Related papers: On Euclidean random matrices in high dimension

Let $L$ be the Euclidean functional with $p$-th power-weighted edges. Examples include the sum of the $p$-th power-weighted lengths of the edges in minimal spanning trees, traveling salesman tours, and minimal matchings. Motivated by the…

Let $\nu\in M^1([0,\infty[)$ be a fixed probability measure. For each dimension $p\in \mathbb{N}$, let $(X_n^{p})_{n\geq1}$ be i.i.d. $\mathbb{R}^p$-valued random variables with radially symmetric distributions and radial distribution…

Random orthogonal matrices play an important role in probability and statistics, arising in multivariate analysis, directional statistics, and models of physical systems, among other areas. Calculations involving random orthogonal matrices…

In this article, we study microscopic properties of a two-dimensional eigenvalue ensemble near a conical singularity arising from insertion of a point charge in the bulk of the support of eigenvalues. In particular, we characterize all…

We study the statistics of the largest eigenvalue lambda_max of N x N random matrices with unit variance, but power-law distributed entries, P(M_{ij})~ |M_{ij}|^{-1-mu}. When mu > 4, lambda_max converges to 2 with Tracy-Widom fluctuations…

Motivated by the problem of understanding theoretical bounds for the performance of the Belkin-Niyogi Laplacian eigencoordinate approach to dimension reduction in machine learning problems, we consider the convergence of random graph…

In this work we study a version of the general question of how well a Haar distributed orthogonal matrix can be approximated by a random gaussian matrix. Here, we consider a gaussian random matrix $Y_n$ of order $n$ and apply to it the…

Given n (discrete or continuous) random variables X_i, the (2^n-1)-dimensional vector obtained by evaluating the joint entropy of all non-empty subsets of {X_1,...,X_n} is called an entropic vector. Determining the region of entropic…

In this paper we look at polynomials arising from statistics on the classes of involutions, $I_n$, and involutions with no fixed points, $J_n$, in the symmetric group. Our results are motivated by F. Brenti's conjecture which states that…

We consider $N\times N$ Hermitian or symmetric random matrices with independent entries. The distribution of the $(i,j)$-th matrix element is given by a probability measure $\nu_{ij}$ whose first two moments coincide with those of the…

We consider the numbers of positive and negative eigenvalues of matrices of squared distances between randomly sampled i.i.d. points in a given metric measure space. These numbers and their limits, as the number of points grows, in fact…

We develop Gaussian approximations for high-dimensional vectors formed by second-order $U$- and $V$-statistics whose kernels depend on sample size under independent but not identically distributed (i.n.i.d.) sampling. Our results hold…

Let $M_n = (\xi_{ij})_{1 \leq i,j \leq n}$ be a real symmetric random matrix in which the upper-triangular entries $\xi_{ij}, i<j$ and diagonal entries $\xi_{ii}$ are independent. We show that with probability tending to 1, $M_n$ has no…

For an $n \times n$ independent-entry random matrix $X_n$ with eigenvalues $\lambda_1, \ldots, \lambda_n$, the seminal work of Rider and Silverstein asserts that the fluctuations of the linear eigenvalue statistics $\sum_{i=1}^n…

We prove two universality results for random tensors of arbitrary rank D. We first prove that a random tensor whose entries are N^D independent, identically distributed, complex random variables converges in distribution in the large N…

This article focuses on linear eigenvalue statistics of Hankel matrices with independent entries. Using the convergence of moments we show that the linear eigenvalue statistics of Hankel matrices for odd degree monomials with degree greater…

In the present paper we focus on the coherence properties of general random Euclidean distance matrices, which are very closely related to the respective matrix completion problem. This problem is of great interest in several applications…

We study products of random isometries acting on Euclidean space. Building on previous work of the second author, we prove a local limit theorem for balls of shrinking radius with exponential speed under the assumption that a Markov…

We consider an even probability distribution on the $d$-dimensional Euclidean space with the property that it assigns measure zero to any hyperplane through the origin. Given $N$ independent random vectors with this distribution, under the…

Quantitative bounds for random embeddings of $\mathbb{R}^{k}$ into Lorentz sequence spaces are given, with improved dependence on $\varepsilon$.