On the Largest Singular Value/Eigenvalue of a Random Tensor
Spectral Theory
2021-06-22 v3 Optimization and Control
Probability
Abstract
This short note presents upper bounds of the expectations of the largest singular values/eigenvalues of various types of random tensors in the non-asymptotic sense. For a standard Gaussian tensor of size , it is shown that the expectation of its largest singular value is upper bounded by . For the expectation of the largest -singular value, it is upper bounded by . We also derive the upper bounds of the expectations of the largest Z-/H-()/M-/C-eigenvalues of symmetric, partially symmetric, and piezoelectric-type Gaussian tensors, which are respectively upper bounded by , , , and .
Cite
@article{arxiv.2106.07433,
title = {On the Largest Singular Value/Eigenvalue of a Random Tensor},
author = {Yuning Yang},
journal= {arXiv preprint arXiv:2106.07433},
year = {2021}
}