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On spectrum of sample correlation matrices from large fold tensor vectors

Probability 2026-05-28 v2

Abstract

In this paper, we investigate the limiting spectral distribution of the sample correlation matrix, whose sample vectors are kk-fold tensor products of nn-dimensional vectors with i.i.d. entries. We focus on the limiting regime n,kn,k \to \infty with k=o(n)k = o(n), and we show that the limiting spectral distribution is the Mar\v{c}enko-Pastur law. As a consequence, we show that the limiting spectral distribution of the Whishart matrix from the kk-fold tensor product of independent uniformly distributed unit vectors in Cn\mathbb C^n is the Mar\v{c}enko-Pastur law.

Keywords

Cite

@article{arxiv.2604.06823,
  title  = {On spectrum of sample correlation matrices from large fold tensor vectors},
  author = {Wangjun Yuan},
  journal= {arXiv preprint arXiv:2604.06823},
  year   = {2026}
}

Comments

12 pages

R2 v1 2026-07-01T11:58:52.644Z