All Questions
7 questions
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53
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What can we say about $\mathbb{E}[\mathrm{tr}A^{1/2}]$ for $A=\frac{1}{C}\sum_{i=1}^\infty c_i \alpha_i\alpha_i^\top \in\mathbb{R}^{m\times m}$?
Suppose we are given a summable sequence $(c_i)_{i\in\mathbb{N}}$ with $\sum_{i=1}^\infty c_i = C<\infty$ and independent $m$-dimensional, standard Gaussian vectors $\alpha_i\sim\mathcal{N}(0,I_m)$,...
0
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0
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69
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Spectrum of Moore-Penrose pseudo-inverse multiplied by a constant
Consider a random rectangular matrix $X\in\mathbb{R}^{N\times P}$ where each entry is drawn from iid distribution with mean $m$ and variance $s^2$, and denote $X^+$ the Moore-Penrose pseudo-inverse.
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5
votes
1
answer
2k
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Distribution of eigenvalues of a Wishart matrix
Is there a known expression for the eigenvalue distribution of a matrix of the form
$$\sum_{i=1}^n k_ia_ia_i^T$$
where $a_i \in \mathcal{R}^m$, with $n > m$, $a_i \sim \mathcal{N}(0,\Sigma)$ and $...
5
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1
answer
3k
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Eigenvalues and eigenvectors of Gaussian random matrices
Let us assume we have a square matrix $A$ whose entries are sampled from a standard Gaussian distribution of mean $0$. Do we have any information about the distribution of its eigenvalues?
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- 5,429
1
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1
answer
355
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Asymptotic eigenvalue distribution of sum of two i.i.d random matrices with Marchenko Pastur distributed eigenvalues?
Is there a method using random matrix theory and NOT using free probability to determine the asymptotic eigenvalue distribution of the random matrix $\mathbf{M}=\mathbf{X}_1+ \mathbf{X}_2$? where:
$\...
CommunityBot
- 1
11
votes
8
answers
2k
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Semicircle law universality elsewhere
Wigner's semicircle distribution is:
$$f(x)=\frac{1}{2 \pi}\sqrt{4-x^2}, \ \ -2\leq x\leq 2.$$
Under reasonable conditions, the rescaled eigenvalue density of random symmetric matrices $M_n$ follows ...
- 188k
2
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0
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100
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On a random matrix construction
Given a symmetric matrix $M\in\Bbb Z^{n\times n}$ or rank $r$ with absolute value of any entry bound by $2^{b^2-1}-1$ and maximum eigenvalue at most $\lambda$.
We consider the set $\mathcal T_b$ of $\...
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