Related papers: Melonic dominance and the largest eigenvalue of a …

The goal of this article is to study how much the eigenvalues of large Hermitian random matrices deviate from certain deterministic locations -- or in other words, to investigate optimal rigidity estimates for the eigenvalues. We do this in…

The ensemble of random Markov matrices is introduced as a set of Markov or stochastic matrices with the maximal Shannon entropy. The statistical properties of the stationary distribution pi, the average entropy growth rate $h$ and the…

Tensor models play an increasingly prominent role in many fields, notably in machine learning. In several applications, such as community detection, topic modeling and Gaussian mixture learning, one must estimate a low-rank signal from a…

We apply the method of determinants to study the distribution of the largest singular values of large $ m \times n $ real rectangular random matrices with independent Cauchy entries. We show that statistical properties of the (rescaled by a…

It has recently been proven that in rank three tensor models, the anti-symmetric and symmetric traceless sectors both support a large $N$ expansion dominated by melon diagrams [arXiv:1712.00249 [hep-th]]. We show how to extend these results…

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…

Let ${X}_{k}=(x_{k1}, \cdots, x_{kp})', k=1,\cdots,n$, be a random sample of size $n$ coming from a $p$-dimensional population. For a fixed integer $m\geq 2$, consider a hypercubic random tensor $\mathbf{{T}}$ of $m$-th order and rank $n$…

We show that a sequence of $k$-Hessian eigenvalues of the unit ball in ${\mathbb R}^n$ stays bounded as long as the ratio $n/k$ stays bounded. Moreover, we identify their growth of order at least $(2-1/k)$ in $n/k$. In the case $k=n$, we…

In this paper, we characterize the asymptotic and large scale behavior of the eigenvalues of wavelet random matrices in high dimensions. We assume that possibly non-Gaussian, finite-variance $p$-variate measurements are made of a…

The paper studies the spectral properties of large Wigner, band and sample covariance random matrices with heavy tails of the marginal distributions of matrix entries.

Given an integral domain A we consider the set of all integral elements over A that can occur as an eigenvalue of a symmetric matrix over A. We give a sufficient criterion for being such an element. In the case where A is the ring of…

We derive efficient recursive formulas giving the exact distribution of the largest eigenvalue for finite dimensional real Wishart matrices and for the Gaussian Orthogonal Ensemble (GOE). In comparing the exact distribution with the…

We propose a new definition of characteristic polynomials of tensors based on a partition function of Grassmann variables. This new notion of characteristic polynomial addresses general tensors including totally antisymmetric ones, but not…

Random matrices formed from i.i.d. standard real Gaussian entries have the feature that the expected number of real eigenvalues is non-zero. This property persists for products of such matrices, independently chosen, and moreover it is…

We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…

In the past 20 years, the study of real eigenvalues of non-symmetric real random matrices has seen important progress. Notwithstanding, central questions still remain open, such as the characterization of their asymptotic statistics and the…

We obtain exact analytic expressions of real tensor eigenvalue/vector distributions of real symmetric order-three tensors with Gaussian distributions for $N\leq 8$. This is achieved by explicitly computing the partition function of a…

In this paper, we investigate the asymptotic spectrum of complex or real Deformed Wigner matrices $(M_N)_N$ defined by $M_N=W_N/\sqrt{N}+A_N$ where $W_N$ is an $N\times N$ Hermitian (resp., symmetric) Wigner matrix whose entries have a…

Real eigenpairs of a real antisymmetric tensor of order $p$ and dimension $N$ can be defined as pairs of a real eigenvalue and $p$ orthonormal $N$-dimensional real eigenvectors. We compute the signed and the genuine distributions of such…

In this paper we study multivariate polynomial functions in complex variables and the corresponding associated symmetric tensor representations. The focus is on finding conditions under which such complex polynomials/tensors always take…