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Related papers: Quaternion Gaussian matrices satisfy the RIP

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We establish the restricted isometry property for finite dimensional Gabor systems, that is, for families of time--frequency shifts of a randomly chosen window function. We show that the $s$-th order restricted isometry constant of the…

Information Theory · Computer Science 2014-04-29 Götz E. Pfander , Holger Rauhut , Joel A. Tropp

We consider the problem of constructing a linear map from a Hilbert space $\mathcal{H}$ (possibly infinite dimensional) to $\mathbb{R}^m$ that satisfies a restricted isometry property (RIP) on an arbitrary signal model $\mathcal{S} \subset…

Information Theory · Computer Science 2017-01-18 Gilles Puy , Mike Davies , Rémi Gribonval

We prove that the scaling limits of spin fluctuations in four-dimensional Ising-type models with nearest-neighbor ferromagnetic interaction at or near the critical point are Gaussian. A similar statement is proven for the $\lambda \phi^4$…

Mathematical Physics · Physics 2022-01-25 Michael Aizenman , Hugo Duminil-Copin

We show that quaternionic Gaussian random variables satisfy a generalization of the Wick formula for computing the expected value of products in terms of a family of graphical enumeration problems. When applied to the quaternionic Wigner…

Probability · Mathematics 2009-06-16 Wlodzimierz Bryc , Virgil U. Pierce

Recently much effort has been made towards the introduction of non-Hermitian random matrix models respecting $PT$-symmetry. Here we show that there is a one-to-one correspondence between complex $PT$-symmetric matrices and split-complex and…

Mathematical Physics · Physics 2015-09-17 Eva-Maria Graefe , Steve Mudute-Ndumbe , Matthew Taylor

Second order circularity, also called properness, for complex random variables is a well known and studied concept. In the case of quaternion random variables, some extensions have been proposed, leading to applications in quaternion signal…

General Mathematics · Mathematics 2016-11-24 Nicolas Le Bihan

This paper considers random (non-Hermitian) circulant matrices, and proves several results analogous to recent theorems on non-Hermitian random matrices with independent entries. In particular, the limiting spectral distribution of a random…

Probability · Mathematics 2011-02-01 Mark W. Meckes

In this paper we establish the limit of the empirical spectral distribution of quaternion sample covariance matrices. Suppose $\mathbf X_n = ({x_{jk}^{(n)}})_{p\times n}$ is a quaternion random matrix. For each $n$, the entries…

Probability · Mathematics 2013-10-22 Huiqin Li , Zhidong Bai , Jiang Hu

In this short note we address a gaussian property of normal vectors in random non-Hermitian matrices. The approach uses a simple geometric and comparison technique.

Probability · Mathematics 2016-04-19 Hoi H. Nguyen

This paper establishes a sharp condition on the restricted isometry property (RIP) for both the sparse signal recovery and low-rank matrix recovery. It is shown that if the measurement matrix $A$ satisfies the RIP condition…

Information Theory · Computer Science 2013-02-07 T. Tony Cai , Anru Zhang

A major enterprise in compressed sensing and sparse approximation is the design and analysis of computationally tractable algorithms for recovering sparse, exact or approximate, solutions of underdetermined linear systems of equations. Many…

Information Theory · Computer Science 2010-04-13 Jeffrey D. Blanchard , Coralia Cartis , Jared Tanner , Andrew Thompson

In the theory of compressed sensing, restricted isometry analysis has become a standard tool for studying how efficiently a measurement matrix acquires information about sparse and compressible signals. Many recovery algorithms are known to…

Information Theory · Computer Science 2014-04-29 Holger Rauhut , Justin Romberg , Joel A. Tropp

It is well known that Gaussian symplectic ensemble (GSE) is defined on the space of $n\times n$ quaternion self-dual Hermitian matrices with Gaussian random elements. There is a huge body of literature regarding this kind of matrices. As a…

Probability · Mathematics 2015-03-16 Yanqing Yin , Zhidong Bai , Jiang Hu

In this paper, we derive some necessary and sufficient solvability conditions for some systems of one sided coupled Sylvester-type real quaternion matrix equations in terms of ranks and generalized inverses of matrices. We also give the…

Rings and Algebras · Mathematics 2017-02-03 Zhuo-Heng He , Qing-Wen Wang

Spectral properties of Gram matrices are central to high dimensional asymptotic analyses of statistical estimators in regression and covariance estimation. These properties, in turn, depend critically on the extreme singular values and…

Statistics Theory · Mathematics 2026-03-03 Partha Sarkar , Kshitij Khare , Sanvesh Srivastava

I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…

Disordered Systems and Neural Networks · Physics 2008-02-03 Giorgio Parisi

We consider four nontrivial ensembles involving Gaussian Wigner and Wishart matrices. These are relevant to problems ranging from multiantenna communication to random supergravity. We derive the matrix probability density, as well as the…

Mathematical Physics · Physics 2015-09-16 Santosh Kumar

In this brief paper the probability density of a random real, complex and quaternion determinant is rederived using singular values. The behaviour of suitably rescaled random determinants is studied in the limit of infinite order of the…

Statistical Mechanics · Physics 2009-10-31 Giovanni M. Cicuta , Madan L. Mehta

In this short note, we find an equivalent combinatorial condition only involving finite sums under which a centered Gaussian random vector with multinomial covariance matrix satisfies the Gaussian product inequality (GPI) conjecture. These…

Probability · Mathematics 2023-08-24 Frédéric Ouimet

We analyze a multiple-input multiple-output (MIMO) radar model and provide recovery results for a compressed sensing (CS) approach. In MIMO radar different pulses are emitted by several transmitters and the echoes are recorded at several…

Information Theory · Computer Science 2015-09-14 Dominik Dorsch , Holger Rauhut
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