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We consider the real eigenvalues of an $(N \times N)$ real elliptic Ginibre matrix whose entries are correlated through a non-Hermiticity parameter $\tau_N\in [0,1]$. In the almost-Hermitian regime where $1-\tau_N=\Theta(N^{-1})$, we obtain…

Probability · Mathematics 2022-03-22 Sung-Soo Byun , Nam-Gyu Kang , Ji Oon Lee , Jinyeop Lee

Let $X$ be a $n\times p$ matrix with coherence $\mu(X)=\max_{j\neq j'} |X_j^tX_{j'}|$. We present a simplified and improved study of the quasi-isometry property for most submatrices of $X$ obtained by uniform column sampling. Our results…

Probability · Mathematics 2012-03-21 Stéphane Chrétien , Sébastien Darses

In this paper, we derive limit laws for the empirical spectral distributions of random band and block matrices with correlated entries. In the first part of the paper, we study band matrices with approximately uncorrelated entries. We…

Probability · Mathematics 2022-02-11 Riccardo Catalano , Michael Fleermann , Werner Kirsch

Let $A_n$ be an $n$ by $n$ random matrix whose entries are independent real random variables with mean zero, variance one and with subexponential tail. We show that the logarithm of $|\det A_n|$ satisfies a central limit theorem. More…

Probability · Mathematics 2014-01-14 Hoi H. Nguyen , Van Vu

In this manuscript, we study the limiting distribution for the joint law of the largest and the smallest singular values for random circulant matrices with generating sequence given by independent and identically distributed random elements…

Probability · Mathematics 2023-05-05 Gerardo Barrera , Paulo Manrique-Mirón

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 2015-02-10 F. Götze , A. N. Tikhomirov

We study matrix integrals of the form $$\int_{\mathrm{USp(2n)}}\prod_{j=1}^k\mathrm{tr}(U^j)^{a_j}\mathrm d U,$$ where $a_1,\ldots,a_r$ are natural numbers and integration is with respect to the Haar probability measure. We obtain a compact…

Probability · Mathematics 2024-09-10 Alexei Entin , Noam Pirani

Let $X_1,..., X_N\in\R^n$ be independent centered random vectors with log-concave distribution and with the identity as covariance matrix. We show that with overwhelming probability at least $1 - 3 \exp(-c\sqrt{n}\r)$ one has $ \sup_{x\in…

Probability · Mathematics 2012-11-01 Radosław Adamczak , Alexander E. Litvak , Alain Pajor , Nicole Tomczak-Jaegermann

For positive integers $1 \leq k \leq n$ let $M_n$ be the algebra of all $n \times n$ complex matrices and $M_n^{\le k}$ its subset consisting of all matrices of rank at most $k$. We first show that whenever $k>\frac{n}{2}$, any continuous…

Spectral Theory · Mathematics 2025-07-10 Alexandru Chirvasitu , Ilja Gogić , Mateo Tomašević

The classical random matrix theory is mostly focused on asymptotic spectral properties of random matrices as their dimensions grow to infinity. At the same time many recent applications from convex geometry to functional analysis to…

Functional Analysis · Mathematics 2014-03-05 Mark Rudelson , Roman Vershynin

We develop an algorithm to test whether a non-CM elliptic curve $E/\mathbb{Q}$ gives rise to an isolated point of any degree on any modular curve of the form $X_1(N)$. This builds on prior work of Zywina which gives a method for computing…

Let $p \in (0,1/2)$ be fixed, and let $B_n(p)$ be an $n\times n$ random matrix with i.i.d. Bernoulli random variables with mean $p$. We show that for all $t \ge 0$, \[\mathbb{P}[s_n(B_n(p)) \le tn^{-1/2}] \le C_p t + 2n(1-p)^{n} + C_p…

Probability · Mathematics 2021-05-07 Vishesh Jain , Ashwin Sah , Mehtaab Sawhney

In this note, we study the n x n random Euclidean matrix whose entry (i,j) is equal to f (|| Xi - Xj ||) for some function f and the Xi's are i.i.d. isotropic vectors in Rp. In the regime where n and p both grow to infinity and are…

Probability · Mathematics 2012-09-27 Charles Bordenave

Motivated by the Koml\'os conjecture in combinatorial discrepancy, we study the discrepancy of random matrices with $m$ rows and $n$ independent columns drawn from a bounded lattice random variable. It is known that for $n$ tending to…

Combinatorics · Mathematics 2018-10-19 Cole Franks , Michael Saks

We study the normalized trace $g_n(z)=n^{-1} \mbox{tr} \, (H-zI)^{-1}$ of the resolvent of $n\times n$ real symmetric matrices $H=\big[(1+\delta_{jk})W_{jk}/\sqrt n\big]_{j,k=1}^n$ assuming that their entries are independent but not…

Condensed Matter · Physics 2009-10-28 Alexei M. Khorunzhy , Boris A. Khoruzhenko , Leonid A. Pastur

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…

Operator Algebras · Mathematics 2017-12-13 Mihai Popa , Zhiwei Hao

We consider products of independent square random non-Hermitian matrices. More precisely, let $n\geq 2$ and let $X_1,\ldots,X_n$ be independent $N\times N$ random matrices with independent centered entries with variance $N^{-1}$. It was…

Probability · Mathematics 2015-12-15 Yuriy Nemish

Let $A$ be drawn uniformly at random from the set of all $n\times n$ symmetric matrices with entries in $\{-1,1\}$. We show that \[ \mathbb{P}( \det(A) = 0 ) \leq e^{-cn},\] where $c>0$ is an absolute constant, thereby resolving a…

Probability · Mathematics 2021-06-09 Marcelo Campos , Matthew Jenssen , Marcus Michelen , Julian Sahasrabudhe

Let $E_0,\ldots,E_n$ be a partition of the set of prime numbers, and define $E_j(x) := \sum_{p \in E_j \atop p \leq x} \frac{1}{p}$. Define $\pi(x;\mathbf{E},\mathbf{k})$ to be the number of integers $n \leq x$ with $k_j$ prime factors in…

Number Theory · Mathematics 2015-12-14 Alexander P. Mangerel

This paper considers compressed sensing matrices and neighborliness of a centrally symmetric convex polytope generated by vectors $\pm X_1,...,\pm X_N\in\R^n$, ($N\ge n$). We introduce a class of random sampling matrices and show that they…

Probability · Mathematics 2009-05-01 Radosław Adamczak , Alexander E. Litvak , Alain Pajor , Nicole Tomczak-Jaegermann