16,223 research outputs found
Associated Matrix Polynomials with the Second Kind Chebyshev Matrix Polynomials
This paper deals with the study of the associated Chebyshev matrix polynomials. Associated matrix polynomials with the Chebyshev matrix polynomials are defined here. Some properties of the associated Chebyshev matrix polynomials are obtained here. Further, we prove that the associated Chebyshev matrix polynomials satisfy a matrix differential equation of the second order
On Chebyshev polynomials of matrices
The mth Chebyshev polynomial of a square matrix A is the monic polynomial that minimizes the matrix 2-norm of over all monic polynomials of degree m. This polynomial is uniquely defined if m is less than the degree of the minimal polynomial of A. We study general properties of Chebyshev polynomials of matrices, which in some cases turn out to be generalizations of well-known properties of Chebyshev polynomials of compact sets in the complex plane. We also derive explicit formulas of the Chebyshev polynomials of certain classes of matrices, and explore the relation between Chebyshev polynomials of one of these matrix classes and Chebyshev polynomials of lemniscatic regions in the complex plane
Gaussian fluctuations for random matrices with correlated entries
For random matrix ensembles with non-gaussian matrix elements that may
exhibit some correlations, it is shown that centered traces of polynomials in
the matrix converge in distribution to a Gaussian process whose covariance
matrix is diagonal in the basis of Chebyshev polynomials. The proof is
combinatorial and adapts Wigner's argument showing the convergence of the
density of states to the semicircle law
An approximation method for the solution of nonlinear integral equations
A Chebyshev collocation method has been presented to solve nonlinear integral equations in terms of Chebyshev polynomials. This method transforms the integral equation to a matrix equation which corresponds to a system of nonlinear algebraic equations with unknown Chebyshev coefficients. Finally, some examples are presented to illustrate the method and results discussed. (c) 2005 Elsevier Inc. All rights reserved
Limit theorems for linear eigenvalue statistics of overlapping matrices
The paper proves several limit theorems for linear eigenvalue statistics of
overlapping Wigner and sample covariance matrices. It is shown that the
covariance of the limiting multivariate Gaussian distribution is diagonalized
by choosing the Chebyshev polynomials of the first kind as the basis for the
test function space. The covariance of linear statistics for the Chebyshev
polynomials of sufficiently high degree depends only on the first two moments
of the matrix entries. Proofs are based on a graph-theoretic interpretation of
the Chebyshev linear statistics as sums over non-backtracking cyclic pathsComment: 44 pages, 4 figures, some typos are corrected and proofs clarified.
Accepted to the Electronic Journal of Probabilit
Relative asymptotics for orthogonal matrix polynomials
In this paper we study sequences of matrix polynomials that satisfy a
non-symmetric recurrence relation. To study this kind of sequences we use a
vector interpretation of the matrix orthogonality. In the context of these
sequences of matrix polynomials we introduce the concept of the generalized
matrix Nevai class and we give the ratio asymptotics between two consecutive
polynomials belonging to this class. We study the generalized matrix Chebyshev
polynomials and we deduce its explicit expression as well as we show some
illustrative examples. The concept of a Dirac delta functional is introduced.
We show how the vector model that includes a Dirac delta functional is a
representation of a discrete Sobolev inner product. It also allows to
reinterpret such perturbations in the usual matrix Nevai class. Finally, the
relative asymptotics between a polynomial in the generalized matrix Nevai class
and a polynomial that is orthogonal to a modification of the corresponding
matrix measure by the addition of a Dirac delta functional is deduced
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