Inhomogeneous random matrices have identical universal edge statistics if their variance-profile Markov chains satisfy short-to-long comparability, enabling analysis of band matrices, orbital models, and Hankel profiles in subcritical and critical regimes.
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The spectral weak-recovery threshold for linearized AMP in the multi-view spiked Wigner model is SNR(λ,B)=1, where SNR is the largest eigenvalue of Diag(√λ)(B⊙B)Diag(√λ), and this coincides with the information-theoretic threshold for a broad class of spike priors.
Asymptotic expansions in 1/N² are established for traces and transport maps in multimatrix models with convex potentials, implying strong convergence.
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Edge Universality for Inhomogeneous Random Matrices II: Markov Chain Comparison and Critical Statistics
Inhomogeneous random matrices have identical universal edge statistics if their variance-profile Markov chains satisfy short-to-long comparability, enabling analysis of band matrices, orbital models, and Hankel profiles in subcritical and critical regimes.
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Sharp Spectral Thresholds for Multi-View Spiked Wigner Models
The spectral weak-recovery threshold for linearized AMP in the multi-view spiked Wigner model is SNR(λ,B)=1, where SNR is the largest eigenvalue of Diag(√λ)(B⊙B)Diag(√λ), and this coincides with the information-theoretic threshold for a broad class of spike priors.
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Asymptotic expansion for transport maps between laws of multimatrix models
Asymptotic expansions in 1/N² are established for traces and transport maps in multimatrix models with convex potentials, implying strong convergence.