Related papers: Concentration for noncommutative polynomials in ra…

We consider asymptotics of ratios of random characteristic polynomials associated with orthogonal polynomial ensembles. Under some natural conditions on the measure in the definition of the orthogonal polynomial ensemble we establish a…

We study the regularity of densities of distributions that are polynomial images of the standard Gaussian measure on $\mathbb{R}^n$. We assume that the degree of a polynomial is fixed and that each variable enters to a power bounded by…

Conditional on the extended Riemann hypothesis, we show that with high probability, the characteristic polynomial of a random symmetric $\{\pm 1\}$-matrix is irreducible. This addresses a question raised by Eberhard in recent work. The main…

We prove nonasymptotic matrix concentration inequalities for the spectral norm of (sub)gaussian random matrices with centered independent entries that capture fluctuations at the Tracy-Widom scale. This considerably improves previous bounds…

Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…

In this talk we go over several new developments regarding the techniques for a large class of non-hermitian matrix models with unitary randomness (complex random numbers). In particular, we discuss: (a) - A diagrammatic approach based on a…

In this paper we consider random block matrices, which generalize the general beta ensembles, which were recently investigated by Dumitriu and Edelmann (2002, 2005). We demonstrate that the eigenvalues of these random matrices can be…

We extend the results about the fluctuations of the matrix entries of regular functions of Wigner matrices to the case of sample covariance random matrices.

In this paper we study the concentration properties for the eigenvalues of kernel matrices, which are central objects in a wide range of kernel methods and, more recently, in network analysis. We present a set of concentration inequalities…

This is a survey of results concerning the asymptotic equilibrium distribution of zeros of random holomorphic polynomials and holomorphic sections of high powers of a positive line bundle, as related to the authors' recent work. Our primary…

We give a simpler proof of an earlier result giving an asymptotic estimate for the number of integral matrices, in large balls, with a given monic integral irreducible polynomial as their common characteristic polynomial. The proof uses…

By viewing non-commutative polynomials, that is, elements in free associative algebras, in terms of linear representations, we generalize Horner's rule to the non-commutative (multivariate) setting. We introduce the concept of Horner…

The method to derive uniform bounds with Gaussian and Rademacher complexities is extended to the case where the sample average is replaced by a nonlinear statistic. Tight bounds are obtained for U-statistics, smoothened L-statistics and…

We compute the limit distribution of partial transposes (when both the number and the size of blocks tends to infinity) for a large class of ensembles of unitarily invariant random matrices. Furthermore, it is shown the asymptotic freeness…

In this review we summarise recent results for the complex eigenvalues and singular values of finite products of finite size random matrices, their correlation functions and asymptotic limits. The matrices in the product are taken from…

Consider $n$ complex random matrices $X_1,\ldots,X_n$ of size $d\times d$ sampled i.i.d. from a distribution with mean $E[X]=\mu$. While the concentration of averages of these matrices is well-studied, the concentration of other functions…

Analyzing concentration of large random matrices is a common task in a wide variety of fields. Given independent random variables, many tools are available to analyze random matrices whose entries are linear in the variables, e.g. the…

Let $X,X_1,...,X_n$ be independent identically distributed random variables. The paper deals with the question about the behavior of the concentration function of the random variable $\sum_{k=1}^{n}a_k X_k$ according to the arithmetic…

We present a concentration result concerning random weighted projections in high dimensional spaces. As applications, we prove (1) New concentration inequalities for random quadratic forms; (2) The infinity norm of most unit eigenvectors of…

We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We…