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 -fold tensor products of -dimensional vectors with i.i.d. entries. We focus on the limiting regime with , 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 -fold tensor product of independent uniformly distributed unit vectors in is the Mar\v{c}enko-Pastur law.
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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}
}
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12 pages