Extremal eigenvalues of random kernel matrices with polynomial scaling

DOI10.1142/S2010326325500200MaRDI QIDQ6894049zbMATH OpenFDO

Authors David Kogan, Sagnik Nandy, Jiaoyang Huang

Publication date 25 November 2025

Published in Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S2010326325500200

zbMATH Keywords

spectral normrandom tensorseigenvalue convergencepolynomial scalingrandom kernel matrices

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Cites work

• A random matrix approach to neural networks
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• Laplacian Eigenmaps for Dimensionality Reduction and Data Representation
• Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
• Reed-Muller codes for random erasures and errors
• Row products of random matrices
• Smallest singular value of a random rectangular matrix
• Smoothed analysis of tensor decompositions
• Sparse PCA via covariance thresholding
• Surprises in high-dimensional ridgeless least squares interpolation
• The spectral norm of random inner-product kernel matrices
• The spectrum of random inner-product kernel matrices

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