A traffic approach for profiled Pennington-Worah matrices

Issa Dabo; Camille Male

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arXiv · 2409.13433

A traffic approach for profiled Pennington-Worah matrices

Issa Dabo·Camille Male

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Abstract

We study macroscopic observables of large random matrices introduced by Pennington and Worah, defined by applying entry wise a non linear function on a product of matrices with independent entries. We allow the variance of the entries of the matrices to vary from entry to entry. We complement Péché perspective from [Electron. Commun. Probab. 24 (2019)] showing a decomposition of these matrices whose and traffic asymptotic traffic-equivalent for their ingredients, when the activation function belongs to the space of odd polynomials. This give a new interpretation of the linear plus chaos phenomenon observed for these matrices.

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Issa Dabo, Camille Male. 2024-09-20. A traffic approach for profiled Pennington-Worah matrices. https://arxiv.org/abs/2409.13433

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