A traffic approach for profiled Pennington-Worah matrices
Probability
2024-09-23 v1
Abstract
We study macroscopic observables of large random matrices introduced by Pennington and Worah, defined by applying entry wise a non linear function on a product of matrices with independent entries. We allow the variance of the entries of the matrices to vary from entry to entry. We complement P\'ech\'e perspective from [Electron. Commun. Probab. 24 (2019)] showing a decomposition of these matrices whose and traffic asymptotic traffic-equivalent for their ingredients, when the activation function belongs to the space of odd polynomials. This give a new interpretation of the linear plus chaos phenomenon observed for these matrices.
Cite
@article{arxiv.2409.13433,
title = {A traffic approach for profiled Pennington-Worah matrices},
author = {Issa Dabo and Camille Male},
journal= {arXiv preprint arXiv:2409.13433},
year = {2024}
}
Comments
47 pages, 4 figures