Search Results

Consider $J$ a random matrix of size $n\times n$ with i.i.d. Gaussian entries $J_{ij} \sim \mathcal{N}(0,\sigma^2/n)$. Let $f(x)=tanh(x)$, and for $x\in\mathbb{R}^n$, $f(x)$ denotes the vector where $ …

Let $X$ be a given $d \times T$ matrix, and let $M$ be an $n \times d$ random matrix (say i.i.d. centered coefficients). Define $Y=MX$ in $\mathbb{R}^n$ and $H=Y'(YY')^{-1}Y$, where $'$ denotes the tr …

Let $x$ a random Gaussian vector of size $n$ with i.i.d coefficients $N(0,1)$. Let $J$ a random matrix with i.i.d coefficients $N(0,\sigma^2/n)$ where $\sigma \in [0,1]$. For any integer T>n, define: …

Suppose $D$ is a diagonal matrix of size $n \times n$ with diagonal elements $D_{ii}$ which are independent standard centered Gaussian random variables. Then consider a matrix $J$ such that its elemen …

Hello, Consider $A$ a $n \times n$ random matrix with centered Gaussian entries $A_{i,j}$ such that $$\mathbb{E}[A_{i,j}^2]=\sigma_j^2/n$$. The variances depend on the column only. What do we know o …