Jaume de Dios Pont

Geometric Dyson Brownian Motions and the Free Log-Normal Limit for a Non-Square Product of Random Matrices

Mufan Li, Jaume de Dios Pont, Mihai Nica, Daniel M. Roy

We study the squared singular value spectrum of a product of non-square random matrices, a setting that also corresponds to the feature covariance eigenvalues of a deep linear neural network at initialization. We first take a proportional depth-width $d,n$ limit with the number o…Read more