Related papers: Universality for Random Tensors
Let $N(L)$ be the number of eigenvalues, in an interval of length $L$, of a matrix chosen at random from the Gaussian Orthogonal, Unitary or Symplectic ensembles of ${\cal N}$ by ${\cal N}$ matrices, in the limit ${\cal…
A generalization of the Bernstein matrix concentration inequality to random tensors of general order is proposed. This generalization is based on the use of Einstein products between tensors, from which a strong link can be established…
Choose n random, independent points in R^d according to a fixed distribution. The convex hull of these points is a random polytope. In some cases, central limit theorems have been proven for the components of f-vectors of random polytopes…
Let A be an n*n random matrix with mean zero and independent inhomogeneous non-constant subgaussian entries. We get that for any k<c\sqrt{n}, the probability of the matrix has a lower rank than n-k that is sub-exponential. Furthermore, we…
Let N > n, and denote by K the convex hull of N independent standard gaussian random vectors in an n-dimensional Euclidean space. We prove that with high probability, the isotropic constant of K is bounded by a universal constant. Thus we…
We prove the universality of the joint distribution of an eigenvalue and the corresponding diagonal eigenvector overlap, in the bulk and at the edge, for eigenvalues of complex matrices and real eigenvalues of real matrices. As part of the…
We calculate analytically the probability of large deviations from its mean of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we show that the…
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 provide moment bounds for expressions of the type $(X^{(1)} \otimes \dots \otimes X^{(d)})^T A (X^{(1)} \otimes \dots \otimes X^{(d)})$ where $\otimes$ denotes the Kronecker product and $X^{(1)}, \dots, X^{(d)}$ are random vectors with…
We consider complex sample covariance matrices $M_N=\frac{1}{N}YY^*$ where $Y$ is a $N \times p$ random matrix with i.i.d. entries $Y_{ij}, 1\leq i\leq N, 1\leq j \leq p$ with distribution $F$. Under some regularity and decay assumption on…
The central limit theorem provides the theoretical foundation for the universality of the normal distribution: under broad conditions, the asymptotic distribution of a sum of independent random variables approaches a Gaussian. Yet, physical…
In this paper, a connection between bi-free probability and the asymptotics of random quantum channels and tensor products of random matrices is established. Using bi-free matrix models, it is demonstrated that the spectral distribution of…
We obtain estimates for the Kolmogorov distance to appropriately chosen gaussians, of linear functions \[ \sum_{i\in [n]^d} \theta_i X_i \] of random tensors $\boldsymbol{X}=\langle X_i:i\in [n]^d\rangle$ which are symmetric and…
We consider uniform random permutations in proper substitution-closed classes and study their limiting behavior in the sense of permutons. The limit depends on the generating series of the simple permutations in the class. Under a mild…
We define a general product of two $n$-dimensional tensors $\mathbb {A}$ and $\mathbb {B}$ with orders $m\ge 2$ and $k\ge 1$, respectively. This product is a generalization of the usual matrix product, and satisfies the associative law.…
In this paper, we determine the sharp threshold for universality of cokernels of random matrices over finite fields. More precisely, we prove the following: given any constant $c>1$, let $A(n)$ be a random $n \times n$ matrix over…
We use Janson's dependency criterion to prove that the distribution of $d$-descents of permutations of length $n$ converge to a normal distribution as $n$ goes to infinity. We show that this remains true even if $d$ is allowed to grow with…
For random integer matrices $M_1,\ldots,M_k \in \operatorname{Mat}_n(\mathbb{Z})$ with independent entries, we study the distribution of the cokernel $\operatorname{cok}(M_1 \cdots M_k)$ of their product. We show that this distribution…
Let $X$ be a $d\times d$ symmetric random matrix with independent but non-identically distributed Gaussian entries. It has been conjectured by Lata\l{a} that the spectral norm of $X$ is always of the same order as the largest Euclidean norm…
A combination of direct and inverse Fourier transforms on the unitary group $U(N)$ identifies normalized characters with probability measures on $N$-tuples of integers. We develop the $N\to\infty$ version of this correspondence by matching…