Strong limit theorem for largest entry of large-dimensional random tensor

DOI10.1142/S2010326323500120MaRDI QIDQ6192470zbMATH OpenOpenAlexFDO

Authors Xue Ding

Publication date 12 February 2024

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

Full work available at URL https://doi.org/10.1142/s2010326323500120

zbMATH Keywords

high dimensionlargest entryrandom tensorstrong limit theorem

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Multilinear algebra, tensor calculus (15A69) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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Cites work

• Central limit theorem for linear eigenvalue statistics for a tensor product version of sample covariance matrices
• Distribution of eigenvalues of sample covariance matrices with tensor product samples
• scientific article; zbMATH DE number 3174854 (Why is no real title available?)
• Largest entries of sample correlation matrices from equi-correlated normal populations
• Limiting behavior of largest entry of random tensor constructed by high-dimensional data
• Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
• Random tensor theory: Extending random matrix theory to mixtures of random product states
• Some strong limit theorems for the largest entries of sample correlation matrices
• Spectral analysis of large dimensional random matrices
• Two moments suffice for Poisson approximations: The Chen-Stein method

Cited in

(2)

• On spectrum of sample covariance matrices from large tensor vectors
• An almost sure limit theorem for the maximum interpoint distance of random vectors in spaces of growing dimension

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