Probabilistic bounds on contraction ratios ρ_k for iterated Pearson correlation matrices are derived empirically, guaranteeing with 95% probability that ρ ≤ 1 when normalized change δ ≤ 0.03, uniformly over dimensions.
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Finite-Step Bounds for Iterated Correlation Matrices
Probabilistic bounds on contraction ratios ρ_k for iterated Pearson correlation matrices are derived empirically, guaranteeing with 95% probability that ρ ≤ 1 when normalized change δ ≤ 0.03, uniformly over dimensions.