Year: 2019
Author: Juan Liang, Jiangzhou Lai, Qiang Niu
Annals of Applied Mathematics, Vol. 35 (2019), Iss. 2 : pp. 152–158
Abstract
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 ($λ$max) and the sum of squares of eigenvalues $(\sum\limits_{i=1}^nλ_i^2)$ 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.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2019-AAM-18074
Annals of Applied Mathematics, Vol. 35 (2019), Iss. 2 : pp. 152–158
Published online: 2019-01
AMS Subject Headings: Global Science Press
Copyright: COPYRIGHT: © Global Science Press
Pages: 7
Keywords: Toeplitz matrix eigenvalue rank-one modification trace.