Skip to main content
Expanded second question
Source Link

I have two questions, the second of which is related to this question posed by Denis Serre.

Let $X$ be a random variable and suppose that $Y=|X|$ (e.g., $Y$ could be the folded normal distribution). If $M$ is an $n$-by-$n$ random matrix with iid entries from $Y$, then:

  1. Is the method above an appropriate way to generate a random nonnegative matrix?
  2. If the answer to the first question is 'yes', what is the expected value of the spectral radius of $M$? If this is not available, is there an asymptotic description of the spectral radius as $n \longrightarrow \infty$?

Thanks in advance for your kind assistance.

I have two questions, the second of which is related to this question posed by Denis Serre.

Let $X$ be a random variable and suppose that $Y=|X|$ (e.g., $Y$ could be the folded normal distribution). If $M$ is an $n$-by-$n$ random matrix with iid entries from $Y$, then:

  1. Is the method above an appropriate way to generate a random nonnegative matrix?
  2. If the answer to the first question is 'yes', what is the expected value of the spectral radius of $M$?

Thanks in advance for your kind assistance.

I have two questions, the second of which is related to this question posed by Denis Serre.

Let $X$ be a random variable and suppose that $Y=|X|$ (e.g., $Y$ could be the folded normal distribution). If $M$ is an $n$-by-$n$ random matrix with iid entries from $Y$, then:

  1. Is the method above an appropriate way to generate a random nonnegative matrix?
  2. If the answer to the first question is 'yes', what is the expected value of the spectral radius of $M$? If this is not available, is there an asymptotic description of the spectral radius as $n \longrightarrow \infty$?

Thanks in advance for your kind assistance.

Source Link

Expected value of the spectral radius of a random nonnegative matrix

I have two questions, the second of which is related to this question posed by Denis Serre.

Let $X$ be a random variable and suppose that $Y=|X|$ (e.g., $Y$ could be the folded normal distribution). If $M$ is an $n$-by-$n$ random matrix with iid entries from $Y$, then:

  1. Is the method above an appropriate way to generate a random nonnegative matrix?
  2. If the answer to the first question is 'yes', what is the expected value of the spectral radius of $M$?

Thanks in advance for your kind assistance.