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A collection of $n$ random events is said to be $(n - 1)$-wise independent if any $n - 1$ events among them are mutually independent. We characterise all probability measures with respect to which $n$ random events are $(n - 1)$-wise…

Probability · Mathematics 2022-11-04 Karthik Natarajan , Arjun Kodagehalli Ramachandra , Colin Tan

In this article we consider products of real random matrices with fixed size. Let $A_1,A_2, \dots $ be i.i.d $k \times k$ real matrices, whose entries are independent and identically distributed from probability measure $\mu$. Let $X_n =…

Probability · Mathematics 2017-01-19 Tulasi Ram Reddy

Limiting distributions are derived for the sparse connected components that are present when a random graph on $n$ vertices has approximately $\half n$ edges. In particular, we show that such a graph consists entirely of trees, unicyclic…

Probability · Mathematics 2008-02-03 Svante Janson , Donald E. Knuth , Tomasz Łuczak , Boris Pittel

We apply the operation of random independent thinning on the eigenvalues of $n\times n$ Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenvalues, and we study the statistics of the eigenvalues of…

Mathematical Physics · Physics 2017-08-14 Christophe Charlier , Tom Claeys

For fixed $m > 1$, we study the product of $m$ independent $N \times N$ elliptic random matrices as $N$ tends to infinity. Our main result shows that the empirical spectral distribution of the product converges, with probability $1$, to the…

Probability · Mathematics 2015-06-26 Sean O'Rourke , David Renfrew , Alexander Soshnikov , Van Vu

It is well known that a random vector with given marginal distributions is comonotonic if and only if it has the largest sum with respect to the convex order [ Kaas, Dhaene, Vyncke, Goovaerts, Denuit (2002), A simple geometric proof that…

Risk Management · Quantitative Finance 2016-05-10 Chuancun Yin , Dan Zhu

In 1990, Tiet\"av\"ainen showed that if the only information we know about a linear code is its dual distance $d$, then its covering radius $R$ is at most $\frac{n}{2}-(\frac{1}{2}-o(1))\sqrt{dn}$. While Tiet\"av\"ainen's bound was later…

Information Theory · Computer Science 2017-07-04 Louay Bazzi

A k-wise independent distribution on n bits is a joint distribution of the bits such that each k of them are independent. In this paper we consider k-wise independent distributions with identical marginals, each bit has probability p to be…

Probability · Mathematics 2011-08-02 Ron Peled , Ariel Yadin , Amir Yehudayoff

Consider the matrix $\Sigma_n = n^{-1/2} X_n D_n^{1/2} + P_n$ where the matrix $X_n \in \C^{N\times n}$ has Gaussian standard independent elements, $D_n$ is a deterministic diagonal nonnegative matrix, and $P_n$ is a deterministic matrix…

Probability · Mathematics 2013-01-23 Francois Chapon , Romain Couillet , Walid Hachem , Xavier Mestre

We consider two ensembles of nxn matrices. The first is the set of all nxn matrices with entries zeroes and ones such that all column sums and all row sums equal r, uniformly weighted. The second is the set of nxn matrices with zero and one…

Mathematical Physics · Physics 2023-05-17 Paul Federbush

We show that a uniformly Euclidean metric with isolated singularity on $M^n = T^n \# M_0$, where $4\leq n\leq 7$ or $n\geq 4$, $M_0$ spin, and nonnegative scalar curvature on the smooth part is Ricci flat and extends smoothly over the…

Differential Geometry · Mathematics 2025-02-03 Xianzhe Dai , Changliang Wang , Lihe Wang , Guofang Wei

We study $\textit{sparse singular value certificates}$ for random rectangular matrices. If $M$ is an $n \times d$ matrix with independent Gaussian entries, we give a new family of polynomial-time algorithms which can certify upper bounds on…

Data Structures and Algorithms · Computer Science 2024-12-31 Ilias Diakonikolas , Samuel B. Hopkins , Ankit Pensia , Stefan Tiegel

Let A be an n*n random matrix with mean zero and independent inhomogeneous non-constant subgaussian entries. We get that for any k<c\sqrt{n}, the probability of the matrix has a lower rank than n-k that is sub-exponential. Furthermore, we…

Probability · Mathematics 2025-01-28 Guozheng Dai , Zeyan Song , Hanchao Wang

Let $X=(x_{ij})\in\mathbb{R}^{N\times n}$ be a rectangular random matrix with i.i.d. entries (we assume $N/n\to\mathbf{a}>1$), and denote by $\sigma_{min}(X)$ its smallest singular value. When entries have mean zero and unit second moment,…

Probability · Mathematics 2025-07-30 Yi Han

We give an upper bound in O(d ^((n+1)/2)) for the number of critical points of a normal random polynomial with degree d and at most n variables. Using the large deviation principle for the spectral value of large random matrices we obtain…

Numerical Analysis · Mathematics 2010-07-12 Jean-Pierre Dedieu , Gregorio Malajovich

Let $A_n=(a_0,a_1,\dots,a_{n-1})$ be drawn uniformly at random from $\{-1,+1\}^n$ and define \[ M(A_n)=\max_{0<u<n}\,\Bigg|\sum_{j=0}^{n-u-1}a_ja_{j+u}\Bigg|\quad\text{for $n>1$}. \] It is proved that $M(A_n)/\sqrt{n\log n}$ converges in…

Combinatorics · Mathematics 2014-03-18 Kai-Uwe Schmidt

We develop new techniques for proving lower bounds on the least singular value of random matrices with limited randomness. The matrices we consider have entries that are given by polynomials of a few underlying base random variables. This…

Data Structures and Algorithms · Computer Science 2025-09-29 Aditya Bhaskara , Eric Evert , Vaidehi Srinivas , Aravindan Vijayaraghavan

Consider a monic polynomial of degree $n$ whose subleading coefficients are independent, identically distributed, nondegenerate random variables having zero mean, unit variance, and finite moments of all orders, and let $m \geq 0$ be a…

Probability · Mathematics 2024-09-12 Matthew C. King , Ashvin Swaminathan

We are concerned with the small ball behavior of the smallest singular value of random matrices. Often, establishing such results involves, in some capacity, a discretization of the unit sphere. This requires bounds on the norm of the…

Probability · Mathematics 2021-11-22 Galyna V. Livshyts

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 =…

Discrete Mathematics · Computer Science 2020-11-10 Paxton Turner , Raghu Meka , Philippe Rigollet