All Questions
8 questions
10
votes
1
answer
492
views
(Asymmetric) matrix power series in closed form: $\sum_{i=0}^{\infty} A^i \left(A^i\right)^{\top}={?}$
Let $A\in \mathbb{S}^{N\times N}$ be a symmetric, real and stable matrix, i.e., $\rho(A)<1$, where $\rho(A)$ stands for the spectral radius of $A$. Then, $$\sum\limits_{i=0}^{\infty} A^{2i}=\left( ...
- 767
1
vote
1
answer
286
views
Bound on $i$th largest eigenvalue in a large Erdos-Renyi graphs
Typical magnitude of $i$th largest eigenvalue of an Erdos-Renyi random graph seems to decay at least exponentially with $i$. Is there an analytic expression for the constant in the exponent, or a nice ...
- 2,442
2
votes
1
answer
900
views
Asymptotically tight concentration of norms of subgaussian random vectors with independent coordinates, as the dimension $n \to \infty?$
Let $X=(X_1 \dots X_n)\in \mathbb{R}^n,$ be a subgaussian random vector so that $X_i$'s are independent, $\mathbb{E}X_i = 0, \mathbb{E}X_i^2=1.$ Before we pose our question, let's state the following:
...
- 1,465
1
vote
1
answer
104
views
Limit of normalized sum of Dirac measures at first $\lfloor p/2\rfloor$ eigenvalues of the sample covariance matrix, with Marcenko-Pastur assumptions?
Let $\lfloor{*}\rfloor$ denotes the nearest integer $\le *$. I'm asking myself the question what's the limit of the part of the empirical spectral distribution corresponding to the first $\lfloor{p/2}...
- 188k
8
votes
2
answers
702
views
limiting empirical spectral distribution of the Laplacian matrix on an Erdos-Renyi graph?
Let $G$ be an Erdos-Renyi random graph (i.e. an edge ($ij$) exists with probability $0 < p < 1$ and all edges are independent). Let $L$ be the Laplacian matrix of this graph (i.e $L=D-A$, where $...
- 171
2
votes
0
answers
64
views
Largest eigenvalue of two types of slightly different random matrices
Consider two types of slightly different $n \times n$ symmetric random matrices $X$. The diagonal elements of $X$ are fixed as $1$. Suppose $\frac{k}{n} \to \alpha$ for some constant $\alpha\in(0,1)$.
...
CommunityBot
- 1
3
votes
2
answers
580
views
Largest eigenvalue of the adjacency matrix of weighted random graph
I find the theorem for largest eigenvalue of the adjacency matrix of ER random graph in here https://arxiv.org/pdf/math/0106066.pdf. The adjacency matrix is a symmetric random matrix s.t. diagonal ...
- 7,514
3
votes
0
answers
151
views
Largest eigenvalue divided by $n$
Let $X$ be an $n\times n$ symmetric random matrix whose diagonal is fixed as $1$, and every element in the upper triangle (excluding the diagonal) is drawn from Bernoulli($p$). The elements in the ...
CommunityBot
- 1