ASYMPTOTIC EIGENVALUE ESTIMATION FOR A CLASS OF STRUCTURED MATRICES

被引：0

作者：

Juan Liang ^{[1
]}

Jiangzhou Lai ^{[2
]}

Qiang Niu ^{[3
]}

机构：

[1] School of Math.and Statistics, Minnan Normal University

[2] School of Math.and Computer Science, Fuzhou University

[3] Dept.of Mathematical Sciences, Xi'an Jiaotong-Liverpool University

来源：

AnnalsofAppliedMathematics | 2019年 / 35卷 / 02期

关键词：

Toeplitz matrix; eigenvalue; rank-one modification; trace;

D O I：

暂无

中图分类号：

O151.21 [矩阵论];

学科分类号：

070104 ;

摘要：

In this paper we consider eigenvalue asymptotic estimations for a class of structured matrices arising from statistical applications. The asymptotic upper bounds of the largest eigenvalue(λ;) and the sum of squares of eigenvalues（■）are derived. Both these bounds are useful in examining the stability of certain Markov process. Numerical examples are provided to illustrate tightness of the bounds.

引用

页码：152 / 158

页数：7

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