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Related papers: Universality for Random Tensors

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Consider random matrices $A$, of dimension $m\times (m+n)$, drawn from an ensemble with probability density $f(\rmtr AA^\dagger)$, with $f(x)$ a given appropriate function. Break $A = (B,X)$ into an $m\times m$ block $B$ and the…

Probability · Mathematics 2007-06-13 Joshua Feinberg

Tensor products of M random unitary matrices of size N from the circular unitary ensemble are investigated. We show that the spectral statistics of the tensor product of random matrices becomes Poissonian if M=2, N become large or M become…

Probability · Mathematics 2013-02-19 Tomasz Tkocz , Marek Smaczynski , Marek Kus , Ofer Zeitouni , Karol Zyczkowski

We present some Markovian approaches to prove universality results for some functions on the symmetric group. Some of those statistics are already studied in [Kammoun, 2018, 2020] but not the general case. We prove, in particular, that the…

Probability · Mathematics 2020-12-11 Mohamed Slim Kammoun

We consider the universality for the trace invariants of $c_1 N \times \cdots \times c_D N$ tensors with i.i.d. complex random elements. In the case $c_1 = \cdots = c_D$, Gurau derived the universality in the limit $N \to \infty$ by…

Mathematical Physics · Physics 2016-03-31 Nana Kanbe

The circular law asserts that if $X_n$ is a $n \times n$ matrix with iid complex entries of mean zero and unit variance, then the empirical spectral distribution of $\frac{1}{\sqrt{n}} X_n$ converges almost surely to the uniform…

Probability · Mathematics 2015-06-02 Hoi Nguyen , Sean O'Rourke

Let $T$ be an $n\times n$ random matrix, such that each diagonal entry $T_{i,i}$ is a continuous random variable, independent from all the other entries of $T$. Then for every $n\times n$ matrix $A$ and every $t\ge0$ $$…

Probability · Mathematics 2013-02-21 Omer Friedland , Ohad Giladi

We are concerned with the general problem of proving the existence of joint distributions of two discrete random variables $M$ and $N$ subject to infinitely many constraints of the form $\mathbb{P}\left(M=i,N=j\right)=0$. In particular, the…

Probability · Mathematics 2020-03-18 Joseph Squillace

An exact map was established by Lacroix-A-Chez-Toine, Majumdar, and Schehr in [44] between the $N$ complex eigenvalues of complex non-Hermitian random matrices from the Ginibre ensemble, and the positions of $N$ non-interacting Fermions in…

Mathematical Physics · Physics 2022-11-08 Gernot Akemann , Sung-Soo Byun , Markus Ebke

We consider a random matrix whose entries are independent Gaussian variables taking values in the field of quaternions with variance $1/n$. Using logarithmic potential theory, we prove the almost sure convergence, as the dimension $n$ goes…

Probability · Mathematics 2011-09-05 Florent Benaych-Georges , Francois Chapon

Consider an nxn random matrix X with i.i.d. nonnegative entries with bounded density, mean m, and finite positive variance sigma^2. Let M be the nxn random Markov matrix with i.i.d. rows obtained from X by dividing each row of X by its sum.…

Probability · Mathematics 2012-03-27 Charles Bordenave , Pietro Caputo , Djalil Chafai

Let $A$ be an $n \times n$ random matrix with iid entries over a finite field of order $q$. Suppose that the entries do not take values in any additive coset of the field with probability greater than $1 - \alpha$ for some fixed $0 < \alpha…

Combinatorics · Mathematics 2013-07-24 Kenneth Maples

This paper addresses the detection of a low rank high-dimensional tensor corrupted by an additive complex Gaussian noise. In the asymptotic regime where all the dimensions of the tensor converge towards $+\infty$ at the same rate, existing…

Signal Processing · Electrical Eng. & Systems 2018-02-21 Antoine Chevreuil , Philippe Loubaton

Gaussian Process is a non-parametric prior which can be understood as a distribution on the function space intuitively. It is known that by introducing appropriate prior to the weights of the neural networks, Gaussian Process can be…

Machine Learning · Statistics 2021-01-08 Erdong Guo , David Draper

We consider $N\times N$ Hermitian random matrices with independent identically distributed entries (Wigner matrices). We assume that the distribution of the entries have a Gaussian component with variance $N^{-3/4+\beta}$ for some positive…

Mathematical Physics · Physics 2010-04-05 Laszlo Erdos , Jose A. Ramirez , Benjamin Schlein , Horng-Tzer Yau

Motivated by the many potential applications of low-rank multi-way tensor approximations, we set out to count the rank-one tensors that are critical points of the distance function to a general tensor v. As this count depends on v, we…

Optimization and Control · Mathematics 2017-10-10 Jan Draisma , Emil Horobet

The authors present evidence for universality in numerical computations with random data. Given a (possibly stochastic) numerical algorithm with random input data, the time (or number of iterations) to convergence (within a given tolerance)…

Numerical Analysis · Mathematics 2015-06-22 Percy Deift , Govind Menon , Sheehan Olver , Thomas Trogdon

Relying on random matrix theory (RMT), this paper studies asymmetric order-$d$ spiked tensor models with Gaussian noise. Using the variational definition of the singular vectors and values of (Lim, 2005), we show that the analysis of the…

Probability · Mathematics 2022-11-22 Mohamed El Amine Seddik , Maxime Guillaud , Romain Couillet

In the past two years, several points of view have been proposed to address the question of the generalization of the theory of free probability to random tensors with different invariances, and it is unclear at this point whether they lead…

Mathematical Physics · Physics 2026-05-05 Thomas Buc-d'Alché , Luca Lionni

We consider the adjacency matrix of the ensemble of Erd\H{o}s-R\'enyi random graphs which consists of graphs on $N$ vertices in which each edge occurs independently with probability $p$. We prove that in the regime $pN \gg 1$ these matrices…

Probability · Mathematics 2016-01-20 Jiaoyang Huang , Benjamin Landon , Horng-Tzer Yau

Let $X$ be a centered random variable with unit variance, zero third moment, and such that $E[X^4] \ge 3$. Let $\{F_n : n\geq 1\}$ denote a normalized sequence of homogeneous sums of fixed degree $d\geq 2$, built from independent copies of…

Probability · Mathematics 2014-07-24 Ivan Nourdin , Giovanni Peccati , Guillaume Poly , Rosaria Simone
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