@Article{AAM-35-2, author = {Liang, Juan and Lai, Jiangzhou and Qiang, Niu}, title = {Asymptotic Eigenvalue Estimation for a Class of Structured Matrices}, journal = {Annals of Applied Mathematics}, year = {2019}, volume = {35}, number = {2}, pages = {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.
}, issn = {}, doi = {https://doi.org/2019-AAM-18074}, url = {https://global-sci.com/article/72692/asymptotic-eigenvalue-estimation-for-a-class-of-structured-matrices} }