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高斯KL散度不平衡最优传输的高维谱极限

High-Dimensional Spectral Limits for Gaussian KL-Unbalanced Optimal Transport

Jiaping Yang, Yunxin Zhang

arXiv 2608.26693首次发表:更新:

AI 中文总结

该研究推导了高斯KL-UOT的高维随机矩阵极限,得到了脊乘积谱收敛、特征值极限等结果,为不平衡最优传输的高维分析提供了理论支撑。

AI 中文摘要

我们研究高斯Kullback-Leibler不平衡最优传输(KL-UOT)的高维随机矩阵极限。在边际惩罚相等的情况下,协方差作用具有精确的对数行列式表示,该表示基于非线性脊乘积,以及一个正半定扩展,该扩展在任意长宽比下均保持有限。对于独立实Wishart样本,强渐近自由性给出了极限自由乘法卷积和脊乘积谱的几乎必然Hausdorff收敛;独立Haar方向产生了变形总体的相应一阶极限。在对称非奇异单位Wishart模型中,我们推导了显式η变换和低次代数方程,该方程用于选择物理分支并确定支撑区间、平方根边缘以及极端特征值极限。我们进一步获得了有限四阶矩下的全长宽比单样本Marchenko–Pastur极限、c<1时的实高斯Bai–Silverstein波动,以及联合随机矩阵/惩罚极限,该极限表明样本协方差噪声产生临界尺度τ_p∝p。

英文摘要

We study high-dimensional random-matrix limits of Gaussian Kullback--Leibler unbalanced optimal transport (KL-UOT). Under equal marginal penalties, the covariance action admits an exact log-determinant representation in terms of a nonlinear ridge product, together with a positive-semidefinite extension that remains finite at arbitrary aspect ratios. For independent real Wishart samples, strong asymptotic freeness gives the limiting free multiplicative convolution and almost-sure Hausdorff convergence of the ridge-product spectrum; independent Haar orientations yield the corresponding first-order limit for deformed populations. In the symmetric nonsingular identity-Wishart model, we derive an explicit $η$-transform and a low-degree algebraic equation that select the physical branch and determine the support interval, square-root edges, and extreme-eigenvalue limits. We further obtain all-aspect one-sample Marchenko--Pastur limits under finite fourth moments, real-Gaussian Bai--Silverstein fluctuations for $c<1$, and a joint random-matrix/penalty limit showing that sample-covariance noise produces the critical scale $τ_p\asymp p$.

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