Related papers: Condition Numbers of Gaussian Random Matrices

In this article, we obtain a super-exponential rate of convergence in total variation between the traces of the first $m$ powers of an $n\times n$ random unitary matrices and a $2m$-dimensional Gaussian random variable. This generalizes…

Let $X_{m} = G_{1}\ldots G_{m}$ denote the product of $m$ independent random matrices of size $N \times N$, with each matrix in the product consisting of independent standard Gaussian variables. Denoting by $N_{\mathbb{R}}(m)$ the total…

Estimating the condition numbers of random structured matrices is a well known challenge, linked to the design of efficient randomized matrix algorithms. We deduce such estimates for Gaussian random Toeplitz and circulant matrices. The…

Let $G_n$ be an $n \times n$ matrix with real i.i.d. $N(0,1/n)$ entries, let $A$ be a real $n \times n$ matrix with $\Vert A \Vert \le 1$, and let $\gamma \in (0,1)$. We show that with probability $0.99$, $A + \gamma G_n$ has all of its…

Traces of large powers of real-valued Wigner matrices are known to have Gaussian fluctuations: for $A=\frac{1}{\sqrt{n}}(a_{ij})_{1 \leq i,j \leq n}\in \mathbb{R}^{n \times n}, A=A^T$ with $(a_{ij})_{1 \leq i \leq j \leq n}$ i.i.d.,…

It is well known the concept of the condition number $\kappa(A) = \|A\|\|A^{-1}\|$, where $A$ is a $n \times n$ real or complex matrix and the norm used is the spectral norm. Although it is very common to think in $\kappa(A)$ as "the"…

Motivated by problems in controlled experiments, we study the discrepancy of random matrices with continuous entries where the number of columns $n$ is much larger than the number of rows $m$. Our first result shows that if $\omega(1) = m =…

Let $A$ be an $n\times n$ random matrix with i.i.d. entries of zero mean, unit variance and a bounded subgaussian moment. We show that the condition number $s_{\max}(A)/s_{\min}(A)$ satisfies the small ball probability estimate $${\mathbb…

It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…

In this paper, we investigate the following question: How often is a random matrix normal? We consider a random $n\times n$ matrix, $M_n$, whose entries are i.i.d. Rademacher random variables (taking values $\{ \pm1 \}$ with probability…

With $\{X_i\}$ independent $N \times N$ standard Gaussian random matrices, the probability $p_{N,N}^{P_m}$ that all eigenvalues are real for the matrix product $P_m = X_m X_{m-1} \cdots X_1$ is expressed in terms of an $N/2 \times N/2$ ($N$…

Let $A$ be the adjacency matrix of a uniformly random $d$-regular digraph on $n$ vertices, and suppose that $\min(d,n-d)\geq\lambda n$. We show that for any $\kappa \geq 0$, \[\mathbb{P}[s_n(A)\leq\kappa]\leq…

Consider a $N\times n$ matrix $\Sigma_n=\frac{1}{\sqrt{n}}R_n^{1/2}X_n$, where $R_n$ is a nonnegative definite Hermitian matrix and $X_n$ is a random matrix with i.i.d. real or complex standardized entries. The fluctuations of the linear…

We prove that the probability $P_N$ for a real random Gaussian $N\times N\times 2$ tensor to be of real rank $N$ is $P_N=(\Gamma((N+1)/2))^N/G(N+1)$, where $\Gamma(x)$, $G(x)$ denote the gamma and Barnes $G$-functions respectively. This is…

Let $G_1,\dots,G_m$ be independent copies of the standard gaussian random vector in $\mathbb{R}^d$. We show that there is an absolute constant $c$ such that for any $A \subset S^{d-1}$, with probability at least $1-2\exp(-c\Delta m)$, for…

Let $\a$ be a complex random variable with mean zero and bounded variance. Let $N_{n}$ be the random matrix of size $n$ whose entries are iid copies of $\a$ and $M$ be a fixed matrix of the same size. The goal of this paper is to give a…

The condition number of the $n\ x\ n$ matrix $P$ is examined, where $P$ solves %the discete Lyapunov equation, $P - A P A^* = BB^*$, and $B$ is a $n\ x\ d$ matrix. Lower bounds on the condition number, $\kappa$, of $P$ are given when $A$ is…

The normal covering number $\gamma(G)$ of a finite, non-cyclic group $G$ is the least number of proper subgroups such that each element of $G$ lies in some conjugate of one of these subgroups. We prove that there is a positive constant $c$…

Let $G$ be an $N \times N$ real matrix whose entries are independent identically distributed standard normal random variables $G_{ij} \sim \mathcal{N}(0,1)$. The eigenvalues of such matrices are known to form a two-component system…

Consider a random matrix $\mathbf{A}\in\mathbb{C}^{m\times n}$ ($m \geq n$) containing independent complex Gaussian entries with zero mean and unit variance, and let $0<\lambda_1\leq \lambda_{2}\leq ...\leq \lambda_n<\infty$ denote the…