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The largest eigenvalue of small rank perturbations of Hermitian random matrices

✍ Scribed by S. Péché


Publisher
Springer
Year
2005
Tongue
English
Weight
102 KB
Volume
134
Category
Article
ISSN
1432-2064

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📜 SIMILAR VOLUMES


A note on eigenvalues of perturbed Hermi
✍ Chi-Kwong Li; Ren-Cang Li 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 183 KB

be Hermitian matrices with eigenvalues λ 1 • • • λ k and λ 1 • • • λ k , respectively. Denote by E the spectral norm of the matrix E, and η the spectral gap between the spectra of H 1 and H 2 . It is shown that , which improves all the existing results. Similar bounds are obtained for singular valu