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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.…

Probability · Mathematics 2023-06-23 Aukosh Jagannath , Patrick Lopatto , Leo Miolane

Point processes and, more generally, random measures are ubiquitous in modern statistics. However, they can only take positive values, which is a severe limitation in many situations. In this work, we introduce and study random signed…

Probability · Mathematics 2024-11-20 Riccardo Passeggeri

This paper lies in the intersection of several fields: number theory, lattice theory, multilinear algebra, and scientific computing. We adapt existing solution algorithms for tensor eigenvalue problems to the tensor-train framework. As an…

Numerical Analysis · Mathematics 2017-10-05 Harri Hakula , Pauliina Ilmonen , Vesa Kaarnioja

This paper is concerned with the explicit computation of the limiting distribution function of the largest real eigenvalue in the real Ginibre ensemble when each real eigenvalue has been removed independently with constant likelihood. We…

Mathematical Physics · Physics 2020-08-05 Jinho Baik , Thomas Bothner

The distributions of the smallest and largest eigenvalues for the matrix product $Z^\dagger Z$, where $Z$ is an $n \times m$ complex Gaussian matrix with correlations both along rows and down columns, are expressed as $m \times m$…

Mathematical Physics · Physics 2009-11-11 P. J. Forrester

We consider quadratic forms of deterministic matrices $A$ evaluated at the random eigenvectors of a large $N \times N$ GOE or GUE matrix, or equivalently evaluated at the columns of a Haar-orthogonal or Haar-unitary random matrix. We prove…

Probability · Mathematics 2022-10-10 Laszlo Erdos , Benjamin McKenna

Let $X,X_1,\ldots,X_n$ be independent identically distributed random variables. The paper deals with the question about the behavior of the concentration function of the random variable $\sum\limits_{k=1}^{n}X_k a_k$ according to the…

Probability · Mathematics 2013-03-19 Yu. S. Eliseeva

We analyse the eigenvectors of the adjacency matrix of a random inhomogeneous graph constructed from a specified degree sequence. We assume that the empirical degree sequence has bounded mean and variance. We show that near the edges of the…

Probability · Mathematics 2026-04-14 Thomas Buc-d'Alché , Antti Knowles

We introduce the concept of mode-k generalized eigenvalues and eigenvectors of a tensor and prove some properties of such eigenpairs. In particular, we derive an upper bound for the number of equivalence classes of generalized tensor…

Numerical Analysis · Mathematics 2016-01-15 Liping Chen , Lixing Han , Liangmin Zhou

In this paper, we propose a type of tensor-neural-network-based machine learning method to compute multi-eigenpairs of high dimensional eigenvalue problems without Monte-Carlo procedure. Solving multi-eigenvalues and their corresponding…

Numerical Analysis · Mathematics 2023-05-23 Yifan Wang , Hehi Xie

This paper presents the applications of Eigenvalues and Eigenvectors (as part of spectral decomposition) to analyze the bipartivity index of graphs as well as to predict the set of vertices that will constitute the two partitions of graphs…

Social and Information Networks · Computer Science 2016-01-20 Natarajan Meghanathan

We give a self-contained randomized algorithm based on shifted inverse iteration which provably computes the eigenvalues of an arbitrary matrix $M\in\mathbb{C}^{n\times n}$ up to backward error $\delta\|M\|$ in…

Numerical Analysis · Mathematics 2022-05-16 Jess Banks , Jorge Garza-Vargas , Nikhil Srivastava

Tensors of order three or higher have found applications in diverse fields, including image and signal processing, data mining, biomedical engineering and link analysis, to name a few. In many applications that involve for example time…

Data Structures and Algorithms · Computer Science 2018-09-05 Davoud Ataee Tarzanagh , George Michailidis

We prove the existence of an open set of $n_1\times n_2 \times n_3$ tensors of rank $r$ on which a popular and efficient class of algorithms for computing tensor rank decompositions based on a reduction to a linear matrix pencil, typically…

Numerical Analysis · Mathematics 2022-09-02 Carlos Beltrán , Paul Breiding , Nick Vannieuwenhoven

We show that some of the best-known matrix decompositions of some of the best-known random matrix ensembles give us the unique $G$-invariant uniform distributions on some of the best-known manifolds. The eigenvectors distributions of the…

Probability · Mathematics 2025-12-16 Yihan Guo , Lek-Heng Lim

For signed graphs we provide a cubic polynomial upper bound on the multiplicity of its eigenvalues. We show that this bound is sharp by providing examples of signed graphs in which it is attained. We also discuss particular cases in which…

Combinatorics · Mathematics 2019-11-05 Farzaneh Ramezani , Peter Rowlinson , Zoran Stanic

For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…

Statistics Theory · Mathematics 2008-10-10 T. Royen

A difficult problem in the theory of random tensors is to calculate the expectation values of polynomials in the tensor entries, even in the large N limit and in a Gaussian distribution. Here we address this issue, focusing on a family of…

Mathematical Physics · Physics 2013-10-15 Valentin Bonzom , Frederic Combes

Consider the normalized adjacency matrices of random $d$-regular graphs on $N$ vertices with fixed degree $d\geq 3$, and denote the eigenvalues as $\lambda_1=d/\sqrt{d-1}\geq \lambda_2\geq\lambda_3\cdots\geq \lambda_N$. We prove that the…

Probability · Mathematics 2024-05-21 Jiaoyang Huang , Theo McKenzie , Horng-Tzer Yau

Let $X$ be an $M\times N$ random matrix consisting of independent $M$-variate elliptically distributed column vectors $\mathbf{x}_{1},\dots,\mathbf{x}_{N}$ with general population covariance matrix $\Sigma$. In the literature, the quantity…

Statistics Theory · Mathematics 2021-06-03 Jun Wen , Jiahui Xie , Long Yu , Wang Zhou