非厄米随机矩阵的有限秩摄动:重尾和稀疏状态

IF 1.2 3区 物理与天体物理 Q3 PHYSICS, MATHEMATICAL
Yi Han
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引用次数: 0

摘要

在这项工作中,我们研究了只有两个有限矩的独立分量的平方随机矩阵的谱性质。我们重新审视用有限秩误差扰动一个大的,i.d随机矩阵的问题。证明了在仅二阶矩条件下,对于一大类秩有界、算子范数有界的扰动矩阵,扰动矩阵的离群特征值仍然收敛于扰动矩阵的离群特征值,这是先前已知的当矩阵项具有有限第四矩时的离群特征值。然后,我们证明了同样的扰动适用于非常稀疏的随机矩阵,其中有i.d个元素,一直到每行和每列的非零元素的数量不变。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Finite Rank Perturbation of Non-Hermitian Random Matrices: Heavy Tail and Sparse Regimes

In this work we investigate spectral properties of squared random matrices with independent entries that have only two finite moments. We revisit the problem of perturbing a large, i.i.d. random matrix by a finite rank error. We prove that under a merely second moment condition, for a large class of perturbation matrix with bounded rank and bounded operator norm, the outlier eigenvalues of perturbed matrix still converge to that of the perturbation, which was previously known when matrix entries have finite fourth moment. We then show that the same perturbation holds for very sparse random matrices with i.i.d. entries, all the way up to a constant number of nonzero entries per row and column.

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来源期刊
Journal of Statistical Physics
Journal of Statistical Physics 物理-物理:数学物理
CiteScore
3.10
自引率
12.50%
发文量
152
审稿时长
3-6 weeks
期刊介绍: The Journal of Statistical Physics publishes original and invited review papers in all areas of statistical physics as well as in related fields concerned with collective phenomena in physical systems.
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