Related papers: A simple observation on random matrices with conti…

For a fixed $n\ge2$, consider an $n\times n$ matrix $M$ whose entries are random integers bounded by $k$ in absolute value. In this paper, we examine the probability that $M$ is singular (hence has eigenvalue 0), and the probability that…

We address the detection of a low rank $n\times n$deterministic matrix $\mathbf{X}_{0}$ from the noisy observation ${\bf X}_{0}+{\bf Z}$ when $n\to\infty$, where ${\bf Z}$ is a complex Gaussian random matrix with independent identically…

Let $M_n$ denote a random symmetric $n \times n$ matrix whose upper diagonal entries are independent and identically distributed Bernoulli random variables (which take values $1$ and $-1$ with probability $1/2$ each). It is widely…

Let f_1,f_2,..., be functions chosen independently and uniformly from the set of all functions from a set of cardinality n into itself. Let g_t be the composition of the first t functions, and let T be the smallest t for which g_t is…

In this note, we consider matrices similar to $X$-form matrices, which are the matrices for which only the diagonal and the anti-diagonal elements can be different from zero. First, we give a characterization of these matrices using the…

Motivated by the recent work on asymptotic independence relations for random matrices with non-commutative entries, we investigate the limit distribution and independence relations for large matrices with identically distributed and Boolean…

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…

The model of heavy Wigner matrices generalizes the classical ensemble of Wigner matrices: the sub-diagonal entries are independent, identically distributed along to and out of the diagonal, and the moments its entries are of order 1/N,…

In this paper we give a simple, short, and self-contained proof for a non-trivial upper bound on the probability that a random $\pm 1$ symmetric matrix is singular.

Twisted Toeplitz matrices constitute a generalization of Toeplitz matrices in the sense that the entries on each diagonal no longer need to be constant, but are given by the values of a continuous function on a partition of $[0,1]$. We…

In this paper, we determine the sixth moment of the determinant of an asymmetric $n \times n$ random matrix where the entries are drawn independently from an arbitrary distribution $\Omega$ with mean $0$. Furthermore, we derive the…

We consider $N\times N$ random matrices of the form $H = W + V$ where $W$ is a real symmetric Wigner matrix and $V$ a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume subexponential decay for…

Consider a random matrix $H:\mathbb{R}^n\longrightarrow\mathbb{R}^m$. Let $D\geq2$ and let $\{W_l\}_{l=1}^{p}$ be a set of $k$-dimensional affine subspaces of $\mathbb{R}^n$. We ask what is the probability that for all $1\leq l\leq p$ and…

For every positive integer $n$ and every $\delta \in [0,1]$, let $B(n, \delta)$ denote the probabilistic model in which a random set $A \subseteq \{1, \dots, n\}$ is constructed by choosing independently every element of $\{1, \dots, n\}$…

We consider a versatile matrix model of the form ${\bf A}+i {\bf B}$, where ${\bf A}$ and ${\bf B}$ are real random circulant matrices with independent but, in general, nonidentically distributed Gaussian entries. For this model, we derive…

Let $1\le k\le n$ and $M$ be a random $n\times n$ matrix with independent uniformly random $\{\pm 1\}$-entries. We show that there exists an absolute constant $c > 0$ such that \[\mathbf{P}[\operatorname{rank}(M)\le n-k]\le \exp(-c nk).\]

We study the distribution of the least singular value associated to an ensemble of sparse random matrices. Our motivating example is the ensemble of $N\times N$ matrices whose entries are chosen independently from a Bernoulli distribution…

The probability of the small deviations of the matrix $AA^T$ determinant is estimated, where $A$ is an $n\times\infty$ random matrix with centered entries having joint Gaussian distribution. The inequality obtained is sharp in a sence.

A matrix $A\in\mathbb{C}^{n\times n}$ is diagonalizable if it has a basis of linearly independent eigenvectors. Since the set of nondiagonalizable matrices has measure zero, every $A\in \mathbb{C}^{n\times n}$ is the limit of diagonalizable…

We establish an invariance principle corresponding to the universality of random matrices. More precisely, we prove the dynamical universality of random matrices in the sense that, if the random point fields $ \muN $ of $ \nN $-particle…