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2012 On a class of $H$-selfadjont random matrices with one eigenvalue of nonpositive type
Michal Wojtylak
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Electron. Commun. Probab. 17: 1-14 (2012). DOI: 10.1214/ECP.v17-2148

Abstract

Large $H$-selfadjoint random matrices are considered. The matrix $H$ is assumed to have one negative eigenvalue, hence the matrix in question has precisely one eigenvalue of nonpositive type. It is showed that this eigenvalue converges in probability to a deterministic limit. The weak limit of distribution of the real eigenvalues is investigated as well.

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Michal Wojtylak. "On a class of $H$-selfadjont random matrices with one eigenvalue of nonpositive type." Electron. Commun. Probab. 17 1 - 14, 2012. https://doi.org/10.1214/ECP.v17-2148

Information

Accepted: 4 October 2012; Published: 2012
First available in Project Euclid: 7 June 2016

zbMATH: 1254.15037
MathSciNet: MR2988391
Digital Object Identifier: 10.1214/ECP.v17-2148

Subjects:
Primary: 15B52
Secondary: 15B30, 47B50

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