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Related papers: Hard edge tail asymptotics

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We observe that approximate copies of the function $\Lambda _{n}:\mathbb{R}^{n}\rightarrow (0,\infty )$ defined by \begin{equation*} \Lambda _{n}(x)=\exp \left( -x_{1}-\pi \sum_{i=2}^{n}x_{i}^{2}\right) \end{equation*} appear in the tails…

Probability · Mathematics 2019-06-19 Daniel Fresen

We consider quadratic forms of deterministic matrices $A$ evaluated at the random eigenvectors of a large $N \times N$ GOE or GUE matrix, or equivalently evaluated at the columns of a Haar-orthogonal or Haar-unitary random matrix. We prove…

Probability · Mathematics 2022-10-10 Laszlo Erdos , Benjamin McKenna

Let G be a random subgraph of the n-cube where each edge appears randomly and independently with probability p. We prove that the largest eigenvalue of the adjacency matrix of G is almost surely \lambda_1(G)= (1+o(1))…

Probability · Mathematics 2009-11-07 Alexander Soshnikov , Benny Sudakov

Let $\lambda$ be the second largest eigenvalue in absolute value of a uniform random $d$-regular graph on $n$ vertices. It was famously conjectured by Alon and proved by Friedman that if $d$ is fixed independent of $n$, then…

Probability · Mathematics 2018-02-08 Nicholas A. Cook , Larry Goldstein , Tobias Johnson

Let $\Omega\subset \mathbb{R}^n$ be a bounded $C^1$ domain and $p>1$. For $\alpha>0$, define the quantity \[ \Lambda(\alpha)=\inf_{u\in W^{1,p}(\Omega),\, u\not\equiv 0} \Big(\int_\Omega |\nabla u|^p\,\mathrm{d}x - \alpha…

Analysis of PDEs · Mathematics 2020-07-29 Konstantin Pankrashkin

We study the probability distribution function $P(\lambda)$ of the largest eigenvalue $\lambda_{\rm max}$ of $N \times N$ random matrices of the form $H + V$, where $H$ belongs to the GOE/GUE ensemble and $V$ is a full rank deterministic…

Statistical Mechanics · Physics 2025-10-14 Pierre Le Doussal

We give an upper bound in O(d ^((n+1)/2)) for the number of critical points of a normal random polynomial with degree d and at most n variables. Using the large deviation principle for the spectral value of large random matrices we obtain…

Numerical Analysis · Mathematics 2010-07-12 Jean-Pierre Dedieu , Gregorio Malajovich

We study the eigenvalue correlations of random Hermitian $n\times n$ matrices of the form $S=M+\epsilon H$, where $H$ is a GUE matrix, $\epsilon>0$, and $M$ is a positive-definite Hermitian random matrix, independent of $H$, whose…

Mathematical Physics · Physics 2017-08-14 Tom Claeys , Antoine Doeraene

We consider rectangular random matrices of size $p\times n$ belonging to the real Wishart-Laguerre ensemble also known as the chiral Gaussian orthogonal ensemble. This ensemble appears in many applications like QCD, mesoscopic physics, and…

Mathematical Physics · Physics 2015-09-17 Tim Wirtz , Gernot Akemann , Thomas Guhr , Mario Kieburg , René Wegner

We study the problem of robustly estimating the parameter $p$ of an Erd\H{o}s-R\'enyi random graph on $n$ nodes, where a $\gamma$ fraction of nodes may be adversarially corrupted. After showing the deficiencies of canonical estimators, we…

Data Structures and Algorithms · Computer Science 2022-02-16 Jayadev Acharya , Ayush Jain , Gautam Kamath , Ananda Theertha Suresh , Huanyu Zhang

Let $\Lambda_n^k$ denote the class of $(0,1)$ square matrices containing in each row and in each column exactly $k$ 1's. The minimal value of $k,$ for which the behavior of the permanent in $\Lambda_n^k$ is not quite studied, is $k=3.$ We…

Combinatorics · Mathematics 2011-08-16 Vladimir Shevelev

We give a short, operator-theoretic proof of the asymptotic independence (including a first correction term) of the minimal and maximal eigenvalue of the n \times n Gaussian Unitary Ensemble in the large matrix limit n \to \infty. This is…

Probability · Mathematics 2010-06-01 Folkmar Bornemann

The focus of this paper is on the probability, $E_\beta(0;J)$, that a set $J$ consisting of a finite union of intervals contains no eigenvalues for the finite $N$ Gaussian Orthogonal ($\beta=1$) and Gaussian Symplectic ($\beta=4$) Ensembles…

solv-int · Physics 2014-11-18 Craig A. Tracy , Harold Widom

In this note a two sided bound on the tail probability of sums of independent, and either symmetric or nonnegative, random variables is obtained. We utilize a recent result by Lata{\l}a on bounds on moments of such sums. We also give a new…

Probability · Mathematics 2007-05-23 Paweł Hitczenko , Stephen Montgomery-Smith

Let $n,k$ be positive integers such that $n\geq k$, and let $H$ be a hypergeometric random variable counting the number of black marbles in a sample without replacement of size $k$ from an urn that contains $i\in \{1,\ldots, n\}$ black and…

Probability · Mathematics 2026-04-24 Jianhang Ai , Christos Pelekis

Let $\a$ be a complex random variable with mean zero and bounded variance $\sigma^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\a$. Let $\lambda_{1}, ..., \lambda_{n}$ be the eigenvalues of…

Probability · Mathematics 2008-02-29 Terence Tao , Van Vu

Let $G_1,\dots,G_m$ be independent copies of the standard gaussian random vector in $\mathbb{R}^d$. We show that there is an absolute constant $c$ such that for any $A \subset S^{d-1}$, with probability at least $1-2\exp(-c\Delta m)$, for…

Probability · Mathematics 2024-11-14 Daniel Bartl , Shahar Mendelson

Let $T$ be a tree. Suppose $\lambda$ is an eigenvalue of the Laplacian matrix of $T$ with multiplicity $m_{T}(\lambda)$. It is known that $m_{T}(\lambda) \leq p(T)-1$, where $p(T)$ is the number of pendant vertices of $T$. In this paper, we…

Combinatorics · Mathematics 2025-07-22 Vinayak Gupta , Gargi Lather , R. Balaji

The smallest eigenvalue of a graph is the smallest eigenvalue of its adjacency matrix. We show that the family of graphs with smallest eigenvalue at least $-\lambda$ can be defined by a finite set of forbidden induced subgraphs if and only…

Combinatorics · Mathematics 2025-10-08 Zilin Jiang , Alexandr Polyanskii

We study the eigenvalue problem for a system of fractional $p-$Laplacians, that is, $$ \begin{cases} (-\Delta_p)^r u = \lambda\dfrac{\alpha}p|u|^{\alpha-2}u|v|^{\beta} &\text{in } \Omega,\vspace{.1cm} (-\Delta_p)^s u =…

Analysis of PDEs · Mathematics 2019-02-04 Leandro M. Del Pezzo , Julio D. Rossi