Related papers: Singularity of Random Matrices over Finite Fields

Let $\{a_{ij}\}$ $(1\le i,j<\infty)$ be i.i.d. real valued random variables with zero mean and unit variance and let an integer sequence $(N_m)_{m=1}^\infty$ satisfy $m/N_m\longrightarrow z$ for some $z\in(0,1)$. For each $m\in{\mathbb N}$…

In this note, we show that the limiting spectral distribution of symmetric random matrices with stationary entries is absolutely continuous under some sufficient conditions. This result is applied to obtain sufficient conditions on a…

Let $\alpha, \beta \in (0,1)$ such that at least one of them is irrational. We take a random walk on the real line such that the choice of $\alpha$ and $\beta$ has equal probability $1/2$. We prove that almost surely the $\alpha\beta$-orbit…

The class of norm-dependent Random Matrix Ensembles is studied in the presence of an external field. The probability density in those ensembles depends on the trace of the squared random matrices, but is otherwise arbitrary. An exact…

Properties of universality have essential relevance for the theory of random matrices usually called the Wigner ensemble. The issue was analysed up to recent years with detailed and relevant results. We present a slightly different view and…

Let $A$ be an $n\times n$ matrix with iid entries where $A_{ij} \sim \mathrm{Ber}(p)$ is a Bernoulli random variable with parameter $p = d/n$. We show that the empirical measure of the eigenvalues converges, in probability, to a…

In this note, we show how to provide sharp control on the least singular value of a certain translated linearization matrix arising in the study of the local universality of products of independent random matrices. This problem was first…

We consider the density of states of structured Hermitian random matrices with a variance profile. As the dimension tends to infinity the associated eigenvalue density can develop a singularity at the origin. The severity of this…

The singular values of a product of $M$ independent Ginibre matrices of size $N\times N$ form a determinantal point process. Near the soft edge, as both $M$ and $N$ go to infinity in such a way that $M/N\to \alpha$, $\alpha>0$, a scaling…

Let $\delta>1$ and $\beta>0$ be some real numbers. We prove that there are positive $u,v,N_0$ depending only on $\beta$ and $\delta$ with the following property: for any $N,n$ such that $N\ge \max(N_0,\delta n)$, any $N\times n$ random…

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

The classical random matrix theory is mostly focused on asymptotic spectral properties of random matrices as their dimensions grow to infinity. At the same time many recent applications from convex geometry to functional analysis to…

Let $A_n$ be an $n$ by $n$ random matrix whose entries are independent real random variables with mean zero, variance one and with subexponential tail. We show that the logarithm of $|\det A_n|$ satisfies a central limit theorem. More…

Consider a square matrix with independent and identically distributed entries of zero mean and unit variance. It is well known that if the entries have a finite fourth moment, then, in high dimension, with high probability, the spectral…

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…

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…

We prove a lower bound expansion on the probability that a random $\pm 1$ matrix is singular, and conjecture that such expansions govern the actual probability of singularity. These expansions are based on naming the most likely, second…

An equation is obtained for the Stieltjes transform of the normalized distribution of singular values of non-symmetric band random matrices in the limit when the band width and rank of the matrix simultaneously tend to infinity. Conditions…

Let $A$ be an $n\times n$ random matrix with independent, identically distributed mean 0, variance 1 subgaussian entries. We prove that $$ \mathbb{P}(A\text{ has distinct singular values})\geq 1-e^{-cn} $$ for some $c>0$, confirming a…

Let $T$ be an $n\times n$ random matrix, such that each diagonal entry $T_{i,i}$ is a continuous random variable, independent from all the other entries of $T$. Then for every $n\times n$ matrix $A$ and every $t\ge0$ $$…