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

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

2011-06-28

arxiv.org/abs/1106.5581v1

Electronic Communications in Probability 16 (2011) 630-637

Mathematics

Probability

8 pages

Scientific paper

10.1214/ECP.v16-1655

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.

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