Replica method for eigenvalues of real Wishart product matrices

Zavatone-Veth, JA; Pehlevan, C

Zavatone-Veth, JA (通讯作者),Harvard Univ, Dept Phys, Cambridge, MA 02138 USA.;Zavatone-Veth, JA (通讯作者),Harvard Univ, Ctr Brain Sci, Cambridge, MA 02138 USA.

SCIPOST PHYSICS CORE, 2023; 6 (2):

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, t......

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