Given an isotropic, exchangeable, and unconditional random vector $\mathbf X$, we consider the sample covariance matrix constructed from i.i.d. copies of several tensor models of $\mathbf X$, such as the tensor power $\mathbf{X}^{\otimes d}$. Under appropriate moment conditions on $\mathbf X$, we show that almost surely, the empirical spectral distribution converges weakly to the Marchenko-Pastur law. This extends previous results which required the coordinates of $\mathbf X$ to be independent. As we demonstrate, our extension applies to many new random vectors $\mathbf X$ of interest.
In this paper, we consider the computation of $M$-eigenpairs of fourth order partially symmetric tensors arising from elasticity theory. First, a lifted fourth order tensor is constructed, and the original $M$-eigenvalue problem is reformulated as a parameterized generalized tensor eigenvalue problem under the $\mathbf...
Zhuo-Lin Du, Han-Xin Liu, Yi-Sheng Song· 0 citations
For a centered, variance-one random variable $X$ with finite fourth moment, let $x$ be the vector of square-free degree-$d$ monomials in $n$ independent copies of $X$. At the critical scale $d^2/n \to \lambda \in (0,\infty)$, the normalized squared length of $x$ converges to the lognormal variable $R = \exp(\sqrt{\lamb...
Let $$X_n=\sum_{i=1}^s t_i A_i^{\otimes n},$$ where $A_1,\ldots,A_s\in M_d(\mathbb C)$ and $t_1,\ldots,t_s\in\mathbb C$ are fixed, while $n$ grows. Direct computation of determinants or Schatten norms of $X_n$ is exponential in $n$. For a single tensor power these quantities are elementary, and even the determinant of...
We prove that the normalized $k$-th moment of the Laguerre unitary ensemble, as a function of the dimension, is decreasing for fixed $k\in(0,1)\cup (2,\infty)$ and increasing for fixed $k\in(1,2).$ As a corollary, this implies that the average singular value of complex Gaussian random matrix decreases with dimension. C...
We prove a sharp concentration inequality for the spectral norm of sparse random tensors with independent Bernoulli entries. Let $T$ be an order-$k$ tensor of dimension $n\times\cdots\times n$ with independent Bernoulli$(p)$ entries, where $k$ is fixed. For any $c,r>0$, we show that $\|T-\mathbb E T\|\le C_{k,r,c}\sqrt...
For a symmetric weight $w(x)$ on a finite discrete lattice and its Christoffel transforms $x^{2}w(x),x^{2}(x^{2}w(x)),\dots$, we prove that, at each Christoffel step, the conjugated projection associated with the transformed Christoffel--Darboux kernel differs from the original orthogonal projection by a rank-one opera...
Anton Nazarov, P. Nikitin, Anton Selemenchuk· 0 citations
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