4 papers
Eigen-Spike Emergence and Quadratic Equivalents for Conjugate Kernels on Nonlinearly Separable Data
Collin Cranston, Zhichao Wang, Todd Kemp +1
Recent work in random matrix theory (RMT) has developed the notion of deterministic equivalents: typically linear surrogate models that approximate the spectral behavior of large n…
Eigenvalues of Brownian Motions on
Tatiana Brailovskaya, Nicholas A. Cook, Todd Kemp +1
We prove that the empirical law of eigenvalues of Brownian motion on the Lie Group converges almost surely to a deterministic probability measure, chara…
Matrix Random Walks and the Lima Bean Law
Bruce K. Driver, Brian C. Hall, Ching Wei Ho +4
A matrix random walk is a stochastic process of the form where are independent ``step'' matrices in . With the right en…
Bias and Division in the Free World
Larry Goldstein, Todd Kemp
Sampling bias is a foundational concept in statistics; associated bias transforms, such as size bias, have come to play important roles in probability theory of late. The first aut…