Generic features in the spectral decomposition of correlation matrices

نویسندگان

چکیده

We show that correlation matrices with particular average and variance of the coefficients have a notably restricted spectral structure. Applying geometric methods, we derive lower bounds for largest eigenvalue alignment corresponding eigenvector. explain how to which extent, distinctly large an approximately diagonal eigenvector generically occur specific independently matrix dimension.

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ژورنال

عنوان ژورنال: Journal of Mathematical Physics

سال: 2021

ISSN: ['0022-2488', '1527-2427', '1089-7658']

DOI: https://doi.org/10.1063/5.0054438