Let X^β be a real symmetric or complex Hermitian matrix whose entries are independent Gaussian random fields. We provide the sufficient and necessary conditions such that multiple collisions of eigenvalue processes of A^β + T_β X^β T_β^* occur with positive probability. In addition, for a real or complex rectangular matrix W^β with independent Gaussian random field entries, we obtain the sufficient and necessary conditions under which the probability of multiple collisions of non-trivial singular value processes of B^β + T_β W^β T_β is positive. In both cases, the size of the set of collision times is characterized via Hausdorff dimension.
No takes yet. Share an insight, caveat, or question.
Wangjun Yuan (2024) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: