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

In this paper, we investigate the problem of deciding whether two standard normal random vectors $\mathsf{X}\in\mathbb{R}^{n}$ and $\mathsf{Y}\in\mathbb{R}^{n}$ are correlated or not. This is formulated as a hypothesis testing problem,…

We study the minimum number of distinct eigenvalues over a collection of matrices associated with a graph. Lower bounds are derived based on the existence or non-existence of certain cycle(s) in a graph. A key result proves that every…

We consider random vectors $X$ that satisfy the equation in law $X=AX+B$, where $A$ is a given random diagonal matrix and $B$ a given random vector, both independent of $X$. It is well known by the works of Kesten and Goldie that the…

Let $M$ and $M_n,n\ge1$ be nonnegative 2-by-2 matrices such that $\lim_{n\rightarrow\infty}M_n=M.$ It is usually hard to estimate the entries of $M_{k+1}\cdots M_{k+n}$ which are useful in many applications. In this paper, under a mild…

In this short note we provide an analytical formula for the conditional covariance matrices of the elliptically distributed random vectors, when the conditioning is based on the values of any linear combination of the marginal random…

In this article we consider products of real random matrices with fixed size. Let $A_1,A_2, \dots $ be i.i.d $k \times k$ real matrices, whose entries are independent and identically distributed from probability measure $\mu$. Let $X_n =…

The circular law asserts that if $X_n$ is a $n \times n$ matrix with iid complex entries of mean zero and unit variance, then the empirical spectral distribution of $\frac{1}{\sqrt{n}} X_n$ converges almost surely to the uniform…

For a real $N\ge 1$ and a vector $\xi =(1,\xi_1,...,\xi_n)$ define a matrix $$ {\cal A} (\xi, N) = ({array}{ccccc} N^{-1} & 0& 0& ... &0 \cr N^{\frac{1}{n}} \xi_1 & -N^{\frac{1}{n}} & 0&... & 0 \cr N^{\frac{1}{n}} \xi_2 &0& -N^{\frac{1}{n}}…

Let $T$ be an $n\times n$ random matrix, such that each diagonal entry $T_{i,i}$ is a continuous random variable, independent from all the other entries of $T$. Then for every $n\times n$ matrix $A$ and every $t\ge0$ $$…

An unknown $m$ by $n$ matrix $X_0$ is to be estimated from noisy measurements $Y=X_0+Z$, where the noise matrix $Z$ has i.i.d. Gaussian entries. A popular matrix denoising scheme solves the nuclear norm penalization problem $\operatorname…

Let $M_n$ denote a random symmetric $n$ by $n$ matrix, whose upper diagonal entries are iid Bernoulli random variables (which take value -1 and 1 with probability 1/2). Improving the earlier result by Costello, Tao and Vu, we show that…

The objective of the matrix selection problem is to select a submatrix $A_{S}\in \mathbb{R}^{n\times k}$ from $A\in \mathbb{R}^{n\times m}$ such that its minimum singular value is maximized. In this paper, we employ the interlacing…

Let $A$ be the adjacency matrix of a uniformly random $d$-regular digraph on $n$ vertices, and suppose that $\min(d,n-d)\geq\lambda n$. We show that for any $\kappa \geq 0$, \[\mathbb{P}[s_n(A)\leq\kappa]\leq…

Let $M_n$ be a random matrix of size $n\times n$ and let $\lambda_1,...,\lambda_n$ be the eigenvalues of $M_n$. The empirical spectral distribution $\mu_{M_n}$ of $M_n$ is defined as $$\mu_{M_n}(s,t)=\frac{1}{n}# \{k\le n, \Re(\lambda_k)\le…

We investigate a factor that can affect the number of links of a specific stock in a network between stocks created by the minimal spanning tree (MST) method, by using individual stock data listed on the S&P500 and KOSPI. Among the common…

Let $M$ be a matroid on a finite ground set $E$, and suppose that the automorphism group of $M$ acts transitively on $E$. We show the following: if $X_1,\ldots,X_K$ are sampled independently from a distribution $p$ on $E$, then the…

We consider a random symmetric matrix ${\bf X} = [X_{jk}]_{j,k=1}^n$ with upper triangular entries being independent random variables with mean zero and unit variance. Assuming that $\max_{jk} {\mathbb E} |X_{jk}|^{4+\delta} < \infty,…

Let (X_{jk})_{j,k>=1} be i.i.d. complex random variables such that |X_{jk}| is in the domain of attraction of an alpha-stable law, with 0< alpha <2. Our main result is a heavy tailed counterpart of Girko's circular law. Namely, under some…

It is shown that a random $(0,1)$ matrix whose rows are independent random vectors of exactly $n/2$ zero components is non-singular with probability $1-O(n^{-C})$ for any $C>0$. The proof uses a non-standard inverse-type Littlewood-Offord…

Let $A$ be an $n\times n$ random matrix with independent, identically distributed mean 0, variance 1 subgaussian entries. We prove that $$ \mathbb{P}(A\text{ has distinct singular values})\geq 1-e^{-cn} $$ for some $c>0$, confirming a…