Related papers: On the Largest Singular Value/Eigenvalue of a Rand…

In this paper, we introduce the concept of Z$_1$-eigenvalue to infinite dimensional generalized Hilbert tensors (hypermatrix) $\mathcal{H}_\lambda^{\infty}=(\mathcal{H}_{i_{1}i_{2}\cdots i_{m}})$, $$ \mathcal{H}_{i_{1}i_{2}\cdots…

Let $M_n$ be an $n$ by $n$ random matrix where each entry is +1 or -1 independently with probability 1/2. Our main result implies that the probability that $M_n$ is singular is at most $(1/\sqrt{2} + o(1))^n$, improving on the previous best…

This article answers a question posed by Draisma and Horobet, who asked for a closed formula for the expected number of real eigenvalues of a random real symmetric tensor drawn from the Gaussian distribution relative to the Bombieri norm.…

Let $\sigma_n$ denote the largest mode-$n$ multilinear singular value of an $I_1\times\dots \times I_N$ tensor $\mathcal T$. We prove that $$ \sigma_1^2+\dots+\sigma_{n-1}^2+\sigma_{n+1}^2+\dots+\sigma_{N}^2\leq (N-2)\|\mathcal T\|^2 +…

Let $w=(w_1,\dots,w_d)$ be a $d$-tuple of positive real numbers such that $\sum_{i}w_i =1$ and $w_1\geq \cdots \geq w_d$. A $d$-dimensional vector $x=(x_1,\dots,x_d)\in\mathbb{R}^d$ is said to be $w$-singular if for every $\epsilon>0$ there…

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…

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…

The purpose of this paper is to establish universality of the fluctuations of the largest eigenvalue of some non necessarily Gaussian complex Deformed Wigner Ensembles. The real model is also considered. Our approach is close to the one…

Let $X$ be a $p\times n$ independent identically distributed real Gaussian matrix with positive mean $\mu $ and variance $\sigma^2$ entries. The goal of this paper is to investigate the largest eigenvalue of the noncentral sample covariance…

Let $M_n$ be the maximum of $n$ zero-mean gaussian variables $X_1,..,X_n$ with covariance matrix of minimum eigenvalue $\lambda$ and maximum eigenvalue $\Lambda$. Then, for $n \ge 70$, $$\Pr\{M_n \ge \lambda \left (2 \log n - 2.5 - \log(2…

Let $A$ be a real skew-symmetric Gaussian random matrix whose upper triangular elements are independently distributed according to the standard normal distribution. We provide the distribution of the largest singular value $\sigma_1$ of…

We prove two universality results for random tensors of arbitrary rank D. We first prove that a random tensor whose entries are N^D independent, identically distributed, complex random variables converges in distribution in the large N…

In this paper we focus on the finite n probability distribution function of the largest eigenvalue in the classical Gaussian Ensemble of n by n matrices (GEn). We derive the finite n largest eigenvalue probability distribution function for…

We study the statistical limits of testing and estimation for a rank one deformation of a Gaussian random tensor. We compute the sharp thresholds for hypothesis testing and estimation by maximum likelihood and show that they are the same.…

Invariant tensors are states in the (local) SU(2) tensor product representation but invariant under global SU(2) action. They are of importance in the study of loop quantum gravity. A random tensor is an ensemble of tensor states. An…

We calculate analytically the probability of large deviations from its mean of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we show that the…

Let ${\mathbf T}_n$ be a uniformly random tree with vertex set $[n]=\{1,\ldots,n\}$, let $\Delta_{{\mathbf T}_n}$ be the largest vertex degree in ${\mathbf T}_n$, and let $\lambda_1({\mathbf T}_n),\ldots,\lambda_n({\mathbf T}_n)$ be the…

C-eigenvalues of piezoelectric-type tensors which are real and always exist, are introduced by Chen et al. [1]. And the largest C-eigenvalue for the piezoelectric tensor determines the highest piezoelectric coupling constant. In this paper,…

We study the eigenvalues and the eigenvectors of $N\times N$ structured random matrices of the form $H = W\tilde{H}W+D$ with diagonal matrices $D$ and $W$ and $\tilde{H}$ from the Gaussian Unitary Ensemble. Using the supersymmetry technique…

Euclidean random matrices arise in a wide range of physical systems where interactions are determined by spatial configurations, including disordered media and cooperative phenomena in atomic ensembles. Unlike classical random matrix…