Random Matrices and U-Statistics
Fuente:
arXiv
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| Hauptverfasser: | , |
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| Format: | Preprint |
| Veröffentlicht: |
2025
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| _version_ | 1866917352058126336 |
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| author | Benaych-Georges, Florent Espana, Tomas |
| author_facet | Benaych-Georges, Florent Espana, Tomas |
| contents | We introduce a family of coefficients based on U-statistics that generalize the notion of correlation and explore their properties in the large dimensional multivariate case, showing that in the null case of uncorrelated variables, the spectrum of generalized correlation matrices is distributed according to an affine transformation of the Marčenko-Pastur law. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2509_25551 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Random Matrices and U-Statistics Benaych-Georges, Florent Espana, Tomas Probability 60B20, 62H20 We introduce a family of coefficients based on U-statistics that generalize the notion of correlation and explore their properties in the large dimensional multivariate case, showing that in the null case of uncorrelated variables, the spectrum of generalized correlation matrices is distributed according to an affine transformation of the Marčenko-Pastur law. |
| title | Random Matrices and U-Statistics |
| topic | Probability 60B20, 62H20 |
| url | https://arxiv.org/abs/2509.25551 |