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Spectra of random matrices 1 convergence speed 1 the Leontief matrix 1
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Sun, Guang-Zhen 1
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Economic Systems Research 1
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The First Two Eigenvalues of Large Random Matrices and Brody's Hypothesis on the Stability of Large Input-Output Systems
Sun, Guang-Zhen - In: Economic Systems Research 20 (2008) 4, pp. 429-432
Brody (1997) notices that for large random Leontief matrices, namely non-negative square matrices with all entries i.i.d., the ratio between the subdominant eigenvalue (in modulus) and the dominant eigenvalue declines generically to zero at a speed of the square root of the size of the matrix as...
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