ESD of singular values of random band matrices; Marchenko-Pastur law and more
, 2016 We consider the limiting spectral distribution of matrices of the form $\frac{1}{2b_{n}+1} (R + X)(R + X)^{*}$, where $X$ is an $n\times n$ band matrix of bandwidth $b_{n}$ and $R$ is a non random band matrix of bandwidth $b_{n}$.
Jana, Indrajit, Soshnikov, Alexander
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, 2017 NULP-02S gravity field model up to degree/order 250 was developed based on EGG_TRF_2 GOCE radial gradients and Gauss quadrature formula in the frame of space-wise approach by National University “Lviv Polytechnic” (Institute of Geodesy, Laboratory for ...
Marchenko, Dmitriy A. +2 more
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The spectrum of covariance matrices of randomly connected recurrent neuronal networks with linear dynamics. [PDF]
PLoS Comput Biol, 2022 Hu Y, Sompolinsky H.
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Marchenko-Pastur Theorem and Bercovici-Pata bijections for heavy-tailed or localized vectors [PDF]
, 2012 40 pages, 10 figures, some minor mistakes corrected.International audienceThe celebrated Marchenko-Pastur theorem gives the asymptotic spectral distribution of sums of random, independent, rank-one projections.
Cabanal-Duvillard, Thierry +1 more
core
Quasiuniversal scaling in mouse-brain neuronal activity stems from edge-of-instability critical dynamics. [PDF]
Proc Natl Acad Sci U S A, 2023 Morales GB, di Santo S, Muñoz MA.
europepmc +1 more source
Stieltjes Transforms and R-Transforms Associated with Two-Parameter Lambert-Tsallis Functions. [PDF]
Entropy (Basel), 2023 Nakashima H, Graczyk P.
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Necessary and sufficient conditions for the Marcĕnko–Pastur law for sample correlation matrices
Necessary and sufficient conditions are found for the Marcĕnko–Pastur law to hold for a fairly general class of sample correlation matrices under different moment conditions.Marcĕko–Pastur law; Sample covariance matrix; Sample correlation matrix ...
Dong, Zhaorui, Yao, Jianfeng
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Field Theoretical Approach for Signal Detection in Nearly Continuous Positive Spectra II: Tensorial Data. [PDF]
Entropy (Basel), 2021 Lahoche V +3 more
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Marčenko-Pastur law for Kendall’s tau
, 2017 We prove that Kendall’s Rank correlation matrix converges to the Marčenko Pastur law, under the assumption that observations are i.i.d random vectors X[subscript 1 ]…,X[subscript n] with components that are independent and absolutely continuous with ...
Lodhia, Asad Iqbal +5 more
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Diverse communities behave like typical random ecosystems. [PDF]
Phys Rev E, 2021 Cui W, Marsland R, Mehta P.
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