Related papers: Normal vector of a random hyperplane

We show that the spacing between eigenvalues of the discrete 1D Hamiltonian with arbitrary potentials which are bounded, and with Dirichlet or Neumann Boundary Conditions is bounded away from zero. We prove an explicit lower bound, given by…

Let $X$ be a symmetric, isotropic random vector in $\mathbb{R}^m$ and let $X_1...,X_n$ be independent copies of $X$. We show that under mild assumptions on $\|X\|_2$ (a suitable thin-shell bound) and on the tail-decay of the marginals…

In this text, we consider an N by N random matrix X such that all but o(N) rows of X have W non identically zero entries, the other rows having lass than $W$ entries (such as, for example, standard or cyclic band matrices). We always…

Random matrices in the large N expansion and the so-called double scaling limit can be used as toy models for quantum gravity: 2D quantum gravity coupled to conformal matter. This has generated a tremendous expansion of random matrix…

Given $n+1$ unit vectors in $\mathbf{R}^n$ or $\mathbf{C}^n,$ consider the absolute values of the determinants of the vectors taken $n$ at a time. By taking a geometric perspective, we show that the minimum of these determinants is…

In this paper, we prove a universality result of convergence for a bivariate random process defined by the eigenvectors of a sample covariance matrix. Let $V_n=(v_{ij})_{i \leq n,\, j\leq m}$ be a $n\times m$ random matrix, where $(n/m)\to…

Let $x_i$, $i\in\mathbb{Z}$ be a sequence of i.i.d. standard normal random variables. Consider rectangular Toeplitz $\mathbf{X}=\left(x_{j-i}\right)_{1\leq i\leq p,1\leq j\leq n}$ and circulant $\mathbf{X}=\left(x_{(j-i)\mod…

The four moment theorem asserts, roughly speaking, that the joint distribution of a small number of eigenvalues of a Wigner random matrix (when measured at the scale of the mean eigenvalue spacing) depends only on the first four moments of…

Suppose $A \in \mathbb{R}^{n \times n}$ is invertible and we are looking for the solution of $Ax = b$. Given an initial guess $x_1 \in \mathbb{R}$, we show that by reflecting through hyperplanes generated by the rows of $A$, we can generate…

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…

We prove delocalization of eigenvectors of vertex-transitive graphs via elementary estimates of the spectral projector. We recover in this way known results which were formerly proved using representation theory. Similar techniques show…

Any arrangement of hyperplanes in general position in $P^n$ can be regarded as a divisor with normal crossing. We study the bundles of logarithmic 1-forms corresponding to such divisors` from the point of view of classification of vector…

We find explicit eigenvectors for the transition matrix of a random walk due to Bidegare, Hanlon and Rockmore. This is accomplished by using Brown and Diaconis' analysis of its stationary distribution, together with some combinatorics of…

Given a subset K of the unit Euclidean sphere, we estimate the minimal number m = m(K) of hyperplanes that generate a uniform tessellation of K, in the sense that the fraction of the hyperplanes separating any pair x, y in K is nearly…

Let X be a real or complex Hilbert space of finite but large dimension d, let S(X) denote the unit sphere of X, and let u denote the normalized uniform measure on S(X). For a finite subset B of S(X), we may test whether it is approximately…

Suppose X is a random vector, that is distributed uniformly in some n-dimensional convex set. It was conjectured that when the dimension n is very large, there exists a non-zero vector u, such that the distribution of the real random…

The randomized singular value decomposition proposed in [27] has certainly become one of the most well-established randomization-based algorithms in numerical linear algebra. The key ingredient of the entire procedure is the computation of…

We consider $N\times N$ Hermitian random matrices with independent identical distributed entries. The matrix is normalized so that the average spacing between consecutive eigenvalues is of order 1/N. Under suitable assumptions on the…

For a wide class of sequences of integer domains $\mathcal{D}_n\subset\mathbb{N}^d$, $n\in\mathbb{N}$, we prove distributional limit theorems for $F(X_1^{(n)},\ldots,X_d^{(n)})$, where $F$ is a multivariate multiplicative function and…

Given $X$ a random vector in ${\mathbb{R}}^n$, set $X_1,...,X_N$ to be independent copies of $X$ and let $\Gamma=\frac{1}{\sqrt{N}}\sum_{i=1}^N <X_i,\cdot>e_i$ be the matrix whose rows are $\frac{X_1}{\sqrt{N}},\dots, \frac{X_N}{\sqrt{N}}$.…