Replica method for eigenvalues of real Wishart product matrices

arXiv2209.10499MaRDI QIDQ6411501FDOQ6411501

Authors: Jacob A. Zavatone-Veth, Cengiz Pehlevan 

Publication date: 21 September 2022

Abstract: We show how the replica method can be used to compute the asymptotic eigenvalue spectrum of a real Wishart product matrix. For unstructured factors, this provides a compact, elementary derivation of a polynomial condition on the Stieltjes transform first proved by M"uller [IEEE Trans. Inf. Theory. 48, 2086-2091 (2002)]. We then show how this computation can be extended to ensembles where the factors are drawn from matrix Gaussian distributions with general correlation structure. For both unstructured and structured ensembles, we derive polynomial conditions on the average values of the minimum and maximum eigenvalues, which in the unstructured case match the results obtained by Akemann, Ipsen, and Kieburg [Phys. Rev. E 88, 052118 (2013)] for the complex Wishart product ensemble.

This page was built for publication: Replica method for eigenvalues of real Wishart product matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6411501)