相关论文: Exponential growth of random determinants beyond i…

We prove nonasymptotic matrix concentration inequalities for the spectral norm of (sub)gaussian random matrices with centered independent entries that capture fluctuations at the Tracy-Widom scale. This considerably improves previous bounds…

We define in this paper a class of three indices tensor models, endowed with $O(N)^{\otimes 3}$ invariance ($N$ being the size of the tensor). This allows to generate, via the usual QFT perturbative expansion, a class of Feynman tensor…

We study largest singular values of large random matrices, each with mean of a fixed rank $K$. Our main result is a limit theorem as the number of rows and columns approach infinity, while their ratio approaches a positive constant. It…

We find the exponential exact two-terms non-asymptotic expression for the maximum and minimum distribution of a non-Gaussian, in general case, random vector.

We prove that all 'gradient span algorithms' have asymptotically deterministic behavior on scaled Gaussian random functions as the dimension tends to infinity. In particular, this result explains the counterintuitive phenomenon that…

Across the sciences, the statistical analysis of networks is central to the production of knowledge on relational phenomena. Because of their ability to model the structural generation of networks, exponential random graph models are a…

The Schwinger-Dyson Equations (SDEs) of matrix models are known to form (half) a Virasoro algebra and have become a standard tool to solve matrix models. The algebra generated by SDEs in tensor models (for random tensors in a suitable…

The paper deals with distribution of singular values of product of random matrices arising in the analysis of deep neural networks. The matrices resemble the product analogs of the sample covariance matrices, however, an important…

Three-dimensional random tensor models are a natural generalization of the celebrated matrix models. The associated tensor graphs, or 3D maps, can be classified with respect to a particular integer or half-integer, the degree of the…

We introduce real second-order freeness in second-order noncommutative probability spaces. We demonstrate that under this definition, three real models of random matrices, namely real Ginibre matrices, Gaussian orthogonal matrices, and real…

Higher-order spacing ratios are investigated analytically using a Wigner-like surmise for Gaussian ensembles of random matrices. For $k$-th order spacing ratio $(r^{(k)}$, $k>1)$ the matrix of dimension $2k+1$ is considered. A universal…

Random correlation matrices are studied for both theoretical interestingness and importance for applications. The author of [6] is interested in their interpretation as covariance matrices of purely random signals, the authors of [16]…

We consider random matrices of the form $H = W + \lambda V$, $\lambda\in\mathbb{R}^+$, where $W$ is a real symmetric or complex Hermitian Wigner matrix of size $N$ and $V$ is a real bounded diagonal random matrix of size $N$ with i.i.d.\…

We establish a large-deviations principle for the largest eigenvalue of a generalized sample covariance matrix, meaning a matrix proportional to $Z^T \Gamma Z$, where $Z$ has i.i.d. real or complex entries and $\Gamma$ is not necessarily…

The classical Gaussian ensembles of random matrices can be constructed by maximizing Boltzmann-Gibbs-Shannon's entropy, S_{BGS} = - \int d{\bf H} [P({\bf H})] \ln [P({\bf H})], with suitable constraints. Here we construct and analyze…

We present an exact formula for moments and cumulants of several real compound Wishart matrices in terms of an Euler characteristic expansion, similar to the genus expansion for complex random matrices. We consider their asymptotic values…

We consider the statistics of the extreme eigenvalues of sparse random matrices, a class of random matrices that includes the normalized adjacency matrices of the Erd{\H o}s-R{\'e}nyi graph $G(N,p)$. Recently, it was shown by Lee, up to an…

We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…

Learning of continuous exponential family distributions with unbounded support remains an important area of research for both theory and applications in high-dimensional statistics. In recent years, score matching has become a widely used…

From the study of the high order freeness of random matrices, it is known that the order $r$ cumulant of the trace of a polynomial of $N$-dimensional GUE/GOE is of order $N^{2-r}$ if $r$ is fixed. In this work, we extend the study along…