Related papers: Replica method for eigenvalues of real Wishart pro…

We introduce a method to reconstruct an element of a Hilbert space in terms of an arbitrary finite collection of linearly independent reconstruction vectors, given a finite number of its samples with respect to any Riesz basis. As we…

In arXiv:1410.7268v3, the authors consider eigenvalues of overlapping Wishart matrices and prove that its fluctuations asymptotically convergence to the Gaussian free field. In this brief note, their result is extended to show that when the…

We propose a novel approach to disentangle the generative factors of variation underlying a given set of observations. Our method builds upon the idea that the (unknown) low-dimensional manifold underlying the data space can be explicitly…

We derive the asymptotic distributions of the spiked eigenvalues and eigenvectors under a generalized and unified asymptotic regime, which takes into account the spike magnitude of leading eigenvalues, sample size, and dimensionality. This…

In this paper, we consider N-dimensional real Wishart matrices Y in the class $W_{\mathbb{R}}(\Sigma,M)$ in which all but one eigenvalues of $\Sigma$ is 1. Let the non-trivial eigenvalue of $\Sigma$ be $1+\tau$, then as N,…

We consider products of independent large random rectangular matrices with independent entries. The limit distribution of the expected empirical distribution of singular values of such products is computed. The distribution function is…

On a connected, oriented, smooth Riemannian manifold without boundary we consider a real scalar field whose dynamics is ruled by $E$, a second order elliptic partial differential operator of metric type. Using the functional formalism and…

We consider the optimization problem with a generally quadratic matrix constraint of the form $X^TAX = J$, where $A$ is a given nonsingular, symmetric $n\times n$ matrix and $J$ is a given $k\times k$ symmetric matrix, with $k\leq n$,…

We propose the notion of $E_{2}$-quasi-exact solvability and apply this idea to find explicit solutions to the eigenvalue problem for a non-Hermitian Hamiltonian system depending on two parameters. The model considered reduces to the…

The replica method is a non-rigorous but well-known technique from statistical physics used in the asymptotic analysis of large, random, nonlinear problems. This paper applies the replica method, under the assumption of replica symmetry, to…

For a polynomial ring over a commutative ring of positive characteristic, we define on the associated de Rham-Witt complex a set of functions, and show that they are pseudovaluations in the sense of Davis, Langer and Zink. To achieve it, we…

In recent years the Rosenzweig--Porter (RP) ensemble, obtained by adding a diagonal matrix with independent and identically distributed elements to a Gaussian random matrix, has been widely used as a minimal model for the emergence of…

We consider increasingly complex models of matrix denoising and dictionary learning in the Bayes-optimal setting, in the challenging regime where the matrices to infer have a rank growing linearly with the system size. This is in contrast…

We derive the exact asymptotic rates of the small eigenvalues of the Laplacian on one-parameter degenerations of compact K\"ahler manifolds equipped with induced background metrics. This generalizes a recent result of Dai and Yoshikawa to…

In this paper, we obtain a property of the expectation of the inverse of compound Wishart matrices which results from their orthogonal invariance. Using this property as well as results from random matrix theory (RMT), we derive the…

Data sets collected at different times and different observing points can possess correlations at different times $and$ at different positions. The doubly correlated Wishart model takes both into account. We calculate the eigenvalue density…

We consider random matrices that have invariance properties under the action of unitary groups (either a left-right invariance, or a conjugacy invariance), and we give formulas for moments in terms of functions of eigenvalues. Our main tool…

We present an iteration for the computation of simple eigenvalues using a pseudospectrum approach. The most appealing characteristic of the proposed iteration is that it reduces the computation of a single eigenvalue to a small number of…

We address the challenge of estimating the hyperuniformity exponent $\alpha$ of a spatial point process, given only one realization of it. Assuming that the structure factor $S$ of the point process follows a vanishing power law at the…

Let $\mathbf{W}_1$ and $\mathbf{W}_2$ be independent $n\times n$ complex central Wishart matrices with $m_1$ and $m_2$ degrees of freedom respectively. This paper is concerned with the extreme eigenvalue distributions of double-Wishart…