相关论文: Eigenvalues of random matrices with isotropic Gaus…

Diffusion tensor imaging (DTI) is a prevalent neuroimaging tool in analyzing the anatomical structure. The distinguishing feature of DTI is that the voxel-wise variable is a 3x3 positive definite matrix other than a scalar, describing the…

The largest eigenvalue of random tensors is an important feature of systems involving disorder, equivalent to the ground state energy of glassy systems or to the injective norm of quantum states. For symmetric Gaussian random tensors of…

Eigenvalue distributions are important dynamical quantities in matrix models, and it is an interesting challenge to study corresponding quantities in tensor models. We study real tensor eigenvalue/vector distributions for real symmetric…

Eigenvalue distributions are important dynamical quantities in matrix models, and it is a challenging problem to derive them in tensor models. In this paper, we consider real symmetric order-three tensors with Gaussian distributions as the…

Diffusion tensor imaging (DTI) is a popular magnetic resonance imaging technique used to characterize microstructural changes in the brain. DTI studies quantify the diffusion of water molecules in a voxel using an estimated 3x3 symmetric…

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…

As in random matrix theories, eigenvector/value distributions are important quantities of random tensors in their applications. Recently, real eigenvector/value distributions of Gaussian random tensors have been explicitly computed by…

We study a class of random matrices that appear in several communication and signal processing applications, and whose asymptotic eigenvalue distribution is closely related to the reconstruction error of an irregularly sampled bandlimited…

Purpose: To facilitate the implementation/validation of signal representations and models using parametric matrix-variate distributions to approximate the diffusion tensor distribution (DTD) $\mathcal{P}(\mathbf{D})$. Theory: We establish…

Random matrices formed from i.i.d. standard real Gaussian entries have the feature that the expected number of real eigenvalues is non-zero. This property persists for products of such matrices, independently chosen, and moreover it is…

The statistical analysis of covariance matrix data is considered and, in particular, methodology is discussed which takes into account the non-Euclidean nature of the space of positive semi-definite symmetric matrices. The main motivation…

Understanding the distributions of spectral estimators in low-rank random matrix models, also known as signal-plus-noise matrix models, is fundamentally important in various statistical learning problems, including network analysis, matrix…

Relying on random matrix theory (RMT), this paper studies asymmetric order-$d$ spiked tensor models with Gaussian noise. Using the variational definition of the singular vectors and values of (Lim, 2005), we show that the analysis of the…

Random tensor models have applications in a variety of fields, such as quantum gravity, quantum information theory, mathematics of modern technologies, etc., and studying their statistical properties, e.g., tensor eigenvalue/vector…

This work investigates the multiplicity and differentiability of eigenfrequencies in structures with various symmetries. In particular, the study explores how the geometric and design variable symmetries affect the distribution of…

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…

We investigate the noise sensitivity of the top eigenvector of a sparse random symmetric matrix. Let $v$ be the top eigenvector of an $N\times N$ sparse random symmetric matrix with an average of $d$ non-zero centered entries per row. We…

We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…

This article presents maximum likelihood estimators (MLEs) and log-likelihood ratio (LLR) tests for the eigenvalues and eigenvectors of Gaussian random symmetric matrices of arbitrary dimension, where the observations are independent…

We investigate spacing statistics $p(s)$ and distribution of eigenvalues $D(\epsilon)$ for ensembles of various real random matrices (of order $n \times n, n=2$ and $n>>2$) where the matrix-elements have various Probability Distribution…