.1142/S201032632250023XMaRDI QIDQ5092957zbMATH OpenOpenAlexFDO

Authors Giovanni Barbarino, Vanni Noferini

Publication date 26 July 2022

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

Full work available at URL https://arxiv.org/abs/2102.02058

zbMATH Keywords

companion matrixempirical spectral distributionlogarithmic potentialpolynomial eigenvalue problemrandom matrix polynomial

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Abstract: We study the empirical spectral distribution (ESD) for complex n x n matrix polynomials of degree k. We obtain exact formulae for the almost sure limit of the ESD in two distinct scenarios: (1) n -> infty with k constant and (2) k -> infty with n bounded by O(k^P) for some P>0. The main tools used are the logarithmic potential of some measure related to the matrix polynomial, and some classical estimates on the singular values of full random matrices with i.i.d. entries.

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Cited in

(7)

• The traffic distribution of the squared unimodular random matrix and a formula for the moments of its ESD
• Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\)
• Random perturbations of matrix polynomials
• Limiting spectral measures for random matrix ensembles with a polynomial link function
• Universality of the ESD for a fixed matrix plus small random noise: a stability approach
• Random symmetric matrices: rank distribution and irreducibility of the characteristic polynomial
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