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

preprint2011arXivOpen access

Abstract

We prove that the probability PNP_N for a real random Gaussian N×N×2N\times N\times 2 tensor to be of real rank NN is PN=(Γ((N+1)/2))N/G(N+1)P_N=(Γ((N+1)/2))^N/G(N+1), where Γ(x)Γ(x), G(x)G(x) denote the gamma and Barnes GG-functions respectively. This is a rational number for NN odd and a rational number multiplied by πN/2π^{N/2} for NN even. The probability to be of rank N+1N+1 is 1−PN1-P_N. The proof makes use of recent results on the probability of having kk real generalized eigenvalues for real random Gaussian N×NN\times N matrices. We also prove that log⁡PN=(N2/4)log⁡(e/4)+(log⁡N−1)/12−ζ′(−1)+O(1/N)\log P_N= (N^2/4)\log (e/4)+(\log N-1)/12-ζ'(-1)+{\rm O}(1/N) for large NN, where ζζ is the Riemann zeta function.

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