All Questions
11 questions
1
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40
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Asymptotic unitary invariance of rank-one spiked Gaussian matrix
I'm working on some Random Matrix Theory related stuff for my thesis, and i've come across the following problem:
Consider a (normalized) spiked Wigner matrix $\mathbf{A}$
$$ \mathbf{A} = \frac{\beta}{...
- 11
1
vote
1
answer
99
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Maximum column norm of random $A^{-1}B$
Suppose that $A$ is an $n$ by $n$ Gaussian matrix (each component i.i.d. normal distributed with mean 0 and variance 1). Let $b$ be a $n$-Gaussian vector. Then it could be easily proven that the ...
- 33
2
votes
2
answers
215
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How to analyze the value of convergence of functions of random matrices?
Consider a random i.i.d matrix $\mathbf{A}_{m\times n}$ with entries generated from a complex Gaussian distribution with zero mean and unit variance. I am interested in the large dimension analysis of ...
- 287
3
votes
0
answers
225
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Eigenvalues of Hadamard product of two Wishart-type matrices
Given two independent Gaussian matrices with i.i.d. entries: $A\in\mathbb{R}^{n\times p}$ and $B\in\mathbb{R}^{n\times q}$, where and $A_{i,j},B_{i,j}\sim\mathcal{N}(0,1)$. Assume that $\max(p,q)<n....
- 31
0
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0
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92
views
Linear independence of Wishart matrices
Let $W\sim W_n(I,d)$ be a real Wishart matrix of an identity covariance matrix and $d$ degrees of freedom, i.e., $W=XX^T$ for $X$ being an $n\times d$ matrix whose entries are i.i.d sampled from a ...
- 123
2
votes
1
answer
904
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Diagonalizability of Gaussian random matrices
Let $X$ be an $n\times n$ matrix whose elements are i.i.d. sampled from a normal distribution of zero mean and unit variance. Is $X$ diagonalizable over $\mathbb{C}$ with probability 1? Is there a ...
- 123
0
votes
0
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132
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Upper bound on the condition number of the product of a random sparse matrix and a semi-orthogonal matrix
Let $G \in \mathbb{R}^{n \times m}$ (m > n, m = O(n)) whose all entries are i.i.d. distributed as $\mathcal{N}(0, 1) * \text{Ber}(p)$. Let $V \in \mathbb{R}^{m \times n}$ be a fixed semi-orthogonal ...
- 109
5
votes
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?
...
- 899
1
vote
1
answer
131
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Large scale analysis of matrix multiplications
Let $\mathbf{A}_{m\times n}$ and $\mathbf{B}_{m\times n}$ be two random i.i.d matrices with zero mean and unit variance. Then, are the following large-scale analysis true (m,n go to infinity with ...
- 287
2
votes
0
answers
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 $\...
- 13.9k
1
vote
0
answers
46
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the 3th and 4th order statistics of Circularly Symmetric Complex Normal random vector?
Assume that ${\bf{z}} \in {\mathbb{C}}^{n \times 1}$ is a CSCG random vector denoted with $\mathcal{C} ~ (\bf{\mu} _0,\bf \Sigma _0)$ where $\mu _0$ and $\bf \Sigma _0$ are mean and contrivance matrix,...
- 275