probability-statistics / Statistical learning theory

Predicting Diagonalizability of a Mean Matrix

Wu and Santhanam asked whether one can determine, from an increasing i.i.d. sample of binary random matrices, whether the unknown mean matrix is diagonalizable, while making only finitely many errors almost surely. Answered affirmatively over both R and C.

8Significance / 100
1Frontier events
0Verification tasks
0Recorded attempts

Temporal state

Current frontier

No reconciled state yet.

Append-only history

Frontier timeline

probability-statisticsAug 11, 2026Significance 8/100Registry: unreviewed

Predicting Diagonalizability of a Mean Matrix

Prior state unknownproved

The general principle is the interesting part: every semialgebraic property of a bounded fixed-dimensional mean parameter is eventually almost surely predictable. Against merely integrable matrix laws it fails from dimension two.

SourceReplayReproducedFormal proofStatement auditExternal checkExpert reviewPeer review

Research memory

Claims and attempts

Scoped claims

Source authenticated

Wu and Santhanam asked whether one can determine, from an increasing i.i.d. sample of binary random matrices, whether the unknown mean matrix is diagonalizable, while making only finitely many errors almost surely. Answered affirmatively over both R and C.

The general principle is the interesting part: every semialgebraic property of a bounded fixed-dimensional mean parameter is eventually almost surely predictable. Against merely integrable matrix laws it fails from dimension two.

Recorded attempts

Evidence graph

Connected research record

No public relationships recorded yet.