All Questions
5 questions with no upvoted or accepted answers
5
votes
0
answers
327
views
Eigenvalues of Random Regular Bipartite Graphs
I am looking for a way of getting a good estimate of the eigenvalues of random bipartite d-regular graphs. The literature has very precise values the proofs of which are very involved and since I am ...
3
votes
0
answers
184
views
Convergence rate of the smallest eigenvalue of an integral of a multivariate squared Brownian Motion
I am interested in deriving the convergence rate of the smallest eigenvalue of a sequence of random matrices with diverging dimension. More precisely, let $W_n(r)$ represent an $n$-dimensional ...
2
votes
0
answers
756
views
Distributions of eigenvalues for matrix normal distribution: related references
I am interested in the distribution of the eigenvalues of matrices that are sampled from the matrix normal distribution.
I am sampling from $p(X \mid M,U,V)$ and let's assume that I know the ...
1
vote
0
answers
148
views
Eigenvalue distribution of random matrices
Given basis $M_1,M_2\dotsc,M_{d^2}$ in $\mathbb C^{d\times d}$, we consider
$$\sum_i x_i M_i$$
for random variables $x_i$.
What is the distribution of $$\lVert\sum_i x_i M_i\rVert_1=\sum \sigma_k?$$
...
1
vote
0
answers
146
views
minimum eigenvalue of Katri-Rao product of two Gaussian matrices
Let $\mathbf{A}\in\mathbb{R}^{k\times n}$ and $\mathbf{B}\in\mathbb{R}^{d\times n}$ be independent matrices with i.i.d. $\mathcal{N}(0,1)$ entries. I'm interested in lower bounding the minimum ...