Rank probabilities for real random N N 2 tensors

DOI10.1214/ECP.V16-1655zbMATH Open1245.15036arXiv1106.5581OpenAlexW1578960319MaRDI QIDQ428696FDOQ428696

Peter J. Forrester, Göran Bergqvist

Publication date: 22 June 2012

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: We prove that the probability $P_N$ for a real random Gaussian $NimesNimes2$ tensor to be of real rank $N$ is $P_N=(Gamma((N+1)/2){)}^N/G(N+1)$, where $Gamma(x)$, $G(x)$ denote the gamma and Barnes $G$-functions respectively. This is a rational number for $N$ odd and a rational number multiplied by $p{i}^{N/2}$ for $N$ even. The probability to be of rank $N+1$ is $1-P_N$. The proof makes use of recent results on the probability of having $k$ real generalized eigenvalues for real random Gaussian $NimesN$ matrices. We also prove that $log{P}_N=(N^2/4)log(e/4)+(logN-1)/12-zet{a}^{\prime }(-1)+mO(1/N)$ for large $N$, where $zeta$ is the Riemann zeta function.

Full work available at URL: https://arxiv.org/abs/1106.5581

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zbMATH Keywords

tensorsrandom matricestypical rankmulti-way arraysrandom Gaussian tensor

Mathematics Subject Classification ID

Multilinear algebra, tensor calculus (15A69) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Cited In (4)

• The probability that all eigenvalues are real for products of truncated real orthogonal random matrices
• Probability distribution of eigenspectra and eigendirections of a two-dimensional symmetric rank two random tensor
• Real eigenvalue statistics for products of asymmetric real Gaussian matrices
• The average condition number of most tensor rank decomposition problems is infinite

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