Related papers: Random integral matrices and the Cohen Lenstra Heu…
In this paper we consider Wigner random matrices -- symmetric n by n random matrices whose entries are independent identically distributed real random variables. We prove that the probability distribution of one or several eigenvalues close…
We study asymptotics of representations of the unitary groups U(n) in the limit as n tends to infinity and we show that in many aspects they behave like large random matrices. In particular, we prove that the highest weight of a random…
We investigate the possibility of constructing Kochen-Specker uncolorable sets of idempotent matrices whose entries lie in various rings, including the rational numbers, the integers, and finite fields. Most notably, we show that there is…
We show that the Circular Orthogonal Ensemble of random matrices arises naturally from a family of random polynomials. This sheds light on the appearance of random matrix statistics in the zeros of the Riemann zeta-function.
The random variable $1+z_1+z_1z_2+\dots$ appears in many contexts and was shown by Kesten to exhibit a heavy tail distribution. We consider natural extensions of this variable and its associated recursion to $N \times N$ matrices either…
We investigate the universality of microscopic eigenvalue correlations for Random Matrix Theories with the global symmetries of the QCD partition function. In this article we analyze the case of real valued chiral Random Matrix Theories…
We prove that an n by n random matrix G with independent entries is completely delocalized. Suppose the entries of G have zero means, variances uniformly bounded below, and a uniform tail decay of exponential type. Then with high…
Let $\mathbb{K}$ be a finite commutative ring, and let $\mathbb{L}$ be a commutative $\mathbb{K}$-algebra. Let $A$ and $B$ be two $n \times n$-matrices over $\mathbb{L}$ that have the same characteristic polynomial. The main result of this…
We examine a class of embeddings based on structured random matrices with orthogonal rows which can be applied in many machine learning applications including dimensionality reduction and kernel approximation. For both the…
Let $\{x_{\alpha}\}_{\alpha \in \mathbb{Z}}$ and $\{y_{\alpha}\}_{\alpha \in \mathbb{Z}}$ be two independent collections of zero mean, unit variance random variables with uniformly bounded moments of all orders. Consider a nonsymmetric…
Let X_R be the zero locus in RP^n of one or two independently and Weyl distributed random real quadratic forms (this is the same as requiring that the corresponding symmetric matrices are in the Gaussian Orthogonal Ensemble). We prove that…
We study the gaps between consecutive singular values of random rectangular matrices. Specifically, if $M$ is an $n \times p$ random matrix with independent and identically distributed entries and $\Sigma$ is a $n \times n$ deterministic…
In this paper we give a conjecture for the average number of unramified $G$-extensions of a quadratic field for any finite group $G$. The Cohen-Lenstra heuristics are the specialization of our conjecture to the case that $G$ is abelian of…
We give an explicit recipe for determining iterated local cohomology groups with support in ideals of minors of a generic matrix in characteristic zero, expressing them as direct sums of indecomposable D-modules. For non-square matrices…
We establish the following two main results on order types of points in general position in the plane (realizable simple planar order types, realizable uniform acyclic oriented matroids of rank $3$): (a) The number of extreme points in an…
Let $F_n$ be an $n$ by $n$ symmetric matrix whose entries are bounded by $n^{\gamma}$ for some $\gamma>0$. Consider a randomly perturbed matrix $M_n=F_n+X_n$, where $X_n$ is a random symmetric matrix whose upper diagonal entries $x_{ij}$…
The paper deals with distribution of singular values of product of random matrices arising in the analysis of deep neural networks. The matrices resemble the product analogs of the sample covariance matrices, however, an important…
Cohen and Lenstra have given a heuristic which, for a fixed odd prime $p$, leads to many interesting predictions about the distribution of $p$-class groups of imaginary quadratic fields. We extend the Cohen-Lenstra heuristic to a…
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,…
We define a random-matrix ensemble given by the infinite-time covariance matrices of Ornstein-Uhlenbeck processes at different temperatures coupled by a Gaussian symmetric matrix. The spectral properties of this ensemble are shown to be in…