Zobrazeno 1 - 10
of 52
pro vyhledávání: '"Secondary 60B20"'
We consider two hypothesis testing problems for low-rank and high-dimensional tensor signals, namely the tensor signal alignment and tensor signal matching problems. These problems are challenging due to the high dimension of tensors and lack of mean
Externí odkaz:
http://arxiv.org/abs/2411.01732
Autor:
Mentemeier, Sebastian, Xiao, Hui
We study the first passage time $\tau_u = \inf \{ n \geq 1: |V_n| > u \}$ for the multivariate perpetuity sequence $V_n = Q_1 + M_1 Q_2 + \cdots + (M_1 \ldots M_{n-1}) Q_n$, where $(M_n, Q_n)$ is a sequence of independent and identically distributed
Externí odkaz:
http://arxiv.org/abs/2307.04985
Autor:
Heiny, Johannes, Kleemann, Carolin
A joint limit theorem for the point process of the off-diagonal entries of a sample covariance matrix $\mathbf{S}$, constructed from $n$ observations of a $p$-dimensional random vector with iid components, and the Frobenius norm of $\mathbf{S}$ is pr
Externí odkaz:
http://arxiv.org/abs/2302.13914
Autor:
Bagyan, Armine, Richards, Donald
We consider random walks on the cone of $m \times m$ positive definite matrices, where the underlying random matrices have orthogonally invariant distributions on the cone and the Riemannian metric is the measure of distance on the cone. By applying
Externí odkaz:
http://arxiv.org/abs/2206.10138
Consider a branching random walk $(G_u)_{u\in \mathbb T}$ on the general linear group $\textrm{GL}(V)$ of a finite dimensional space $V$, where $\mathbb T$ is the associated genealogical tree with nodes $u$. For any starting point $v \in V \setminus\
Externí odkaz:
http://arxiv.org/abs/2206.04941
Generalizing the bounded kernel results of Borgs, Chayes, Lov\'asz, S\'os and Vesztergombi (2008), we prove two Sampling Lemmas for unbounded kernels with respect to the cut norm. On the one hand, we show that given a (symmetric) kernel $U\in L^p([0,
Externí odkaz:
http://arxiv.org/abs/2203.07581
We introduce a new random matrix model called distance covariance matrix in this paper, whose normalized trace is equivalent to the distance covariance. We first derive a deterministic limit for the eigenvalue distribution of the distance covariance
Externí odkaz:
http://arxiv.org/abs/2105.07641
We consider the effect of a partial transpose on the limit $*$-distribution of a Haar distributed random unitary matrix. If we fix, $b$, the number of blocks, we show that the partial transpose can be decomposed into a sum of $b$ matrices which are a
Externí odkaz:
http://arxiv.org/abs/2105.04076
Publikováno v:
Probab. Theory Related Fields 182 (2022), no. 3-4, 1163-1181
Consider a square random matrix with independent and identically distributed entries of mean zero and unit variance. We show that as the dimension tends to infinity, the spectral radius is equivalent to the square root of the dimension in probability
Externí odkaz:
http://arxiv.org/abs/2012.05602
Let $(g_n)_{n\geq 1}$ be a sequence of independent and identically distributed elements of the general linear group $GL(d, \mathbb R)$. Consider the random walk $G_n: = g_n \ldots g_1$. Under suitable conditions, we establish Bahadur-Rao-Petrov type
Externí odkaz:
http://arxiv.org/abs/2010.00553