Gaussian distributions on Riemannian symmetric spaces in the large \(N\) limit

DOI10.1007/978-3-030-80209-7_3zbMath1485.60016OpenAlexW3183492177MaRDI QIDQ2117819

Cyrus Mostajeran, Salem Said, Simon Heuveline

Publication date: 22 March 2022

Full work available at URL: https://doi.org/10.1007/978-3-030-80209-7_3

zbMATH Keywords

random matrix theoryhigh-dimensional dataGaussian distributionsRiemannian symmetric spacesSPD matrices

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Cites Work

• Characteristic vectors of bordered matrices with infinite dimensions
• Riemannian geometric statistics in medical image analysis
• On theoretical and numerical aspects of symplectic Gram-Schmidt-like algorithms
• Gaussian Distributions on Riemannian Symmetric Spaces: Statistical Learning With Structured Covariance Matrices
• Riemannian Gaussian Distributions on the Space of Symmetric Positive Definite Matrices
• SOFT MATRIX MODELS AND CHERN–SIMONS PARTITION FUNCTIONS
• Exact equivalences and phase discrepancies between random matrix ensembles
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