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Related papers: Condition Numbers of Gaussian Random Matrices

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Let $M$ be an arbitrary $n$ by $n$ matrix. We study the condition number a random perturbation $M+N_n$ of $M$, where $N_n$ is a random matrix. It is shown that, under very general conditions on $M$ and $M_n$, the condition number of $M+N_n$…

Probability · Mathematics 2007-05-23 Terence Tao , Van Vu

1. A standard Gaussian random matrix has full rank with probability 1 and is well-conditioned with a probability quite close to 1 and converging to 1 fast as the matrix deviates from square shape and becomes more rectangular. 2. If we…

Numerical Analysis · Mathematics 2016-03-17 Victor Y. Pan , Liang Zhao

This paper investigates the stochastic Ricker difference equation $X_{n+1} = X_n \exp(r(1-X_n)) \varepsilon_n$, where $X_n$ is a random variable representing the population size and $\{\varepsilon_n\}$ denotes independent random…

Probability · Mathematics 2026-01-29 Haiyan Wang , Melinda Wang

Let $(g_{n})_{n\geq 1}$ be a sequence of independent and identically distributed positive random $d\times d$ matrices, where $d\geq 2$ is an integer. For any starting point $x \in \mathbb{R}_+^d$ with $|x| = 1$ and $y \in \mathbb R$, we…

Probability · Mathematics 2025-07-11 Ion Grama , Hui Xiao

We consider the spectrum of additive, polynomially vanishing random perturbations of deterministic matrices, as follows. Let $M_N$ be a deterministic $N\times N$ matrix, and let $G_N$ be a complex Ginibre matrix. We consider the matrix…

Probability · Mathematics 2018-12-17 Anirban Basak , Elliot Paquette , Ofer Zeitouni

We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some appropriate moment conditions. Our techniques rely on a…

Probability · Mathematics 2009-09-30 Ivan Nourdin , Giovanni Peccati

In this paper, we consider the global comparison problem of Gini means with fixed number of variables on a subinterval $I$ of $\mathbb{R}_+$, i.e., the following inequality \begin{align}\tag{$\star$}\label{ggcabs}…

Classical Analysis and ODEs · Mathematics 2024-08-15 Richárd Grünwald , Zsolt Páles

We investigate two-sided bounds for operator norms of random matrices with unhomogenous independent entries. We formulate a lower bound for Rademacher matrices and conjecture that it may be reversed up to a universal constant. We show that…

Probability · Mathematics 2024-05-24 Rafał Latała , Witold Świątkowski

Robin's Inequality posits $G(n)<e^{\gamma}$ for $n>5040$. Robin also showed that if the Riemann Hypothesis (RH) is false, then $G(n)>e^{\gamma}\left(1+\displaystyle\frac{c}{(\log n)^{b}}\right)$ for infinitely many values of $n$. By…

Number Theory · Mathematics 2025-10-29 Bruce Zimov

We posit that $d_n^2 < 2p_{n+1}$ holds for all $n\geq 1$, where $p_n$ represents the $n$th prime and $d_n$ stands for the $n$th prime gap i.e. $d_n := p_{n+1} - p_n$. Then, the presence of a prime between successive perfect squares, as well…

Number Theory · Mathematics 2025-09-01 Jacques Grah

Given a real matrix A with n columns, the problem is to approximate the Gram product AA^T by c << n weighted outer products of columns of A. Necessary and sufficient conditions for the exact computation of AA^T (in exact arithmetic) from c…

Numerical Analysis · Mathematics 2014-05-16 John T. Holodnak , Ilse C. F. Ipsen

Nonnegative solutions of the Neumann initial-boundary value problem for the chemotaxis system \begin{align}\label{prob:star}\tag{$\star$} \begin{cases} u_t = \Delta u - \nabla \cdot (u \nabla v) + \lambda u - \mu u^\kappa, \\\\ 0 = \Delta v…

Analysis of PDEs · Mathematics 2021-05-10 Mario Fuest

Let $M_n$ be a random $n\times n$ matrix with i.i.d. $\text{Bernoulli}(1/2)$ entries. We show that for fixed $k\ge 1$, \[\lim_{n\to \infty}\frac{1}{n}\log_2\mathbb{P}[\text{corank }M_n\ge k] = -k.\]

Probability · Mathematics 2021-03-04 Vishesh Jain , Ashwin Sah , Mehtaab Sawhney

We prove estimates for $\mathbb{E} \| X: \ell_{p'}^n \to \ell_q^m\|$ for $p,q\ge 2$ and any random matrix $X$ having the entries of the form $a_{ij}Y_{ij}$, where $Y=(Y_{ij})_{1\le i\le m, 1\le j\le n}$ has i.i.d. isotropic log-concave…

Probability · Mathematics 2025-02-05 Marta Strzelecka

Recent work by M. Afifurrahman established the first asymptotic estimates with error terms for the number of $2\times 2$ matrices with fixed non-zero determinant $n\in\mathbb{N}$, and with coefficients bounded in absolute value by $X$. In…

Number Theory · Mathematics 2026-04-01 Kavita Dhanda , Alan Haynes , Silmi Prasala

Let $\mathbf {x}_1,\ldots,\mathbf {x}_n$ be a random sample from a $p$-dimensional population distribution, where $p=p_n\to\infty$ and $\log p=o(n^{\beta})$ for some $0<\beta\leq1$, and let $L_n$ be the coherence of the sample correlation…

Probability · Mathematics 2014-02-26 Qi-Man Shao , Wen-Xin Zhou

Let $C$ be a real-valued $M\times M$ matrix with singular values $\lambda_1\ge...\ge\lambda_M$ and $E$ a random matrix of centered i.i.d. entries with finite fourth moment. In this paper we give a universal upper bound on the expectation of…

Probability · Mathematics 2013-10-11 Kamil Jurczak

Let $\mathbb{P}_{\kappa}(n)$ be the probability that $n$ points $z_1,\ldots,z_n$ picked uniformly and independently in $\mathfrak{C}_\kappa$, a regular $\kappa$-gon with area $1$, are in convex position, that is, form the vertex set of a…

Probability · Mathematics 2024-10-16 Ludovic Morin

Given $X$ a random vector in ${\mathbb{R}}^n$, set $X_1,...,X_N$ to be independent copies of $X$ and let $\Gamma=\frac{1}{\sqrt{N}}\sum_{i=1}^N <X_i,\cdot>e_i$ be the matrix whose rows are $\frac{X_1}{\sqrt{N}},\dots, \frac{X_N}{\sqrt{N}}$.…

Probability · Mathematics 2013-12-13 Vladimir Koltchinskii , Shahar Mendelson

We compute analytically, for large N, the probability distribution of the number of positive eigenvalues (the index N_{+}) of a random NxN matrix belonging to Gaussian orthogonal (\beta=1), unitary (\beta=2) or symplectic (\beta=4)…

Statistical Mechanics · Physics 2015-05-14 Satya N. Majumdar , Celine Nadal , Antonello Scardicchio , Pierpaolo Vivo