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We provide an extension of Feller's upper-lower class test for the Hartman-Wintner LIL to the LIL in Euclidean space. We obtain this result as a corollary to a general upper-lower class test for $\Gamma_n T_n$ where $T_n=\sum_{j=1}^n Z_j$…

Probability · Mathematics 2022-04-19 Uwe Einmahl

We present a comprehensive analysis of singular vector and singular subspace perturbations in the signal-plus-noise matrix model with random Gaussian noise. Assuming a low-rank signal matrix, we extend the Davis-Kahan-Wedin theorem in a…

Statistics Theory · Mathematics 2026-02-10 Ke Wang

We consider the singular vectors of any $m \times n$ submatrix of a rectangular $M \times N$ Gaussian matrix and study their asymptotic overlaps with those of the full matrix, in the macroscopic regime where $N \,/\, M\,$, $m \,/\, M$ as…

Probability · Mathematics 2025-01-16 Elie Attal , Romain Allez

In the recent paper \cite{1}, Denton et al. provided the eigenvector-eigenvalue identity for Hermitian matrices, and a survey was also given for such identity in the literature. The main aim of this paper is to present the identity related…

Numerical Analysis · Mathematics 2020-02-04 Weiwei Xu , Michael K. Ng

We considered the problem of obtaining upper bounds for the mathematical expectation of the $q$-norm ($2\leqslant q \leqslant \infty$) of the vector which is uniformly distributed on the unit Euclidean sphere. We finish the paper with…

Optimization and Control · Mathematics 2020-03-27 Eduard Gorbunov , Evgeniya Vorontsova , Alexander Gasnikov

Let $x_1, \dots, x_n$ be points in a metric space and define the distance matrix $D \in \mathbb{R}^{n \times n}$ by ${D}_{ij} = d(x_i, x_j)$. The Perron-Frobenius Theorem implies that there is an eigenvector $v \in \mathbb{R}^n_{}$ with…

Functional Analysis · Mathematics 2022-12-07 Stefan Steinerberger

We prove two universality results for random tensors of arbitrary rank D. We first prove that a random tensor whose entries are N^D independent, identically distributed, complex random variables converges in distribution in the large N…

Probability · Mathematics 2013-05-07 Razvan Gurau

Asymptotic behavior of the singular value decomposition (SVD) of blown up matrices and normalized blown up contingency tables exposed to Wigner-noise is investigated.It is proved that such an m\times n matrix almost surely has a constant…

Probability · Mathematics 2010-01-11 Marianna Bolla , Katalin Friedl , Andras Kramli

In this paper, we derive new, nearly optimal bounds for the Gaussian approximation to scaled averages of $n$ independent high-dimensional centered random vectors $X_1,\dots,X_n$ over the class of rectangles in the case when the covariance…

Probability · Mathematics 2021-05-13 Victor Chernozhukov , Denis Chetverikov , Yuta Koike

We introduce a fast and easy-to-implement simulation algorithm for a multivariate normal distribution truncated on the intersection of a set of hyperplanes, and further generalize it to efficiently simulate random variables from a…

Computation · Statistics 2017-02-21 Yulai Cong , Bo Chen , Mingyuan Zhou

We establish several asymptotic formulae and upper bounds for the count of multiplicatively dependent integer vectors that lie on a fixed hyperplane and have bounded height. This work constitutes a direct extension of the results obtained…

Number Theory · Mathematics 2025-10-20 Muhammad Afifurrahman , Valentio Iverson , Gian Cordana Sanjaya

Analogously to the space of virtual permutations, we define projective limits of isometries: these sequences of unitary operators are natural in the sense that they minimize the rank norm between successive matrices of increasing sizes. The…

Probability · Mathematics 2011-02-15 P. Bourgade , J. Najnudel , A. Nikeghbali

Let $X$ be a finite-area non-compact hyperbolic surface. We study the spectrum of the Laplacian on random covering surfaces of X and on random unitary bundles over X. We show that there is a constant $c > 0$ such that, with probability…

Spectral Theory · Mathematics 2024-05-09 Will Hide

Central limit theorems for the log-volume of a class of random convex bodies in $\mathbb{R}^n$ are obtained in the high-dimensional regime, that is, as $n\to\infty$. In particular, the case of random simplices pinned at the origin and…

We consider the standard overlap $\mathcal{O}_{ij}: =\langle \mathbf{r}_j, \mathbf{r}_i\rangle\langle \mathbf{l}_j, \mathbf{l}_i\rangle$ of any bi-orthogonal family of left and right eigenvectors of a large random matrix $X$ with centred…

Probability · Mathematics 2026-01-22 Giorgio Cipolloni , László Erdős , Yuanyuan Xu

We study a geometric property related to spherical hyperplane tessellations in $\mathbb{R}^{d}$. We first consider a fixed $x$ on the Euclidean sphere and tessellations with $M \gg d$ hyperplanes passing through the origin having normal…

Probability · Mathematics 2021-09-01 Eric Lybrand , Anna Ma , Rayan Saab

We analyze statistical properties of complex eigenvalues of random matrices $\hat{A}$ close to unitary. Such matrices appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with…

Chaotic Dynamics · Physics 2009-10-31 Yan V. Fyodorov

The extremal dependence structure of a regularly varying random vector Xis fully described by its limiting spectral measure. In this paper, we investigate how torecover characteristics of the measure, such as extremal coefficients, from the…

Statistics Theory · Mathematics 2024-07-04 Marco Oesting , Olivier Wintenberger

In this paper, we characterize arbitrary polynomial vector fields on $S^n$. We establish a necessary and sufficient condition for a degree one vector field on the odd-dimensional sphere $S^{2n-1}$ to be Hamiltonian. Additionally, we…

Dynamical Systems · Mathematics 2024-12-04 Supriyo Jana , Soumen Sarkar

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