Spectral Radii of Large Non-Hermitian Random Matrices

被引:19
|
作者
Jiang, Tiefeng [1 ]
Qi, Yongcheng [2 ]
机构
[1] Univ Minnesota, Sch Stat, 224 Church St SE, Minneapolis, MN 55455 USA
[2] Univ Minnesota, Dept Math & Stat, Duluth, MN 55812 USA
基金
美国国家科学基金会;
关键词
Spectral radius; Determinantal point process; Eigenvalue; Independence; Non-Hermitian random matrix; Extreme value; LARGEST EIGENVALUE; JACOBI ENSEMBLES; DISTRIBUTIONS; STATISTICS; UNIVERSALITY; PRODUCT;
D O I
10.1007/s10959-015-0634-8
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
By using the independence structure of points following a determinantal point process, we study the radii of the spherical ensemble, the truncation of the circular unitary ensemble and the product ensemble with parameters n and k. The limiting distributions of the three radii are obtained. They are not the Tracy-Widom distribution. In particular, for the product ensemble, we show that the limiting distribution has a transition phenomenon: When , and , the liming distribution is the Gumbel distribution, a new distribution and the logarithmic normal distribution, respectively. The cumulative distribution function (cdf) of is the infinite product of some normal distribution functions. Another new distribution is also obtained for the spherical ensemble such that the cdf of is the infinite product of the cdfs of some Poisson-distributed random variables.
引用
收藏
页码:326 / 364
页数:39
相关论文
共 50 条
  • [1] Spectral Radii of Large Non-Hermitian Random Matrices
    Tiefeng Jiang
    Yongcheng Qi
    [J]. Journal of Theoretical Probability, 2017, 30 : 326 - 364
  • [2] Spectral theory of sparse non-Hermitian random matrices
    Metz, Fernando Lucas
    Neri, Izaak
    Rogers, Tim
    [J]. JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, 2019, 52 (43)
  • [3] A WHITENESS TEST BASED ON THE SPECTRAL MEASURE OF LARGE NON-HERMITIAN RANDOM MATRICES
    Bose, A.
    Hachem, W.
    [J]. 2020 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, 2020, : 8768 - 8771
  • [4] Eigenvalues of large chiral non-Hermitian random matrices
    Chang, Shuhua
    Jiang, Tiefeng
    Qi, Yongcheng
    [J]. JOURNAL OF MATHEMATICAL PHYSICS, 2020, 61 (01)
  • [5] RANDOM MATRICES: UNIVERSALITY OF LOCAL SPECTRAL STATISTICS OF NON-HERMITIAN MATRICES
    Tao, Terence
    Vu, Van
    [J]. ANNALS OF PROBABILITY, 2015, 43 (02): : 782 - 874
  • [6] SPECTRAL PORTRAIT FOR NON-HERMITIAN LARGE SPARSE MATRICES
    CARPRAUX, JF
    ERHEL, J
    SADKANE, M
    [J]. COMPUTING, 1994, 53 (3-4) : 301 - 310
  • [7] ON WORDS OF NON-HERMITIAN RANDOM MATRICES
    Dubach, Guillaume
    Peled, Yuval
    [J]. ANNALS OF PROBABILITY, 2021, 49 (04): : 1886 - 1916
  • [8] LIMITING SPECTRAL DISTRIBUTIONS OF SUMS OF PRODUCTS OF NON-HERMITIAN RANDOM MATRICES
    Koesters, Holger
    Tikhomirov, Alexander
    [J]. PROBABILITY AND MATHEMATICAL STATISTICS-POLAND, 2018, 38 (02): : 359 - 384
  • [9] A Multilevel Spectral Indicator Method for Eigenvalues of Large Non-Hermitian Matrices
    Huang, Ruihao
    Sun, Jiguang
    Yang, Chao
    [J]. CSIAM TRANSACTIONS ON APPLIED MATHEMATICS, 2020, 1 (03): : 463 - 477
  • [10] ON THE RIGHTMOST EIGENVALUE OF NON-HERMITIAN RANDOM MATRICES
    Cipolloni, Giorgio
    Erdos, Laszlo
    Schroeder, Dominik
    Xu, Yuanyuan
    [J]. ANNALS OF PROBABILITY, 2023, 51 (06): : 2192 - 2242