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This paper introduces the Eigenvalue-Based Randomness (EBR) test - a novel approach rooted in the Tracy-Widom law from random matrix theory - and applies it to the context of residual analysis in panel data models. Unlike traditional…

Methodology · Statistics 2026-04-07 Marcell T. Kurbucz , Betsabé Pérez Garrido , Antal Jakovác

We consider the statistics of the extreme eigenvalues of sparse random matrices, a class of random matrices that includes the normalized adjacency matrices of the Erd{\H o}s-R{\'e}nyi graph $G(N,p)$. Recently, it was shown by Lee, up to an…

Probability · Mathematics 2023-05-05 Jiaoyang Huang , Horng-Tzer Yau

We establish that in distributed optimization, the prevalent strategy of minimizing the second-largest eigenvalue modulus (SLEM) of the averaging matrix for selecting communication weights, while optimal for existing theoretical performance…

Optimization and Control · Mathematics 2024-02-09 Sebastien Colla , Julien M. Hendrickx

A large i.i.d. random matrix with deterministic low-rank perturbation has been extensively studied, particularly in the aspects of the ESD (Empirical Spectral Distribution) and the outliers of eigenvalues. In this work, we investigate the…

Information Theory · Computer Science 2025-06-24 Kun Chen , Zhihua Zhang

The largest eigenvalue of random tensors is an important feature of systems involving disorder, equivalent to the ground state energy of glassy systems or to the injective norm of quantum states. For symmetric Gaussian random tensors of…

High Energy Physics - Theory · Physics 2024-12-16 Nicolas Delporte , Naoki Sasakura

Results on the spectral behavior of random matrices as the dimension increases are applied to the problem of detecting the number of sources impinging on an array of sensors. A common strategy to solve this problem is to estimate the…

Statistics Theory · Mathematics 2022-12-09 J. W. Silverstein , P. L. Combettes

In this paper, we analyze the symbol error rate (SER) performance of the simultaneous wireless information and power transfer (SWIPT) enabled three-node differential decode-and-forward (DDF) relay networks, which adopt the power splitting…

Information Theory · Computer Science 2020-05-08 Yuxin Lu , Wai Ho Mow

Sharpness-Aware Minimization (SAM) has attracted significant attention for its effectiveness in improving generalization across various tasks. However, its underlying principles remain poorly understood. In this work, we analyze SAM's…

Machine Learning · Computer Science 2025-01-23 Haocheng Luo , Tuan Truong , Tung Pham , Mehrtash Harandi , Dinh Phung , Trung Le

Massive spatial modulation (SM)-MIMO, which employs massive low-cost antennas but few power-hungry transmit radio frequency (RF) chains at the transmitter, is recently proposed to provide both high spectrum efficiency and energy efficiency…

Information Theory · Computer Science 2016-11-15 Zhen Gao , Linglong Dai , Chenhao Qi , Chau Yuen , Zhaocheng Wang

In this paper, we tackle for the first time the problem of maximum likelihood (ML) estimation of the signal-to-noise ratio (SNR) parameter over time-varying single-input multiple-output (SIMO) channels. Both the data-aided (DA) and the…

Applications · Statistics 2014-11-19 Faouzi Bellili , Rabii Meftehi , Sofiene Affes , Alex Stephenne

In this paper, we first briefly review some recent results on the distribution of the maximal eigenvalue of a $(N\times N)$ random matrix drawn from Gaussian ensembles. Next we focus on the Gaussian Unitary Ensemble (GUE) and by suitably…

Statistical Mechanics · Physics 2011-05-30 Celine Nadal , Satya N. Majumdar

The problem of sampling a target probability distribution on a constrained domain arises in many applications including machine learning. For constrained sampling, various Langevin algorithms such as projected Langevin Monte Carlo (PLMC),…

Machine Learning · Statistics 2026-04-07 Yingli Wang , Changwei Tu , Xiaoyu Wang , Lingjiong Zhu

Consider the problem of detecting one of M i.i.d. Gaussian signals corrupted in white Gaussian noise. Conventionally, matched filters are used for detection. We first show that the outputs of the matched filter form a set of asymptotically…

Information Theory · Computer Science 2020-08-19 Jiachun Pan , Yonglong Li , Vincent Y. F. Tan , Yonina C. Eldar

Let A be a p-variate real Wishart matrix on n degrees of freedom with identity covariance. The distribution of the largest eigenvalue in A has important applications in multivariate statistics. Consider the asymptotics when p grows in…

Statistics Theory · Mathematics 2008-10-09 Zongming Ma

In multiple-input multiple-output (MIMO) spatially multiplexing (SM) systems, achievable error rate performance is determined by signal detection strategy. The optimal maximum-likelihood detection (MLD) that exhaustively examines all symbol…

Information Theory · Computer Science 2015-03-17 Makoto Tanahashi , Hideki Ochiai

We study the statistics of the largest eigenvalue lambda_max of N x N random matrices with unit variance, but power-law distributed entries, P(M_{ij})~ |M_{ij}|^{-1-mu}. When mu > 4, lambda_max converges to 2 with Tracy-Widom fluctuations…

Statistical Mechanics · Physics 2015-06-25 Giulio Biroli , Jean-Philippe Bouchaud , Marc Potters

In this paper, a novel low-complexity detection algorithm for spatial modulation (SM), referred to as the minimum-distance of maximum-length (m-M) algorithm, is proposed and analyzed. The proposed m-M algorithm is a smart searching method…

Information Theory · Computer Science 2019-07-22 Ibrahim Al-Nahhal , Ertugrul Basar , Octavia A. Dobre , Salama Ikki

Recent advances in random matrix theory have spurred the adoption of eigenvalue-based detection techniques for cooperative spectrum sensing in cognitive radio. Most of such techniques use the ratio between the largest and the smallest…

Information Theory · Computer Science 2009-09-23 Federico Penna , Roberto Garello , Maurizio A. Spirito

Random sampling of large Markov matrices with a tunable spectral gap, a nonuniform stationary distribution, and a nondegenerate limiting empirical spectral distribution (ESD) is useful. Fix $c>0$ and $p>0$. Let $A_n$ be the adjacency matrix…

Probability · Mathematics 2015-09-09 Zhiyi Chi

The extreme-value statistics of the entanglement spectrum in disordered spin chains possessing a many-body localization transition is examined. It is expected that eigenstates in the metallic or ergodic phase, behave as random states and…

Disordered Systems and Neural Networks · Physics 2020-02-04 Rajarshi Pal , Arul Lakshminarayan