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Unverified50% confidenceFactExact time

In the spiked Wigner model, when λ is below the BBP phase transition threshold λ_c=1, the sample eigenvector is completely orthogonal to the true signal and spectral methods fail; above the threshold, the squared direction cosine between the eigenvector and the signal is approximately 1-λ^{-2}.

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50%
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Long-term
Relevance
10/19/2026
First Seen

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