The Probability That All Eigenvalues are Real for Products of Truncated Real Orthogonal Random Matrices
نویسندگان
چکیده
منابع مشابه
How Many Eigenvalues of a Product of Truncated Orthogonal Matrices Are Real?
A truncation of a Haar distributed orthogonal random matrix gives rise to a matrix whose eigenvalues are either real or complex conjugate pairs, and are supported within the closed unit disk. This is also true for a product Pm of m independent truncated orthogonal random matrices. One of most basic questions for such asymmetric matrices is to ask for the number of real eigenvalues. In this pape...
متن کاملConcise Probability Distributions of Eigenvalues of Real-Valued Wishart Matrices
— In this paper, we consider the problem of deriving new eigenvalue distributions of real-valued Wishart matrices that arises in many scientific and engineering applications. The distributions are derived using the tools from the theory of skew symmetric matrices. In particular, we relate the multiple integrals of a determinant, which arises while finding the eigenvalue distributions, in terms ...
متن کاملA Parallelizable Eigensolver for Real Diagonalizable Matrices with Real Eigenvalues
In this paper, preliminary research results on a new algorithm for finding all the eigenvalues and eigenvectors of a real diagonalizable matrix with real eigenvalues are presented. The basic mathematical theory behind this approach is reviewed and is followed by a discussion of the numerical considerations of the actual implementation. The numerical algorithm has been tested on thousands of mat...
متن کاملStatistics of real eigenvalues in Ginibre's ensemble of random real matrices.
The integrable structure of Ginibre's orthogonal ensemble of random matrices is looked at through the prism of the probability p(n,k) to find exactly k real eigenvalues in the spectrum of an n x n real asymmetric Gaussian random matrix. The exact solution for the probability function p(n,k) is presented, and its remarkable connection to the theory of symmetric functions is revealed. An extensio...
متن کاملInvolution Matrices of Real Quaternions
An involution or anti-involution is a self-inverse linear mapping. In this paper, we will present two real quaternion matrices, one corresponding to a real quaternion involution and one corresponding to a real quaternion anti-involution. Moreover, properties and geometrical meanings of these matrices will be given as reflections in R^3.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Theoretical Probability
سال: 2017
ISSN: 0894-9840,1572-9230
DOI: 10.1007/s10959-017-0766-0