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We study local regularity properties of linear, non-uniformly parabolic finite-difference operators in divergence form related to the random conductance model on $\mathbb Z^d$. In particular, we provide an oscillation decay assuming only…

Probability · Mathematics 2020-09-25 Peter Bella , Mathias Schäffner

We consider the classification problem of a high-dimensional mixture of two Gaussians with general covariance matrices. Using the replica method from statistical physics, we investigate the asymptotic behavior of a general class of…

Machine Learning · Statistics 2024-10-29 Hanwen Huang , Peng Zeng

We analyse the limiting behavior of the eigenvalue and singular value distribution for random convolution operators on large (not necessarily Abelian) groups, extending the results by M. Meckes for the Abelian case. We show that for regular…

Probability · Mathematics 2017-12-21 Radosław Adamczak

Let $Q_n$ denote a random symmetric $n$ by $n$ matrix, whose upper diagonal entries are i.i.d. Bernoulli random variables (which take values 0 and 1 with probability 1/2). We prove that $Q_n$ is non-singular with probability…

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

In this paper, we study the limiting distribution of the eigenvalues for random tridiagonal matrix models. The limiting distribution is well described by its moments. Here, an analytical approach allows us, as in the case of Wigner…

Probability · Mathematics 2025-12-04 Lucas Babet , Ionel Popescu

We study the spectral properties of a class of random matrices of the form $S_n^{-} = n^{-1}(X_1 X_2^* - X_2 X_1^*)$ where $X_k = \Sigma_k^{1/2}Z_k$, $Z_k$'s are independent $p\times n$ complex-valued random matrices, and $\Sigma_k$ are…

Statistics Theory · Mathematics 2026-02-04 Javed Hazarika , Debashis Paul

We propose a simple generalization of the matrix resolvent to a resolvent for real symmetric tensors $T\in \otimes^p \mathbb{R}^N$ of order $p\ge 3$. The tensor resolvent yields an integral representation for a class of tensor invariants…

Mathematical Physics · Physics 2020-04-15 Razvan Gurau

Suppose $X$ is an $N \times n$ complex matrix whose entries are centered, independent, and identically distributed random variables with variance $1/n$ and whose fourth moment is of order ${\mathcal O}(n^{-2})$. In the first part of the…

Probability · Mathematics 2019-09-30 Arup Bose , Walid Hachem

We study the spectral norm of large rectangular random Toeplitz and circulant matrices with independent entries. For Toeplitz matrices, we show that the scaled norm converges to the norm of a bilinear operator defined via the pointwise…

Probability · Mathematics 2025-09-05 Alexei Onatski

We study limit theorems in the context of random perturbations of dispersing billiards in finite and infinite measure. In the context of a planar periodic Lorentz gas with finite horizon, we consider random perturbations in the form of…

Dynamical Systems · Mathematics 2020-01-29 Mark F. Demers , Francoise Pene , Hong-Kun Zhang

The determinant for complex matrices cannot be extended to quaternionic matrices. Instead, the Study determinant and the closely related $q$-determinant are widely used. We show that the Study determinant can be characterized as the unique…

Mathematical Physics · Physics 2007-05-23 Nir Cohen , Stefano De Leo

The regularized determinant of the Paneitz operator arises in quantum gravity (see Connes 1994, IV.4.$\gamma$). An explicit formula for the relative determinant of two conformally related metrics was computed by Branson in Branson (1996). A…

Analysis of PDEs · Mathematics 2015-05-28 Matthew Gursky , Andrea Malchiodi

This work shows that the smallest natural number $d_n$ that is not the determinant of some $n\times n$ binary matrix is at least $c\,2^n/n$ for $c=1/201$. That same quantity naturally lower bounds the number of distinct integers $D_n$ which…

Combinatorics · Mathematics 2022-03-30 Rikhav Shah

We consider sample covariance matrices of the form $X^*X$, where $X$ is an $M \times N$ matrix with independent random entries. We prove the isotropic local Marchenko-Pastur law, i.e. we prove that the resolvent $(X^* X - z)^{-1}$ converges…

Probability · Mathematics 2015-07-17 Alex Bloemendal , Laszlo Erdos , Antti Knowles , Horng-Tzer Yau , Jun Yin

Consider an nxn random matrix X with i.i.d. nonnegative entries with bounded density, mean m, and finite positive variance sigma^2. Let M be the nxn random Markov matrix with i.i.d. rows obtained from X by dividing each row of X by its sum.…

Probability · Mathematics 2012-03-27 Charles Bordenave , Pietro Caputo , Djalil Chafai

We consider a square random matrix of size N of the form A + Y where A is deterministic and Y has iid entries with variance 1/N. Under mild assumptions, as N grows, the empirical distribution of the eigenvalues of A+Y converges weakly to a…

Probability · Mathematics 2014-11-04 Charles Bordenave , Mireille Capitaine

We study the gaps between consecutive singular values of random rectangular matrices. Specifically, if $M$ is an $n \times p$ random matrix with independent and identically distributed entries and $\Sigma$ is a $n \times n$ deterministic…

Probability · Mathematics 2025-10-07 Nicholas Christoffersen , Kyle Luh , Sean O'Rourke , Calum Shearer

We study the spectral measure of large Euclidean random matrices. The entries of these matrices are determined by the relative position of $n$ random points in a compact set $\Omega_n$ of $\R^d$. Under various assumptions we establish the…

Probability · Mathematics 2007-12-12 Charles Bordenave

Let $ S $ be a positivity preserving symmetric linear operator acting on bounded functions. The nonlinear equation $ -\frac{1}{m}=z+Sm $ with a parameter $ z $ in the complex upper half-plane $ \mathbb{H} $ has a unique solution $ m $ with…

Probability · Mathematics 2017-08-09 Oskari Ajanki , Laszlo Erdos , Torben Krüger

The study of eigenvalue distributions in random matrix theory is often conducted by analyzing the resolvent matrix $ \mathbf{G}_{\mathbf{M}}^N(z) = (z \mathbf{1} - \mathbf{M})^{-1} $. The normalized trace of the resolvent, known as the…

Mathematical Physics · Physics 2024-12-02 Pierre Bousseyroux , Jean-Philippe Bouchaud , Marc Potters