The limit empirical spectral distribution of complex matrix polynomials
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Published:2021-09-25
Issue:
Volume:
Page:2250023
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ISSN:2010-3263
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Container-title:Random Matrices: Theory and Applications
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language:en
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Short-container-title:Random Matrices: Theory Appl.
Author:
Barbarino Giovanni1,
Noferini Vanni1
Affiliation:
1. Department of Mathematics and Systems Analysis, Aalto University, Finland
Abstract
We study the empirical spectral distribution (ESD) for complex [Formula: see text] matrix polynomials of degree [Formula: see text] under relatively mild assumptions on the underlying distributions, thus highlighting universality phenomena. In particular, we assume that the entries of each matrix coefficient of the matrix polynomial have mean zero and finite variance, potentially allowing for distinct distributions for entries of distinct coefficients. We derive the almost sure limit of the ESD in two distinct scenarios: (1) [Formula: see text] with [Formula: see text] constant and (2) [Formula: see text] with [Formula: see text] bounded by [Formula: see text] for some [Formula: see text]; the second result additionally requires that the underlying distributions are continuous and uniformly bounded. Our results are universal in the sense that they depend on the choice of the variances and possibly on [Formula: see text] (if it is kept constant), but not on the underlying distributions. The results can be specialized to specific models by fixing the variances, thus obtaining matrix polynomial analogues of results known for special classes of scalar polynomials, such as Kac, Weyl, elliptic and hyperbolic polynomials.
Funder
Academy of Finland
Publisher
World Scientific Pub Co Pte Ltd
Subject
Discrete Mathematics and Combinatorics,Statistics, Probability and Uncertainty,Statistics and Probability,Algebra and Number Theory