THE SPECTRUM OF RANDOM INNER-PRODUCT KERNEL MATRICES
نویسندگان
چکیده
منابع مشابه
The Spectrum of Random Inner-product Kernel Matrices
Abstract: We consider n-by-n matrices whose (i, j)-th entry is f(XT i Xj), where X1, . . . ,Xn are i.i.d. standard Gaussian random vectors in Rp, and f is a real-valued function. The eigenvalue distribution of these random kernel matrices is studied at the “large p, large n” regime. It is shown that, when p, n → ∞ and p/n = γ which is a constant, and f is properly scaled so that V ar(f(XT i Xj)...
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ژورنال
عنوان ژورنال: Random Matrices: Theory and Applications
سال: 2013
ISSN: 2010-3263,2010-3271
DOI: 10.1142/s201032631350010x