Singular value distribution of dense random matrices with block Markovian dependence

DOI10.1016/J.SPA.2023.01.001MaRDI QIDQ2689908zbMATH OpenOpenAlexFDO

Authors Jaron Sanders, Alexander Van Werde

Publication date 14 March 2023

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2204.13534

approximately uncorrelated block Markov chains Poisson limit theorem random matrices variance profile

Random matrices (probabilistic aspects) (60B20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cited in

(5)

Spectral norm bounds for block Markov chain random matrices
Singular value distribution of dense random matrices with block Markovian dependence
Universality and sharp matrix concentration inequalities
Detection and evaluation of clusters within sequential data
Sharp concentration for sums of matrices with Markovian dependence through universality

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