Related papers: Spiked Singular Values and Vectors under Extreme A…
The spectral statistics of non-Hermitian random matrices are of importance as a diagnostic tool for chaotic behavior in open quantum systems. Here, we investigate the statistical properties of singular values in non-Hermitian random…
The small and large scale problem of various passive vector models with anisotropic forcing is considered by solving exactly the equation for the pair correlation function. Emphasis is placed in the phenomena of anomalous scaling and the…
Given $n,m\in \mathbb{N}$, we study two classes of large random matrices of the form $$ \mathcal{L}_n =\sum_{\alpha=1}^m\xi_\alpha \mathbf{y}_\alpha \mathbf{y}_\alpha ^T\quad\text{and}\quad \mathcal{A}_n =\sum_{\alpha =1}^m\xi_\alpha…
In this review we summarise recent results for the complex eigenvalues and singular values of finite products of finite size random matrices, their correlation functions and asymptotic limits. The matrices in the product are taken from…
We place ourselves in the setting of high-dimensional statistical inference, where the number of variables $p$ in a data set of interest is of the same order of magnitude as the number of observations $n$. More formally, we study the…
This paper addresses the asymptotic behavior of a particular type of information-plus-noise-type matrices, where the column and row number of the matrices are large and of the same order, while signals are diverged and time delays of the…
We investigate whether the Wigner semi-circle and Marcenko-Pastur distributions, often used for deep neural network theoretical analysis, match empirically observed spectral densities. We find that even allowing for outliers, the observed…
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…
Field theoretic renormalization group and the operator product expansion are applied to a model of a passive scalar field, advected by the Gaussian strongly anisotropic velocity field. Inertial-range anomalous scaling behavior is…
The distribution of singular values of the propagation operator in a random medium is investigated, in a backscattering configuration. Experiments are carried out with pulsed ultrasonic waves around 3 MHz, using an array of 64 programmable…
In this paper, we study the asymptotic behavior of the extreme eigenvalues and eigenvectors of the high dimensional spiked sample covariance matrices, in the supercritical case when a reliable detection of spikes is possible. Especially, we…
The extremes of a stationary time series typically occur in clusters. A primary measure for this phenomenon is the extremal index, representing the reciprocal of the expected cluster size. Both a disjoint and a sliding blocks estimator for…
There has been a recent surge of interest in studying permutation-based models for ranking from pairwise comparison data. Despite being structurally richer and more robust than parametric ranking models, permutation-based models are less…
We study a class of random matrices that appear in several communication and signal processing applications, and whose asymptotic eigenvalue distribution is closely related to the reconstruction error of an irregularly sampled bandlimited…
Motivated by dimension reduction in regression analysis and signal detection, we investigate the order determination for large dimension matrices including spiked models of which the numbers of covariates are proportional to the sample…
In the analysis of highly-oscillatory evolution problems, it is commonly assumed that a single frequency is present and that it is either constant or, at least, bounded from below by a strictly positive constant uniformly in time. Allowing…
Pseudospectral analysis is fundamental for quantifying the sensitivity and transient behavior of nonnormal matrices, yet its computational cost scales cubically with dimension, rendering it prohibitive for large-scale systems. While…
This work introduces an asymptotic study of Hotelling-type tensor deflation in the presence of noise, in the regime of large tensor dimensions. Specifically, we consider a low-rank asymmetric tensor model of the form $\sum_{i=1}^r…
Suppose $\mathbf Y_n=(\mathbf y_1,\cdots,\mathbf y_n)$ is a $p\times n$ data matrix whose columns $\mathbf y_j, 1\leq j\leq n$ have different correlations. The asymptotic spectral property of $\mathbf S_n=\frac1n\mathbf Y_n\mathbf Y^*_n$…
We consider the diffusion of independent particles experiencing random accelerations by a space- and time-dependent force as well as viscous damping. This model can exhibit several asymptotic behaviours, depending upon the limiting cases…