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Rank probabilities for real random $N\times N \times 2$ tensors


 
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1. Title Title of document Rank probabilities for real random $N\times N \times 2$ tensors
 
2. Creator Author's name, affiliation, country Göran Bergqvist; Linköping University
 
2. Creator Author's name, affiliation, country Peter J. Forrester; University of Melbourne
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) tensors; multi-way arrays; typical rank; random matrices
 
3. Subject Subject classification 15A69; 15B52; 60B20
 
4. Description Abstract We prove that the probability $P_N$ for a real random Gaussian $N\times N\times 2$ tensor to be of real rank $N$ is $P_N=(\Gamma((N+1)/2))^N/G(N+1)$, where $\Gamma(x)$, $G(x)$ denote the gamma and Barnes $G$-functions respectively. This is a rational number for $N$ odd and a rational number multiplied by $\pi^{N/2}$ for $N$ even. The probability to be of rank $N+1$ is $1-P_N$. The proof makes use of recent results on the probability of having $k$ real generalized eigenvalues for real random Gaussian $N\times N$ matrices. We also prove that $\log P_N= (N^2/4)\log (e/4)+(\log N-1)/12-\zeta '(-1)+{\rm O}(1/N)$ for large $N$, where $\zeta$ is the Riemann zeta function.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) the Australian Research Council
 
7. Date (YYYY-MM-DD) 2011-10-21
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1655
 
10. Identifier Digital Object Identifier 10.1214/ECP.v16-1655
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 16
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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