pith:CSHQOOAG
On spectrum of sample correlation matrices from large fold tensor vectors
Sample correlation matrices from k-fold tensor vectors converge to the Marčenko-Pastur law when k grows slower than n.
arxiv:2604.06823 v2 · 2026-04-08 · math.PR
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Claims
we show that the limiting spectral distribution is the Marčenko-Pastur law. As a consequence, we show that the limiting spectral distribution of the Wishart matrix from the k-fold tensor product of independent uniformly distributed unit vectors in C^n is the Marčenko-Pastur law.
The regime n, k → ∞ with k = o(n) together with the assumption that the base vectors have i.i.d. entries (or are uniformly distributed on the unit sphere) is sufficient for the tensor-structured sample matrices to inherit the Marchenko-Pastur limiting law.
The limiting spectral distribution of sample correlation matrices from k-fold tensor vectors is the Marčenko-Pastur law when n, k → ∞ with k = o(n).
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| First computed | 2026-05-28T02:04:47.351851Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
148f073806f7b560dc7cef52c982a1a7496cc43a7d38c15e98891d24799b5f7c
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Canonical record JSON
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