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math.PR2023
Sharp concentration for sums of matrices with Markovian dependence through universality
Alexander Van Werde, Jaron Sanders
We prove that a sum of random matrices generated by a -mixing Markov chain has similar spectral properties to a Gaussian matrix with the same mean and covariance structure. This…
math.PR2022★ 3 cited
Singular value distribution of dense random matrices with block Markovian dependence
Jaron Sanders, Alexander Van Werde
A block Markov chain is a Markov chain whose state space can be partitioned into a finite number of clusters such that the transition probabilities only depend on the clusters. Blo…