A new proof of the Benedetti's inequality and some applications to perturbation to real eigenvalues and singular values
Using the standard deviation of the real samples μn ≥ … ≥ μ1 and λn ≥ … ≥ λ1, we refine the Chebyshev's inequality (refer to [5]),As a consequence, we obtain a new proof of the Benedetti's inequality (refer to [1], [2] and [4])where Cov[μ, λ], s(μ) and s(λ) denote the covariance, and the s...
- Autores:
-
Sarria, Humberto
Martínez, Juan Carlos
- Tipo de recurso:
- Article of journal
- Fecha de publicación:
- 2016
- Institución:
- Universidad Nacional de Colombia
- Repositorio:
- Universidad Nacional de Colombia
- Idioma:
- spa
- OAI Identifier:
- oai:repositorio.unal.edu.co:unal/61874
- Acceso en línea:
- https://repositorio.unal.edu.co/handle/unal/61874
http://bdigital.unal.edu.co/60686/
- Palabra clave:
- 51 Matemáticas / Mathematics
Chebyshev's inequality
Homand-Weiland's inequality
eigenvalues perturbation
singular value perturbation.
- Rights
- openAccess
- License
- Atribución-NoComercial 4.0 Internacional
Summary: | Using the standard deviation of the real samples μn ≥ … ≥ μ1 and λn ≥ … ≥ λ1, we refine the Chebyshev's inequality (refer to [5]),As a consequence, we obtain a new proof of the Benedetti's inequality (refer to [1], [2] and [4])where Cov[μ, λ], s(μ) and s(λ) denote the covariance, and the standard deviations (≠ 0) of the sample vectors μ = (μ1, …, μn) and λ = (λ1, …, λn), respectively.We can also get very interesting applications to eigenvalues and singular values perturbation theory. For some kinds of matrices, the result that we present improves the well known Homand-Weiland's inequality. |
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