English
Related papers

Related papers: On minimal singular values of random matrices with…

200 papers

Let $X_1, X_2,\ldots, X_n$ be $n$ independent and identically distributed random variables, here $n \geq 2.$ Let $X_{(1)}, X_{(2)}, \ldots, X_{(n)}$ be the order statistics of $X_1, X_2,..., X_n.$ In this note we proved that: (I) If $X_1,…

Statistics Theory · Mathematics 2015-03-04 Robert W. Chen

We derive a lower bound on the smallest singular value of a random $d$-regular matrix, that is, the adjacency matrix of a random $d$-regular directed graph. More precisely, let $C_1<d< c_1 n/\log^2 n$ and let $\mathcal{M}_{n,d}$ be the set…

This paper is about the rate of convergence of the Markov chain $X_{n+1}=AX_{n}+B_{n}$ (mod $p$), where $A$ is an integer matrix with nonzero eigenvalues and ${B_{n}}_{n}$ is a sequence of independent and identically distributed integer…

Probability · Mathematics 2008-05-20 Claudio Asci

Let $A_n$ be an $n\times n$ random symmetric matrix with $(A_{ij})_{i< j}$ i.i.d. mean $0$, variance 1, following a subGaussian distribution and diagonal elements i.i.d. following a subGaussian distribution with a fixed variance. We…

Probability · Mathematics 2024-05-15 Yi Han

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…

Probability · Mathematics 2025-01-28 Guozheng Dai , Zeyan Song , Hanchao Wang

Let $n$ be a positive integer and $X = [x_{ij}]_{1 \leq i, j \leq n}$ be an $n \times n$\linebreak \noindent sized matrix of independent random variables having joint uniform distribution $$\hbox{Pr} {x_{ij} = k \hbox{for} 1 \leq k \leq n}…

Discrete Mathematics · Computer Science 2011-04-25 Antal Iványi , Imre Kátai

In this note, we show that the norm of an $n\times n$ random jointly exchangeable matrix with zero diagonal can be estimated in terms of the norm of its $n/2\times n/2$ submatrix located in the top right corner. As a consequence, we prove a…

Probability · Mathematics 2019-01-07 Konstantin Tikhomirov , Pierre Youssef

Let $\mathbf X=(X_{jk})_{j,k=1}^n$ denote a Hermitian random matrix with entries $X_{jk}$, which are independent for $1\le j\le k\le n$. We consider the rate of convergence of the empirical spectral distribution function of the matrix…

Probability · Mathematics 2015-07-03 F. Götze , A. Tikhomirov

Let $Q_n$ denote a random symmetric $n$ by $n$ matrix, whose upper diagonal entries are i.i.d. Bernoulli random variables (which take values 0 and 1 with probability 1/2). We prove that $Q_n$ is non-singular with probability…

Probability · Mathematics 2007-05-23 Kevin Costello , Terence Tao , Van Vu

For fixed $m>1$, we consider $m$ independent $n \times n$ non-Hermitian random matrices $X_1, ..., X_m$ with i.i.d. centered entries with a finite $(2+\eta)$-th moment, $ \eta>0.$ As $n$ tends to infinity, we show that the empirical…

Probability · Mathematics 2014-08-18 Sean O'Rourke , Alexander Soshnikov

This paper investigates the behaviour of the spectrum of generally correlated Gaussian random matrices whose columns are zero-mean independent vectors but have different correlations, under the specific regime where the number of their…

Information Theory · Computer Science 2014-12-30 Abla Kammoun , M. S. Alouini

We introduce the $N\times N$ random matrices $$ X_{j,k}=\exp\left(2\pi i \sum_{q=1}^d\ \omega_{j,q} k^q\right) \quad \text{with } \{\omega_{j,q}\}_{\substack{1\leq j\leq N\\ 1\leq q\leq d}} \text{ i.i.d. random variables}, $$ and $d$ a…

Probability · Mathematics 2020-05-11 Arka Adhikari , Marius Lemm

Let $G$ be a commutative connected algebraic group over a number field $K$, let $A$ be a finitely generated and torsion-free subgroup of $G(K)$ of rank $r>0$ and, for $n>1$, let $K(n^{-1}A)$ be the smallest extension of $K$ inside an…

Number Theory · Mathematics 2023-01-10 Sebastiano Tronto

We consider a class of sparse random matrices of the form $A_n =(\xi_{i,j}\delta_{i,j})_{i,j=1}^n$, where $\{\xi_{i,j}\}$ are i.i.d.~centered random variables, and $\{\delta_{i,j}\}$ are i.i.d.~Bernoulli random variables taking value $1$…

Probability · Mathematics 2017-02-06 Anirban Basak , Mark Rudelson

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…

Signal Processing · Electrical Eng. & Systems 2018-08-30 Antoine Chevreuil , Philippe Loubaton

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…

Combinatorics · Mathematics 2021-04-22 Eugene Kogan

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

Number Theory · Mathematics 2020-12-10 Carlo Sanna

We establish, under a moment matching hypothesis, the local universality of the correlation functions associated with products of $M$ independent iid random matrices, as $M$ is fixed, and the sizes of the matrices tend to infinity. This…

Probability · Mathematics 2019-04-25 Phil Kopel , Sean O'Rourke , Van Vu

The celebrated elliptic law describes the distribution of eigenvalues of random matrices with correlations between off-diagonal pairs of elements, having applications to a wide range of physical and biological systems. Here, we investigate…

Mathematical Physics · Physics 2019-09-09 Pau Vilimelis Aceituno , Tim Rogers , Henning Schomerus

We prove estimates for $\mathbb{E} \| X: \ell_{p'}^n \to \ell_q^m\|$ for $p,q\ge 2$ and any random matrix $X$ having the entries of the form $a_{ij}Y_{ij}$, where $Y=(Y_{ij})_{1\le i\le m, 1\le j\le n}$ has i.i.d. isotropic log-concave…

Probability · Mathematics 2025-02-05 Marta Strzelecka