Distribution of Eigenvalues of Weighted, Structured Matrix Ensembles

MaRDI QIDQ5262039zbMATH OpenFDO

Authors Olivia Beckwith, Victor Luo, Steven J. Miller, Karen Shen, Nicholas George Triantafillou

Publication date 9 July 2015

Full work available at URL https://arxiv.org/abs/1112.3719, http://www.emis.de/journals/INTEGERS/papers/p21/p21.Abstract.html

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Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Combinatorial probability (60C05) Toeplitz, Cauchy, and related matrices (15B05) Relations with random matrices (11M50)

Abstract: The limiting distribution of eigenvalues of N x N random matrices has many applications. One of the most studied ensembles are real symmetric matrices with independent entries iidrv; the limiting rescaled spectral measure (LRSM) $widetildemu$ is the semi-circle. Studies have determined the LRSMs for many structured ensembles, such as Toeplitz and circulant matrices. These have very different behavior; the LRSM for both have unbounded support. Given a structured ensemble such that (i) each random variable occurs o(N) times in each row and (ii) the LRSM exists, we introduce a parameter to continuously interpolate between these behaviors. We fix a p in [1/2, 1] and study the ensemble of signed structured matrices by multiplying the (i,j)-th and (j,i)-th entries of a matrix by a randomly chosen epsilon_ij in {1, -1}, with Prob(epsilon_ij = 1) = p (i.e., the Hadamard product). For p = 1/2 we prove that the limiting signed rescaled spectral measure is the semi-circle. For all other p, the limiting measure has bounded (resp., unbounded) support if $widetildemu$ has bounded (resp., unbounded) support, and converges to $widetildemu$ as p -> 1. Notably, these results hold for Toeplitz and circulant matrix ensembles. The proofs are by the Method of Moments. The analysis involves the pairings of 2k vertices on a circle. The contribution of each in the signed case is weighted by a factor depending on p and the number of vertices involved in at least one crossing. These numbers appear in combinatorics and knot theory. The number of configurations with no vertices involved in a crossing is well-studied, and are the Catalan numbers. We prove similar formulas for configurations with up to 10 vertices in at least one crossing. We derive a closed-form expression for the expected value and determine the asymptotics for the variance for the number of vertices in at least one crossing.

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Cited in

(8)

• Random matrix ensembles with split limiting behavior
• From alternating sign matrices to the Gaussian unitary ensemble
• The limiting spectral measure for ensembles of symmetric block circulant matrices
• Spectral distributions of periodic random matrix ensembles
• Limiting Spectral Distributions of Families of Block Matrix Ensembles
• Spectral statistics of non-Hermitian random matrix ensembles
• Eigenvalue distributions from a star product approach
• Ensemble average of an arbitrary number of pairs of different eigenvalues using Grassmann integration

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