Related papers: Random matrix model with external source and a con…
The Restricted Invertibility problem is the problem of selecting the largest subset of columns of a given matrix $X$, while keeping the smallest singular value of the extracted submatrix above a certain threshold. In this paper, we address…
We consider an $N \times N$ random symmetric Toeplitz matrix with an i.i.d. input sequence drawn from a distribution that lies in the domain of attraction of an $\alpha$-stable law for $0 < \alpha < 2$. We show that under an appropriate…
Equilibrium measures in the real axis in the presence of rational external fields are considered. These external fields are called rational since their derivatives are rational functions. We analyze the evolution of the equilibrium measure,…
We derive a new formula for the equilibrium measure for eigenvalues of random matrices sampled from polynomial perturbations of the GUE, valid in the one-cut case. The virtue of our formula is that it depends on the potential only…
In this note we present a parameterized class of lower triangular matrices. The components of the eigenvectors grow rapidly and will exceed the representational range of any finite number system. The eigenvalues and the eigenvectors are…
Random matrices in the large N expansion and the so-called double scaling limit can be used as toy models for quantum gravity: 2D quantum gravity coupled to conformal matter. This has generated a tremendous expansion of random matrix…
We prove two-sided Chevet-type inequalities for independent symmetric Weibull random variables with shape parameter $r\in[1,2]$. We apply them to provide two-sided estimates for operator norms from $\ell_p^n$ to $\ell_q^m$ of random…
In applications of linear algebra including nuclear physics and structural dynamics, there is a need to deal with uncertainty in the matrices. We focus on matrices that depend on a set of parameters $\omega$ and we are interested in the…
Motivated by the construction of tractable robust estimators via convex relaxations, we present conditions on the sample size which guarantee an augmented notion of Restricted Eigenvalue-type condition for Gaussian designs. Such a notion is…
We introduce a new family of $N\times N$ random real symmetric matrix ensembles, the $k$-checkerboard matrices, whose limiting spectral measure has two components which can be determined explicitly. All but $k$ eigenvalues are in the bulk,…
We study the equilibrium measure for a logarithmic potential in the presence of an external field V*(x) + tp(x), where t is a parameter, V*(x) is a smooth function and p(x) a monic polynomial. When p(x) is of an odd degree, the equilibrium…
This paper provides two parallel solutions on the mixed boundary value problem of a unit annulus subjected to a partially fixed outer periphery and an arbitrary traction acting along the inner periphery using the complex variable method.…
We consider a two-particle quantum systems in a d-dimensional Euclidean space with interaction and in presence of a random external potential (a continuous two-particle Anderson model). We establish Wegner-type estimates (inequalities) for…
In this paper, for solving inconsistent matrix equations we propose a dual-space residual-based randomized extended Kaczmarz method and its version with Nesterov momentum. Without the full column rank assumptions on coefficient matrices, we…
Models based on assumptions of multivariate regular variation and hidden regular variation provide ways to describe a broad range of extremal dependence structures when marginal distributions are heavy tailed. Multivariate regular variation…
In this article we show the existence of limiting spectral distribution of a symmetric random matrix whose entries come from a stationary Gaussian process with covariances satisfying a summability condition. We provide an explicit…
We review our recent results on pseudo-hermitian random matrix theory which were hitherto presented in various conferences and talks. (Detailed accounts of our work will appear soon in separate publications.) Following an introduction of…
Let $X$ be a symmetric, isotropic random vector in $\mathbb{R}^m$ and let $X_1...,X_n$ be independent copies of $X$. We show that under mild assumptions on $\|X\|_2$ (a suitable thin-shell bound) and on the tail-decay of the marginals…
In this paper we describe a strategy to study the Anderson model of an electron in a random potential at weak coupling by a renormalization group analysis. There is an interesting technical analogy between this problem and the theory of…
We consider $n\times n$ random matrices $M_{n}=\sum_{\alpha =1}^{m}{\tau _{\alpha }}\mathbf{y}_{\alpha }\otimes \mathbf{y}_{\alpha }$, where $\tau _{\alpha }\in \mathbb{R}$, $\{\mathbf{y}_{\alpha }\}_{\alpha =1}^{m}$ are i.i.d. isotropic…