Distribution of subdominant eigenvalues of matrices with random rows

SIAM Journal on Matrix Analysis and Applications

Volumn 24, Issue 3, 2003, Pages 747-761

  Goldberg, G ^a   Neumann, M ^b  

^a Citicorp Diners Club Inc   (United States)

^b UNIVERSITY OF CONNECTICUT   (United States)

Author keywords

Eigenvalues; Random matrices; Stochastic matrices

Indexed keywords

EID: 0041914118     PISSN: 08954798     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0895479801389102     Document Type: Article

References (13)

1. Z. D. BAI, Circular law, Ann. Probab., 25 (1997), pp. 494-529.
2. A. BERMAN AND R. J. PLEMMONS, Nonnegative Matrices in the Mathematical Sciences, SIAM, Philadelphia, 1994.
3. S. L. CAMPBELL AND C. D. MEYER, JR., Generalized Inverses of Linear Transformations, Dover, New York, 1991.
4. A. EDELMAN, Random Eigenvalue Bibliography, http://www.math.berkeley.edu/̃edelman, Mathematical Sciences Research Institute, University of California, Berkeley, CA, 1999.
5. A. EDELMAN, Random Eigenvalues, Mathematical Sciences Research Institute, University of California, Berkeley, CA, 1999, manuscript.
6. W. FELLER, An Introduction to Probability Theory and Its Applications, Vol. 2, John Wiley, New York, 1966.
7. V. L. GIRKO, An Introduction to Statistical Analysis of Random Arrays, VSP, Utrecht, The Netherlands, 1988.
8. G. GOLDBERG, P. OKUNEV, M. NEUMANN, AND H. SCHNEIDER, Distribution of subdominant eigenvalues of random matrices, Methodol. Comput. Appl. Probab., 2 (2000), pp. 137-151.
9. E. B. MANOUKIAN, Modern Concepts and Theorems of Mathematical Statistics, Springer Ser. Statist., Springer-Verlag, New York, 1985.
10. J. RIORDAN, An Introduction to Combinatorial Analysis, John Wiley, New York, 1958.
11. E. SENETA, Non-negative Matrices and Markov Chains, 2nd ed., Springer Ser. Statist., Springer-Verlag, New York, 1981.
12. D. O. TALL, Functions of a Complex Variable, Vol. II, Routledge & Kegan Paul Ltd., London. 1970.
13. S. S. WILKS, Mathematical Statistics, John Wiley, New York, 1962.