Related papers: On the least singular value of random symmetric ma…
The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…
For each $n$, let $A_n=(\sigma_{ij})$ be an $n\times n$ deterministic matrix and let $X_n=(X_{ij})$ be an $n\times n$ random matrix with i.i.d. centered entries of unit variance. In the companion article Cook et al., we considered the…
Let $X_1,..., X_N\in\R^n$ be independent centered random vectors with log-concave distribution and with the identity as covariance matrix. We show that with overwhelming probability at least $1 - 3 \exp(-c\sqrt{n}\r)$ one has $ \sup_{x\in…
This work extends Favard-type spectral representations for banded matrices $T$ beyond the bounded setting. It assumes that, for every $N\in\mathbb N_0$, there exists a shift $s_N\ge 0$ such that the shifted truncation $A_N:= T^{[N]}+s_N…
We prove that the (non-symmetric) adjacency matrix of a uniform random $d$-regular directed graph on $n$ vertices is asymptotically almost surely invertible, assuming $\min(d,n-d)\ge C\log^2n$ for a sufficiently large constant $C>0$. The…
We investigate traces of powers of random matrices whose distributions are invariant under rotations (with respect to the Hilbert--Schmidt inner product) within a real-linear subspace of the space of $n\times n$ matrices. The matrices we…
In this work we study symmetric random matrices with variance profile satisfying certain conditions. We establish the convergence of the operator norm of these matrices to the largest element of the support of the limiting empirical…
The algebra of invariants of d-tuples of n x n skew-symmetric matrices under the action of the orthogonal group by simultaneous conjugation is considered over an infinite field of characteristic different from two. For n=3 and d>0 a minimal…
This paper considers compressed sensing matrices and neighborliness of a centrally symmetric convex polytope generated by vectors $\pm X_1,...,\pm X_N\in\R^n$, ($N\ge n$). We introduce a class of random sampling matrices and show that they…
We consider the eigenvalues and eigenvectors of matrices of the form M + P, where M is an n by n Wigner random matrix and P is an arbitrary n by n deterministic matrix with low rank. In general, we show that none of the eigenvalues of M + P…
The article is devoted to different aspects of the question "What can be done with a matrix by low rank perturbation?" It is proved that one can change a geometrically simple spectrum drastically by a rank 1 permutation, but the situation…
We consider the least singular value of $M = R^* X T + U^* YV$, where $R,T,U,V$ are independent Haar-distributed unitary matrices and $X, Y$ are deterministic diagonal matrices. Under weak conditions on $X$ and $Y$, we show that the…
We give an almost-complete description of orthogonal matrices $M$ of order $n$ that "rotate a non-negligible fraction of the Boolean hypercube $C_n=\{-1,1\}^n$ onto itself," in the sense that $$P_{x\in C_n}(Mx\in C_n) \ge n^{-C},\mbox{ for…
Let $B$ be some invertible Hermitian or skew-Hermitian matrix. A matrix $A$ is called $B$-normal if $AA^\star = A^\star A$ holds for $A$ and its adjoint matrix $A^\star := B^{-1}A^HB$. In addition, a matrix $Q$ is called $B$-unitary, if…
For an $n \times n$ matrix $M$ with entries in $\mathbb{Z}_2$ denote by $R(M)$ the minimal rank of all the matrices obtained by changing some numbers on the main diagonal of $M$. We prove that for each non-negative integer $k$ there is a…
Consider the random quadratic form $T_n=\sum_{1 \leq u < v \leq n} a_{uv} X_u X_v$, where $((a_{uv}))_{1 \leq u, v \leq n}$ is a $\{0, 1\}$-valued symmetric matrix with zeros on the diagonal, and $X_1,$ $X_2, \ldots, X_n$ are i.i.d.…
Let $A = (a_{ij})$ be a square $n\times n$ matrix with i.i.d. zero mean and unit variance entries. Rudelson and Vershynin showed that the upper bound for a smallest singular value $s_n(A)$ is of order $n^{-\frac12}$ with probability close…
This papers contains two results concerning random $n \times n$ Bernoulli matrices. First, we show that with probability tending to one the determinant has absolute value $\sqrt {n!} \exp(O(\sqrt(n log n)))$. Next, we prove a new upper…
This paper establishes a comparison theorem for the maximum eigenvalue of a sum of independent random symmetric matrices. The theorem states that the maximum eigenvalue of the matrix sum is dominated by the maximum eigenvalue of a Gaussian…
We consider a discrete, non-Hermitian random matrix model, which can be expressed as a shift of a rank-one perturbation of an anti-symmetric matrix. We show that, asymptotically almost surely, the real parts of the eigenvalues of the…