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Statistics of spectral properties of matrix-valued random variables.
5
votes
1
answer
1k
views
A general formula for Gaussian integrals over matrix elements
The question I have is quite specific. So in the hope that this post might help others in the future, my problem boils down to solving the following integral:
$$I_\tau=\int \prod_{i, j=1}^{N} d J_{i …
2
votes
0
answers
54
views
Solving the inverse of a matrix under a uniform distribution
I am looking to solve the following equation:
$$\left(\begin{array}{cc}{ g_{11}} & { g_{12}} \\ { g_{21}} & { g_{22}}\end{array}\right)=\int_{a}^{b} \frac{1}{b-a}\left(\begin{array}{cc}{- g_{22}} & { …
2
votes
1
answer
678
views
Distribution of eigenvectors of random matrices and link with the components of the matrix
Let $M$ be a real symmetric matrix of size $N$ with its components $M_{ij}$ following a normal distribution centered around 0.
Let $x\in\mathbb{R}^N$ be an eigenvector of $M$ with eigenvalue $\lambda\ …
2
votes
1
answer
227
views
Eigenvalues of large symmetric random tensors
I am studying the eigenvalues of large random tensors and realise that very little is known about it. I was wondering what is already known and what could be potential leads to find their limiting dis …
2
votes
1
answer
323
views
Two-level correlation function of eigenvalues for large random matrices
One can define the density of eigenvalues of a $N\times N$ Hermitian random matrix $H$ as:
\begin{equation}
\rho(\lambda)=\left \langle\frac{1}{N} \operatorname{Tr} \delta(\lambda-H)\right\rangle
\end …
2
votes
2
answers
579
views
Can the eigenvalues of a real symmetric tensor be complex?
Let $T$ be a fully symmetric tensor of rank $3$ and size $N$.
Using the following definition of eigenvalues, let $x\in \mathbb{C}^N$ and $\lambda\in\mathbb{C}$ such that:
\begin{equation}
\sum_{jk}^NT …
1
vote
1
answer
559
views
How can we do a Gaussian integral over matrix elements?
I am integrating the following Gaussian over all possible matrix elements $J_{ij}$:
$$ I=\int \exp{\left\{-a\sum_{ij}J_{ij}^2+b\sum_{ij}J_{ij}+c\sum_{ij}J_{ij}J_{ji} \right\}} \left (\prod_{ij}\mathrm …
1
vote
0
answers
91
views
Spectrum of large random asymmetric matrices with correlation
Background:
In their paper, Sommers Crisanti Sompolinsky and Stein derive the spectral distribution of large random matrices $\mathbf{J}$ by studying the following integral:
\begin{equation}
I=\left[ …
0
votes
0
answers
112
views
Solving integral equation with an unknown probability distribution
Considering this system of integral equations, where $\gamma \in \mathbb{R} $ and $\alpha\in \mathbb{C}$ are the unknown to solve :
$$ 1=\int_{-\infty}^{\infty} p(u) \frac{ -1}{\gamma-\left(u-z^{*}+\t …
0
votes
1
answer
685
views
Why is the determinant of a large random matrix equal to zero? (Heuristics) [closed]
Let $\mathbf{A}$ be a matrix of size $N\times N$ whose elements $A_{ij}$ (with $1\leq i,j\leq N$) are I.I.D following some distribution.
If we set set $\langle A_{ij}\rangle=0$ and $\langle {A_{ij}}^2 …
0
votes
0
answers
133
views
Is it possible to reduce eigenvalues of tensors to an matrix eigenvalue problem?
Can we construct a larger matrix $M$ such that its eigenvalues are the same as the eigenvalues of a tensor $T$ of order 3?
Let $\mathbf{T}$ be a fully symmetric tensor of order $3$ and size $N$. Its c …