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Tagged with eigenvector asymptotics
4 questions
1
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0
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66
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CLT of the left singular vectors of i.i.d. data matrix
Let $\mathbf{X}$ be $(n \times p)$-dimensional random matrix ($n > p$) whose rows $\mathbf{x}_i$ are i.i.d. with some finite moments:
$$
\mathbf{X}^\top = [\mathbf{x}_1, \ldots \mathbf{x}_n]^\...
1
vote
1
answer
84
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Asymptotic property of the left singular vectors of i.i.d. data matrix
Let $\mathbf{X}$ be $(n \times p)$-dimensional data matrix ($n > p$) whose rows $\mathbf{x}_i$ are i.i.d. with some finite moments:
$$
\mathbf{X}^\top = [\mathbf{x}_1, \ldots \mathbf{x}_n]^\top.
...
1
vote
1
answer
107
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Convergent condition of the high-dimensional submatrix of some orthogonal matrix
Let $\mathbf{V}$ be a $p\times p$ orthogonal matrix (i.e., $\mathbf{V}\mathbf{V}^\top = \mathbf{V}^\top \mathbf{V} = \mathbf{I}$) whose columns are
$$
\mathbf{V} = \begin{bmatrix} \mathbf{v}_1 & \...
3
votes
2
answers
424
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Semiclassical expansions of eigenvalues of Schrödinger operators
Considering Schrödinger operators
$$ H(\hbar) = \hbar \Delta + V $$
where $V$ is some potential, perturbation theory tells that the eigenvalues of $H(\hbar)$ are holomorphic on some region containing ...