Related papers: No-gaps delocalization for general random matrices
The idea of decomposing a matrix into a product of structured matrices such as triangular, orthogonal, diagonal matrices is a milestone of numerical computations. In this paper, we describe six new classes of matrix decompositions,…
We study the distribution of the outliers in the spectrum of finite rank deformations of Wigner random matrices. We assume that the matrix entries have finite fourth moment and extend the results by Capitaine, Donati-Martin, and F\'eral for…
Consider a deterministic self-adjoint matrix X_n with spectral measure converging to a compactly supported probability measure, the largest and smallest eigenvalues converging to the edges of the limiting measure. We perturb this matrix by…
In this paper, we study the eigenvalues and eigenvectors of the spiked invariant multiplicative models when the randomness is from Haar matrices. We establish the limits of the outlier eigenvalues $\widehat{\lambda}_i$ and the generalized…
We consider T(x), a tensor of arbitrary rank that is symmetric in all of its indices and conserved in the sense that the divergence on any one index vanishes. Our conjecture is that all integral moments of this tensor will vanish if the…
We consider the nearest-neighbor spacing distributions of mixed random matrix ensembles interpolating between different symmetry classes, or between integrable and non-integrable systems. We derive analytical formulas for the spacing…
We introduce a Generalized Randomized QR-decomposition that may be applied to arbitrary products of matrices and their inverses, without needing to explicitly compute the products or inverses. This factorization is a critical part of a…
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…
The paper is devoted to multidimensional $(0,1)$-matrices extremal with respect to containing a polydiagonal (a fractional generalization of a diagonal). Every extremal matrix is a threshold matrix, i.e., an entry belongs to its support…
We analyze gene co-expression network under the random matrix theory framework. The nearest neighbor spacing distribution of the adjacency matrix of this network follows Gaussian orthogonal statistics of random matrix theory (RMT). Spectral…
We analyze statistics for eigenvector entries of heavy-tailed random symmetric matrices (also called L\'{e}vy matrices) whose associated eigenvalues are sufficiently small. We show that the limiting law of any such entry is non-Gaussian,…
We obtain a tail bound for the least non-zero singular value of $A-z$ when $A$ is a random matrix and $z$ is an eigenvalue of $A$ in a neighbourhood of a given point $z_0$ in the bulk of the spectrum. The argument relies on a resolvent…
We prove that over a commutative semiring every symmetric strongly invertible matrix with nonnegative numerical range has a Cholesky decomposition.
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…
Localization of a set of nodes is an important and a thoroughly researched problem in robotics and sensor networks. This paper is concerned with the theory of localization from inner-angle measurements. We focus on the challenging case…
Let $X_N$ be a symmetric $N\times N$ random matrix whose $\sqrt{N}$-scaled centered entries are uniformly square integrable. We prove that if the entries of $X_N$ can be partitioned into independent subsets each of size $o(\log N)$, then…
For general non-Hermitian random matrices $X$ and deterministic deformation matrices $A$, we prove that the local eigenvalue statistics of $A+X$ close to the typical edge points of its spectrum are universal. Furthermore, we show that under…
Using our previously published algorithm, we analyze the eigenvectors of the generalized Laplacian for two metric graphs occurring in practical applications. As expected, localization of an eigenvector is rare and the network should be…
We prove the universal asymptotically almost sure non-singularity of general Ginibre and Wigner ensembles of random matrices when the distribution of the entries are independent but not necessarily identically distributed and may depend on…
Chatterjee (2016) proved, as an application of his general framework relating superconcentration and chaos, that after the entries of an $n \times n$ matrix drawn from the Gaussian unitary ensemble undergo an entrywise Ornstein-Uhlenbeck…