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Mendelian Randomisation (MR) uses genetic variants as instrumental variables to infer causal effects of exposures on an outcome. One key assumption of MR is that the genetic variants used as instrumental variables are independent of the…

Methodology · Statistics 2025-02-21 Maximilian M Mandl , Anne-Laure Boulesteix , Stephen Burgess , Verena Zuber

This paper develops a Pareto scale-inflated outlier model. This model is intended for use when data from some standard Pareto distribution of interest is suspected to have been contaminated with a relatively small number of outliers from a…

Methodology · Statistics 2016-11-03 David P. M. Scollnik

We extend our recent result [Cipolloni, Erd\H{o}s, Schr\"oder 2019] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices $X$ with independent, identically distributed complex entries to the real…

Probability · Mathematics 2024-02-02 Giorgio Cipolloni , László Erdős , Dominik Schröder

Given a random matrix A with eigenvalues between -1 and 1, we analyze the number of iterations needed to solve the linear equation (I-A)x=b with the Neumann series iteration. We give sufficient conditions for convergence of an upper bound…

Probability · Mathematics 2019-09-18 Yiting Zhang , Thomas Trogdon

Consider a random matrix $\mathbf{A}\in\mathbb{C}^{m\times n}$ ($m \geq n$) containing independent complex Gaussian entries with zero mean and unit variance, and let $0<\lambda_1\leq \lambda_{2}\leq ...\leq \lambda_n<\infty$ denote the…

Statistics Theory · Mathematics 2012-11-06 Prathapasinghe Dharmawansa , Matthew McKay , Yang Chen

We consider the eigenvectors of symmetric matrices with independent heavy tailed entries, such as matrices with entries in the domain of attraction of $\alpha$-stable laws, or adjacencymatrices of Erdos-Renyi graphs. We denote by…

Probability · Mathematics 2014-06-02 Florent Benaych-Georges , Alice Guionnet

This paper centers on the limit eigenvalue distribution for random Vandermonde matrices with unit magnitude complex entries. The phases of the entries are chosen independently and identically distributed from the interval $[-\pi,\pi]$.…

Probability · Mathematics 2015-03-17 Gabriel H. Tucci , Philip A. Whiting

Consider the $n\times n$ matrix $X_n=A_n+H_n$, where $A_n$ is a $n\times n$ matrix (either deterministic or random) and $H_n$ is a $n\times n$ matrix independent from $A_n$ drawn from complex Ginibre ensemble. We study the limiting…

Mathematical Physics · Physics 2025-09-03 Roman Sarapin

We analyse the limiting behavior of the eigenvalue and singular value distribution for random convolution operators on large (not necessarily Abelian) groups, extending the results by M. Meckes for the Abelian case. We show that for regular…

Probability · Mathematics 2017-12-21 Radosław Adamczak

We study a class of random matrices that appear in several communication and signal processing applications, and whose asymptotic eigenvalue distribution is closely related to the reconstruction error of an irregularly sampled bandlimited…

Information Theory · Computer Science 2008-06-24 Alessandro Nordio , Carla-Fabiana Chiasserini , Emanuele Viterbo

We study the fluctuations of the largest eigenvalue $\lambda_{\max}$ of $N \times N$ random matrices in the limit of large $N$. The main focus is on Gaussian $\beta$-ensembles, including in particular the Gaussian orthogonal ($\beta=1$),…

Statistical Mechanics · Physics 2015-05-29 Satya N. Majumdar , Gregory Schehr

Toeplitz matrices form a rich class of possibly non-normal matrices whose asymptotic spectral analysis in high dimension is well-understood. The spectra of these matrices are notoriously highly sensitive to small perturbations. In this…

Probability · Mathematics 2024-10-23 Charles Bordenave , François Chapon , Mireille Capitaine

We derive exact analytic expressions for the distributions of eigenvalues and singular values for the product of an arbitrary number of independent rectangular Gaussian random matrices in the limit of large matrix dimensions. We show that…

Statistical Mechanics · Physics 2013-05-29 Z. Burda , A. Jarosz , G. Livan , M. A. Nowak , A. Swiech

We study the eigenvalue distribution of a random matrix, at a transition where a new connected component of the eigenvalue density support appears away from other connected components. Unlike previously studied critical points, which…

Mathematical Physics · Physics 2007-05-23 Bertrand Eynard

In this paper the integer-valued autoregressive model of order one, contaminated with additive or innovational outliers is studied in some detail. Moreover, parameter estimation is also addressed. Supposing that the time points of the…

Probability · Mathematics 2010-02-28 Matyas Barczy , Marton Ispany , Gyula Pap , Manuel Scotto , Maria Eduarda Silva

The theory of random matrices with eigenvalues distributed in the complex plane and more general "beta-ensembles" (logarithmic gases in 2D) is reviewed. The distribution and correlations of the eigenvalues are investigated in the large N…

Mathematical Physics · Physics 2009-07-29 A. Zabrodin

A defective eigenvalue is well documented to be hypersensitive to data perturbations and round-off? errors, making it a formidable challenge in numerical computation particularly when the matrix is known through approximate data. This paper…

Numerical Analysis · Mathematics 2021-03-05 Zhonggang Zeng

We present detailed computations of the 'at least finite' terms (three dominant orders) of the free energy in a one-cut matrix model with a hard edge a, in beta-ensembles, with any polynomial potential. beta is a positive number, so not…

Mathematical Physics · Physics 2015-05-19 Gaëtan Borot , Bertrand Eynard , Satya N. Majumdar , Céline Nadal

We consider the empirical eigenvalue distribution of an $m\times m$ principal submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. For $n$ and $m$ large with $\frac{m}{n}=\alpha$, the empirical spectral…

Probability · Mathematics 2019-05-08 Elizabeth Meckes , Kathryn Stewart

For each $n$, let $A_n=(\sigma_{ij})$ be an $n\times n$ deterministic matrix and let $X_n=(X_{ij})$ be an $n\times n$ random matrix with i.i.d. centered entries of unit variance. In the companion article Cook et al., we considered the…

Probability · Mathematics 2020-07-31 Nicholas A. Cook , Walid Hachem , Jamal Najim , David Renfrew
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