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This paper is to study a signal-plus-noise model in high dimensional settings when the dimension and the sample size are comparable. Specifically, we assume that the noise has a general covariance matrix that allows for heteroskedasticity,…

Statistics Theory · Mathematics 2025-05-13 Xiaoyu Liu , Yiming Liu , Guangming Pan , Lingyue Zhang , Zhixiang Zhang

The distribution of eigenvalues of N times N random matrices in the limit N to infinity is the solution to a variational principle that determines the ground state energy of a confined fluid of classical unit charges. This fact is a…

Mathematical Physics · Physics 2009-10-31 Michael K. -H. Kiessling , Herbert Spohn

In this paper, we present a technically simple method to establish upper bounds on the expected injective norm of real and complex random tensors. Our approach is somewhat analogous to the moment method in random matrix theory, and is based…

Probability · Mathematics 2026-03-03 Stephane Dartois , Benjamin McKenna

A third order real tensor is called a piezoelectric-type tensor if it is partially symmetric with respect to its last two indices. The piezoelectric tensor is a piezoelectric-type tensor of dimension three. We introduce C-eigenvalues and…

Mathematical Physics · Physics 2017-03-24 Yannan Chen , Antal Jákli , Liqun Qi

Estimating eigenvectors and low-dimensional subspaces is of central importance for numerous problems in statistics, computer science, and applied mathematics. This paper characterizes the behavior of perturbed eigenvectors for a range of…

Statistics Theory · Mathematics 2018-09-14 Joshua Cape , Minh Tang , Carey E. Priebe

We study joint eigenvector distributions for large symmetric matrices in the presence of weak noise. Our main result asserts that every submatrix in the orthogonal matrix of eigenvectors converges to a multidimensional Gaussian…

Probability · Mathematics 2020-05-19 Jake Marcinek , Horng-Tzer Yau

The largest eigenvalue of a matrix is always larger or equal than its largest diagonal entry. We show that for a large class of random Laplacian matrices, this bound is essentially tight: the largest eigenvalue is, up to lower order terms,…

Probability · Mathematics 2015-07-28 Afonso S. Bandeira

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 asymptotic behavior of eigenvalues of large complex correlated Wishart matrices at the edges of the limiting spectrum. In this setting, the support of the limiting eigenvalue distribution may have several connected components.…

Probability · Mathematics 2016-06-07 Walid Hachem , Adrien Hardy , Jamal Najim

Consider a deterministic self-adjoint matrix X_n with spectral measure converging to a compactly supported probability measure, the largest and smallest eigenvalues converging to the edges of the limiting measure. We perturb this matrix by…

Probability · Mathematics 2011-09-05 Florent Benaych-Georges , Alice Guionnet , Mylène Maïda

We establish large deviation principles for the largest eigenvalue of large random matrices with variance profiles. For $N \in \mathbb N$, we consider random $N \times N$ symmetric matrices $H^N$ which are such that…

Probability · Mathematics 2024-03-25 Raphaël Ducatez , Alice Guionnet , Jonathan Husson

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

Using the spectral multiplicities of the standard torus, we endow the Laplace eigenspaces with Gaussian probability measures. This induces a notion of random Gaussian Laplace eigenfunctions on the torus ("arithmetic random waves"). We study…

Mathematical Physics · Physics 2012-06-22 Manjunath Krishnapur , Par Kurlberg , Igor Wigman

Maximum eigenvalue detection (MED) is an important application of random matrix theory in spectrum sensing and signal detection. However, in small signal-to-noise ratio environment, the maximum eigenvalue of the representative signal is at…

Signal Processing · Electrical Eng. & Systems 2018-03-28 Lin Zheng , Robert C. Qiu , Qing Feng , Xuebin Li

This paper deals with symmetric random matrices whose upper diagonal entries are obtained from a linear random field with heavy tailed noise. It is shown that the maximum eigenvalue and the spectral radius of such a random matrix with…

Probability · Mathematics 2014-06-12 Arijit Chakrabarty , Rajat Subhra Hazra , Parthanil Roy

This is Part II of our work about random tensor inequalities and tail bounds for bivariate random tensor means. After reviewing basic facts about random tensors, we first consider tail bounds with more general connection functions. Then, a…

Probability · Mathematics 2023-05-08 Shih-Yu Chang

The quantum eigenvalue problem arises in the study of the geometric measure of the quantum entanglement. In this paper, we convert the quantum eigenvalue problem to the Z-eigenvalue problem of a real symmetric tensor. In this way, the…

Spectral Theory · Mathematics 2012-05-08 Xinzhen Zhang , Liqun Qi

We consider the Dirichlet Laplacian in a three-dimensional waveguide that is a small deformation of a periodically twisted tube. The deformation is given by a bending and an additional twisting of the tube, both parametrized by a coupling…

Spectral Theory · Mathematics 2020-02-19 Vincent Bruneau , Pablo Miranda , Daniel Parra , Nicolas Popoff

This article introduces an algebraic framework for establishing eigenvalue bounds for symmetric positive definite tensors by leveraging intrinsic invariants, specifically the trace and determinant (resultant). We derive a hierarchy of…

Numerical Analysis · Mathematics 2026-05-15 Snigdhashree Nayak , Hemant Sharma , Nachiketa Mishra

For fixed positive integers m, we consider the product of m independent n by n random matrices with iid entries as in the limit as n tends to infinity. Under suitable assumptions on the entries of each matrix, it is known that the limiting…

Probability · Mathematics 2017-11-21 Natalie Coston , Sean O'Rourke , Philip Matchett Wood
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