Year: 2026
Type: preprint
Abstract: We establish nonasymptotic spectral comparison results for matrices whose entries are non-linear functions of an iid random field. Under an exponential decay assumption on an $\mathbb L^\infty$-coupling coefficient, we derive high-probability bounds for the Hausdorff distance between their spectra and those of Gaussian matrices with matching covariance structures. We further derive a comparison with a covariance-matched free model and derive corresponding noncommutative Khintchine-type bounds. The results apply, in particular, to matrices whose entries are nonlinear transformations of causal linear processes, Volterra-type processes, and neural networks. The proof combines finite-memory approximation, block decomposition, Gaussian interpolation, and resolvent estimates.
Source: arXiv (Cornell University)
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W7215079086