---
_id: '14780'
abstract:
- lang: eng
text: In this paper, we study the eigenvalues and eigenvectors of the spiked invariant
multiplicative models when the randomness is from Haar matrices. We establish
the limits of the outlier eigenvalues λˆi and the generalized components (⟨v,uˆi⟩
for any deterministic vector v) of the outlier eigenvectors uˆi with optimal convergence
rates. Moreover, we prove that the non-outlier eigenvalues stick with those of
the unspiked matrices and the non-outlier eigenvectors are delocalized. The results
also hold near the so-called BBP transition and for degenerate spikes. On one
hand, our results can be regarded as a refinement of the counterparts of [12]
under additional regularity conditions. On the other hand, they can be viewed
as an analog of [34] by replacing the random matrix with i.i.d. entries with Haar
random matrix.
acknowledgement: The authors would like to thank the editor, the associated editor
and two anonymous referees for their many critical suggestions which have significantly
improved the paper. The authors are also grateful to Zhigang Bao and Ji Oon Lee
for many helpful discussions. The first author also wants to thank Hari Bercovici
for many useful comments. The first author is partially supported by National Science
Foundation DMS-2113489 and the second author is supported by ERC Advanced Grant
“RMTBeyond” No. 101020331.
article_processing_charge: Yes (in subscription journal)
article_type: original
arxiv: 1
author:
- first_name: Xiucai
full_name: Ding, Xiucai
last_name: Ding
- first_name: Hong Chang
full_name: Ji, Hong Chang
id: dd216c0a-c1f9-11eb-beaf-e9ea9d2de76d
last_name: Ji
citation:
ama: Ding X, Ji HC. Spiked multiplicative random matrices and principal components.
Stochastic Processes and their Applications. 2023;163:25-60. doi:10.1016/j.spa.2023.05.009
apa: Ding, X., & Ji, H. C. (2023). Spiked multiplicative random matrices and
principal components. Stochastic Processes and Their Applications. Elsevier.
https://doi.org/10.1016/j.spa.2023.05.009
chicago: Ding, Xiucai, and Hong Chang Ji. “Spiked Multiplicative Random Matrices
and Principal Components.” Stochastic Processes and Their Applications.
Elsevier, 2023. https://doi.org/10.1016/j.spa.2023.05.009.
ieee: X. Ding and H. C. Ji, “Spiked multiplicative random matrices and principal
components,” Stochastic Processes and their Applications, vol. 163. Elsevier,
pp. 25–60, 2023.
ista: Ding X, Ji HC. 2023. Spiked multiplicative random matrices and principal components.
Stochastic Processes and their Applications. 163, 25–60.
mla: Ding, Xiucai, and Hong Chang Ji. “Spiked Multiplicative Random Matrices and
Principal Components.” Stochastic Processes and Their Applications, vol.
163, Elsevier, 2023, pp. 25–60, doi:10.1016/j.spa.2023.05.009.
short: X. Ding, H.C. Ji, Stochastic Processes and Their Applications 163 (2023)
25–60.
date_created: 2024-01-10T09:29:25Z
date_published: 2023-09-01T00:00:00Z
date_updated: 2024-01-16T08:49:51Z
day: '01'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1016/j.spa.2023.05.009
ec_funded: 1
external_id:
arxiv:
- '2302.13502'
isi:
- '001113615900001'
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has_accepted_license: '1'
intvolume: ' 163'
isi: 1
keyword:
- Applied Mathematics
- Modeling and Simulation
- Statistics and Probability
language:
- iso: eng
month: '09'
oa: 1
oa_version: Published Version
page: 25-60
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: Stochastic Processes and their Applications
publication_identifier:
eissn:
- 1879-209X
issn:
- 0304-4149
publication_status: published
publisher: Elsevier
quality_controlled: '1'
status: public
title: Spiked multiplicative random matrices and principal components
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...
---
_id: '10024'
abstract:
- lang: eng
text: In this paper, we introduce a random environment for the exclusion process
in obtained by assigning a maximal occupancy to each site. This maximal occupancy
is allowed to randomly vary among sites, and partial exclusion occurs. Under the
assumption of ergodicity under translation and uniform ellipticity of the environment,
we derive a quenched hydrodynamic limit in path space by strengthening the mild
solution approach initiated in Nagy (2002) and Faggionato (2007). To this purpose,
we prove, employing the technology developed for the random conductance model,
a homogenization result in the form of an arbitrary starting point quenched invariance
principle for a single particle in the same environment, which is a result of
independent interest. The self-duality property of the partial exclusion process
allows us to transfer this homogenization result to the particle system and, then,
apply the tightness criterion in Redig et al. (2020).
acknowledgement: The authors would like to thank Marek Biskup and Alberto Chiarini
for useful suggestions and Cristian Giardina, Frank den Hollander and Shubhamoy Nandan for inspiring discussions. S.F. acknowledges Simona Villa for her help in creating the picture. Furthermore,
the authors thank two anonymous referees for the careful reading of the manuscript. S.F.
acknowledges financial support from NWO, The Netherlands via the grant TOP1.17.019.
F.S. acknowledges financial support from NWO via the TOP1 grant 613.001.552 as well as
funding from the European Union’s Horizon 2020 research and innovation programme
under the Marie-Skłodowska-Curie grant agreement No. 754411.
article_processing_charge: Yes
article_type: original
arxiv: 1
author:
- first_name: Simone
full_name: Floreani, Simone
last_name: Floreani
- first_name: Frank
full_name: Redig, Frank
last_name: Redig
- first_name: Federico
full_name: Sau, Federico
id: E1836206-9F16-11E9-8814-AEFDE5697425
last_name: Sau
citation:
ama: Floreani S, Redig F, Sau F. Hydrodynamics for the partial exclusion process
in random environment. Stochastic Processes and their Applications. 2021;142:124-158.
doi:10.1016/j.spa.2021.08.006
apa: Floreani, S., Redig, F., & Sau, F. (2021). Hydrodynamics for the partial
exclusion process in random environment. Stochastic Processes and Their Applications.
Elsevier. https://doi.org/10.1016/j.spa.2021.08.006
chicago: Floreani, Simone, Frank Redig, and Federico Sau. “Hydrodynamics for the
Partial Exclusion Process in Random Environment.” Stochastic Processes and
Their Applications. Elsevier, 2021. https://doi.org/10.1016/j.spa.2021.08.006.
ieee: S. Floreani, F. Redig, and F. Sau, “Hydrodynamics for the partial exclusion
process in random environment,” Stochastic Processes and their Applications,
vol. 142. Elsevier, pp. 124–158, 2021.
ista: Floreani S, Redig F, Sau F. 2021. Hydrodynamics for the partial exclusion
process in random environment. Stochastic Processes and their Applications. 142,
124–158.
mla: Floreani, Simone, et al. “Hydrodynamics for the Partial Exclusion Process in
Random Environment.” Stochastic Processes and Their Applications, vol.
142, Elsevier, 2021, pp. 124–58, doi:10.1016/j.spa.2021.08.006.
short: S. Floreani, F. Redig, F. Sau, Stochastic Processes and Their Applications
142 (2021) 124–158.
date_created: 2021-09-19T22:01:25Z
date_published: 2021-08-27T00:00:00Z
date_updated: 2023-08-14T06:52:43Z
day: '27'
ddc:
- '519'
department:
- _id: JaMa
doi: 10.1016/j.spa.2021.08.006
ec_funded: 1
external_id:
arxiv:
- '1911.12564'
isi:
- '000697748500005'
file:
- access_level: open_access
checksum: 56768c553d7218ee5714902ffec90ec4
content_type: application/pdf
creator: dernst
date_created: 2022-05-13T07:55:50Z
date_updated: 2022-05-13T07:55:50Z
file_id: '11370'
file_name: 2021_StochasticProcessesAppl_Floreani.pdf
file_size: 2115791
relation: main_file
success: 1
file_date_updated: 2022-05-13T07:55:50Z
has_accepted_license: '1'
intvolume: ' 142'
isi: 1
keyword:
- hydrodynamic limit
- random environment
- random conductance model
- arbitrary starting point quenched invariance principle
- duality
- mild solution
language:
- iso: eng
month: '08'
oa: 1
oa_version: Published Version
page: 124-158
project:
- _id: 260C2330-B435-11E9-9278-68D0E5697425
call_identifier: H2020
grant_number: '754411'
name: ISTplus - Postdoctoral Fellowships
publication: Stochastic Processes and their Applications
publication_identifier:
issn:
- 0304-4149
publication_status: published
publisher: Elsevier
quality_controlled: '1'
scopus_import: '1'
status: public
title: Hydrodynamics for the partial exclusion process in random environment
tmp:
image: /images/cc_by.png
legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode
name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)
short: CC BY (4.0)
type: journal_article
user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8
volume: 142
year: '2021'
...