On the generalization of the Wigner semicircle law to real symmetric tensors
Résumé
We propose a simple generalization of the matrix resolvent to a resolvent for real symmetric tensors $T\in \otimes^p \mathbb{R}^N$ of order $p\ge 3$. The tensor resolvent yields an integral representation for a class of tensor invariants and its singular locus can be understood in terms of the real eigenvalues of tensors. We then consider a random Gaussian (real symmetric) tensor. We show that in the large $N$ limit the expected resolvent has a finite cut in the complex plane and that the associated "spectral density", that is the discontinuity at the cut, obeys a universal law which generalizes the Wigner semicircle law to arbitrary order. Finally, we consider a spiked tensor for $p\ge 3$, that is the sum of a fixed tensor $b\,v^{\otimes p}$ with $v\in \mathbb{R}^N$ (the signal) and a random Gaussian tensor $T$ (the noise). We show that in the large $N$ limit the expected resolvent undergoes a sharp transition at some threshold value of the signal to noise ratio $b$ which we compute analytically.