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Consider the task of generating samples from a tilted distribution of a random vector whose underlying distribution is unknown, but samples from it are available. This finds applications in fields such as finance and climate science, and in…

We define and study a family of distributions with domain complete Riemannian manifold. They are obtained by projection onto a fixed tangent space via the inverse exponential map. This construction is a popular choice in the literature for…

Statistics Theory · Mathematics 2008-05-07 Nikolay H. Balov

The eigenvalue density for members of the Gaussian orthogonal and unitary ensembles follows the Wigner semi-circle law. If the Gaussian entries are all shifted by a constant amount c/Sqrt(2N), where N is the size of the matrix, in the large…

Mathematical Physics · Physics 2009-04-21 Kevin E. Bassler , Peter J. Forrester , Norman E. Frankel

This short note presents upper bounds of the expectations of the largest singular values/eigenvalues of various types of random tensors in the non-asymptotic sense. For a standard Gaussian tensor of size $n_1\times\cdots\times n_d$, it is…

Spectral Theory · Mathematics 2021-06-22 Yuning Yang

A transmission amplitude is considered for quantum or wave transport mediated by a single resonance coupled to the background of many chaotic states. Such a model provides a useful approach to quantify fluctuations in an established signal…

Mesoscale and Nanoscale Physics · Physics 2018-06-06 Dmitry V. Savin

We consider an Information-Plus-Noise type matrix where the Information matrix is a spiked matrix. When some eigenvalues of the random matrix separate from the bulk, we study how the corresponding eigenvectors project onto those of the…

Probability · Mathematics 2017-10-12 Mireille Capitaine

Statistical properties of coherent radiation propagating in a quasi - 1D random media is studied in the framework of random matrix theory. Distribution functions for the total transmission coefficient and the angular transmission…

Condensed Matter · Physics 2009-10-28 Eugene Kogan , Moshe Kaveh

We compute the limiting eigenvalue statistics at the edge of the spectrum of large Hermitian random matrices perturbed by the addition of small rank deterministic matrices. To be more precise, we consider random Hermitian matrices with…

Probability · Mathematics 2007-05-23 Sandrine Péché

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…

Mathematical Physics · Physics 2018-08-20 Kevin Truong , Alexander Ossipov

We study the energy-momentum tensor of spin-$0$ and spin-$\frac{1}{2}$ hadrons in momentum space. We parametrize this object in terms of so-called gravitational transverse-momentum distributions, and we identify in the quark sector the…

High Energy Physics - Phenomenology · Physics 2023-06-22 Cédric Lorcé , Qin-Tao Song

We present a new framework for computing Z-eigenvectors of general tensors based on numerically integrating a dynamical system that can only converge to a Z-eigenvector. Our motivation comes from our recent research on spacey random walks,…

Numerical Analysis · Mathematics 2019-03-14 Austin R. Benson , David F. Gleich

Estimation of the covariance matrix has attracted a lot of attention of the statistical research community over the years, partially due to important applications such as Principal Component Analysis. However, frequently used empirical…

Statistics Theory · Mathematics 2018-06-19 Stanislav Minsker

We study distributions of random vectors whose components are second order polynomials in Gaussian random variables. Assuming that the law of such a vector is not absolutely continuous with respect to Lebesgue measure, we derive some…

Probability · Mathematics 2013-05-28 Vladimir I. Bogachev , Egor D. Kosov , Ivan Nourdin , Guillaume Poly

The reflection matrix R=S^{\dagger}S, with S being the scattering matrix, differs from the unit one, when absorption is finite. Using the random matrix approach, we calculate analytically the distribution function of its eigenvalues in the…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 D. V. Savin , H. -J. Sommers

We consider the joint distribution of real and imaginary parts of eigenvalues of random matrices with independent entries with mean zero and unit variance. We prove the convergence of this distribution to the uniform distribution on the…

Probability · Mathematics 2010-10-19 Friedrich Götze , Alexander Tikhomirov

We investigate eigenvectors of rank-one deformations of random matrices $\boldsymbol B = \boldsymbol A + \theta \boldsymbol {uu}^*$ in which $\boldsymbol A \in \mathbb R^{N \times N}$ is a Wigner real symmetric random matrix, $\theta \in…

Statistics Theory · Mathematics 2018-08-14 Farzan Haddadi , Arash Amini

Random tensor networks are a powerful toy model for understanding the entanglement structure of holographic quantum gravity. However, unlike holographic quantum gravity, their entanglement spectra are flat. It has therefore been argued that…

Quantum Physics · Physics 2025-10-21 Newton Cheng , Cécilia Lancien , Geoff Penington , Michael Walter , Freek Witteveen

We study schemes of tensor eigenvectors from an algebraic and geometric viewpoint. We characterize determinantal defining equations of such eigenschemes via linear equations in their coefficients, both in the general and in the symmetric…

Algebraic Geometry · Mathematics 2023-08-22 Valentina Beorchia , Francesco Galuppi , Lorenzo Venturello

The spectral theorem says that a real symmetric matrix has an orthogonal basis of eigenvectors and that, for a matrix with distinct eigenvalues, the basis is unique (up to signs). In this paper, we study the symmetric tensors with an…

Spectral Theory · Mathematics 2025-06-25 Alvaro Ribot , Anna Seigal , Piotr Zwiernik

Using dominant eigenvectors for background modeling (usually known as Eigenbackground) is a common technique in the literature. However, its results suffer from noticeable artifacts. Thus have been many attempts to reduce the artifacts by…

Computer Vision and Pattern Recognition · Computer Science 2022-02-08 Mahmood Amintoosi , Farzam Farbiz
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