Replica method for eigenvalues of real Wishart product matrices
We show how the replica method can be used to compute the asymptotic eigenvalue spectrum of a real Wishart product matrix. For unstructured factors, this provides a compact, elementary derivation of a polynomial condition on the Stieltjes transform first proved by Müller [IEEE Trans. Inf. Theory. 48...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
SciPost
2023-04-01
|
| Series: | SciPost Physics Core |
| Online Access: | https://scipost.org/SciPostPhysCore.6.2.026 |