Distribution of Eigenvalues of Weighted, Structured Matrix Ensembles

zbMATH Open1325.60007arXiv1112.3719MaRDI QIDQ5262039FDOQ5262039

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

Publication date: 9 July 2015

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.

Full work available at URL: https://arxiv.org/abs/1112.3719

File on IPFS (Hint: this is only the Hash - if you get a timeout, this file is not available on our server.)

Recommendations

• Weighted distributions of eigenvalues
• scientific article; zbMATH DE number 1320686
• scientific article; zbMATH DE number 1376671
• scientific article; zbMATH DE number 3244317
• Distribution of eigenvalues for the ensemble of real symmetric Toeplitz matrices
• Eigenvalue distribution of large dilute random matrices
• DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
• Eigenvalue distribution of large random matrices
• Distribution of Schmidt-like eigenvalues for Gaussian ensembles of the random matrix theory
• Empirical distributions of eigenvalues of product ensembles

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)

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

Uses Software

• OEIS

This page was built for publication: Distribution of Eigenvalues of Weighted, Structured Matrix Ensembles

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5262039)