Gaussian distributions on Riemannian symmetric spaces in the large N limit

DOI10.1007/978-3-030-80209-7_3MaRDI QIDQ2117819zbMATH OpenOpenAlexFDO

Authors Simon Heuveline, Salem Said, Cyrus Mostajeran

Publication date 22 March 2022

Full work available at URL https://doi.org/10.1007/978-3-030-80209-7_3

zbMATH Keywords

high-dimensional datarandom matrix theoryGaussian distributionsRiemannian symmetric spacesSPD matrices

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Recommendations

• Gaussian distributions on Riemannian symmetric spaces of nonpositive curvature
• Riemannian Gaussian Distributions on the Space of Symmetric Positive Definite Matrices
• Riemannian Gaussian distributions, random matrix ensembles and diffusion kernels
• Canonical distributions on Riemannian homogeneous \(k\)-symmetric spaces
• Gaussian measures on the of space of Riemannian metrics
• On the Gaussian representation of the Riesz probability distribution on symmetric matrices
• Caractérisation des distributions gaussiennes sur les groupes nilpotents simplement connexes et les espaces symétriques
• scientific article; zbMATH DE number 1894270
• Gaussian distributions on the space of symmetric positive definite matrices from Souriau's Gibbs state for Siegel domains by coadjoint orbit and moment map
• Gaussian free fields and Riemannian rigidity

Cites work

• scientific article; zbMATH DE number 2130507 (Why is no real title available?)
• scientific article; zbMATH DE number 3705455 (Why is no real title available?)
• scientific article; zbMATH DE number 1007086 (Why is no real title available?)
• scientific article; zbMATH DE number 2174437 (Why is no real title available?)
• scientific article; zbMATH DE number 6136402 (Why is no real title available?)
• scientific article; zbMATH DE number 2211923 (Why is no real title available?)
• scientific article; zbMATH DE number 3037624 (Why is no real title available?)
• Characteristic vectors of bordered matrices with infinite dimensions
• Exact equivalences and phase discrepancies between random matrix ensembles
• Gaussian Distributions on Riemannian Symmetric Spaces: Statistical Learning With Structured Covariance Matrices
• On theoretical and numerical aspects of symplectic Gram-Schmidt-like algorithms
• Riemannian Gaussian Distributions on the Space of Symmetric Positive Definite Matrices
• Riemannian geometric statistics in medical image analysis
• SOFT MATRIX MODELS AND CHERN–SIMONS PARTITION FUNCTIONS

Cited in

(5)

• Riemannian Gaussian distributions, random matrix ensembles and diffusion kernels
• Gaussian distributions on the space of symmetric positive definite matrices from Souriau's Gibbs state for Siegel domains by coadjoint orbit and moment map
• Gaussian distributions on Riemannian symmetric spaces in the large N limit
• Riemannian Gaussian distributions on the space of positive-definite quaternion matrices
• GOE and \(\text{Airy}_{2\rightarrow 1}\) marginal distribution via symplectic Schur functions

This page was built for publication: Gaussian distributions on Riemannian symmetric spaces in the large \(N\) limit

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2117819)