ISSN:
1387-5841
Keywords:
random matrices
;
eigenvalues
;
stochastic matrices
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract We mainly investigate the behavior of the subdominant eigenvalue of matrices B= (b i,j)∈ℝn,n whose entries are independent random variables with an expectation Eb i,j=1/n and with a variance n ≤ c/n 2 for some constant c ≥ 0. For such matrices we show that for large n, the subdominant eigenvalue is, with great probability, in a small neighborhood of 0. We also show that for large n, the spectral radius of such matrices is, with great probability, in a small neighborhood of 1.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1010093922183
Permalink