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arXiv · 1206.5739

On a class of H-selfadjont random matrices with one eigenvalue of nonpositive type

Michal Wojtylak
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Abstract

Large H-selfadjoint random matrices are considered. The matrix $H$ is assumed to have one negative eigenvalue, hence the matrix in question has precisely one eigenvalue of nonpositive type. It is showed that this eigenvalue converges in probability to a deterministic limit. The weak limit of distribution of the real eigenvalues is investigated as well.

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Michal Wojtylak. 2012-06-28. On a class of H-selfadjont random matrices with one eigenvalue of nonpositive type. https://arxiv.org/abs/1206.5739

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