Abstract
We study the empirical spectral distribution (ESD) for complex n × n matrix polynomials of degree k under relatively mild assumptions on the underlying distributions, thus highlighting universality phenomena. In particular, we assume that the entries of each matrix coefficient of the matrix polynomial have mean zero and finite variance, potentially allowing for distinct distributions for entries of distinct coefficients. We derive the almost sure limit of the ESD in two distinct scenarios: (1) n →∞ with k constant and (2) k →∞ with n bounded by O(kP) for some P > 0; the second result additionally requires that the underlying distributions are continuous and uniformly bounded. Our results are universal in the sense that they depend on the choice of the variances and possibly on k (if it is kept constant), but not on the underlying distributions. The results can be specialized to specific models by fixing the variances, thus obtaining matrix polynomial analogues of results known for special classes of scalar polynomials, such as Kac, Weyl, elliptic and hyperbolic polynomials.
Original language | English |
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Article number | 2250023 |
Journal | Random Matrices: Theory and Application |
Volume | 11 |
Issue number | 3 |
Early online date | 2021 |
DOIs | |
Publication status | Published - 2022 |
MoE publication type | A1 Journal article-refereed |
Keywords
- Companion matrix
- Empirical spectral distribution
- Logarithmic potential
- Polynomial eigenvalue problem
- Random matrix polynomial
- Universality