Related papers: The average singular value of a complex random mat…

This paper develops mixed-normal approximations for probabilities that vectors of multiple Skorohod integrals belong to random convex polytopes when the dimensions of the vectors possibly diverge to infinity. We apply the developed theory…

For a class of symmetric random matrices whose entries are martingale differences adapted to an increasing filtration, we prove that under a Lindeberg-like condition, the empirical spectral distribution behaves asymptotically similarly to a…

In this short note, we extend the celebrated results of Tao and Vu, and Krishnapur on the universality of empirical spectral distributions to a wide class of inhomogeneous complex random matrices, by showing that a technical and…

Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…

We consider general linear non-degenerate weakly-coupled cooperative elliptic systems and study certain monotonicity properties of the generalized principal eigenvalue in $\mathbb{R}^d$ with respect to the potential. It is shown that…

We consider the limiting spectral distribution of matrices of the form $\frac{1}{2b_{n}+1} (R + X)(R + X)^{*}$, where $X$ is an $n\times n$ band matrix of bandwidth $b_{n}$ and $R$ is a non random band matrix of bandwidth $b_{n}$. We show…

We show that the monotonicity conjecture of Merriss and Watkins is true in average when taking the set of matrices of given non negative spectra as probability space with respect to the Haar measure of the unitarian group .

The behavior of the leading singular values and vectors of noisy low-rank matrices is fundamental to many statistical and scientific problems. Theoretical understanding currently derives from asymptotic analysis under one of two regimes:…

Let $P(d)$ be the probability that a random 0/1-matrix of size $d \times d$ is singular, and let $E(d)$ be the expected number of 0/1-vectors in the linear subspace spanned by d-1 random independent 0/1-vectors. (So $E(d)$ is the expected…

We study the statistics of the largest eigenvalue lambda_max of N x N random matrices with unit variance, but power-law distributed entries, P(M_{ij})~ |M_{ij}|^{-1-mu}. When mu > 4, lambda_max converges to 2 with Tracy-Widom fluctuations…

We prove the conjecture about the probability that Pn of Bernulli +- 1 square matrix to be singular and asymptotic expansion of Pn.

Random matrix theory, which characterizes spectral distributions of infinitely large matrices, plays a central role across diverse fields, including high-dimensional data analysis, ecology, neuroscience, and machine learning. Among its key…

We consider the empirical eigenvalue distribution of an $m\times m$ principle submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. Earlier work of Petz and R\'effy identified the limiting spectral measure…

We prove an optimal estimate on the smallest singular value of a random subgaussian matrix, valid for all fixed dimensions. For an N by n matrix A with independent and identically distributed subgaussian entries, the smallest singular value…

For given integers $n$ and $d$, both at least 2, we consider a homogeneous multivariate polynomial $f_d$ of degree $d$ in variables indexed by the edges of the complete graph on $n$ vertices and coefficients depending on cardinalities of…

We calculate the Hausdorff dimension of the fractal set \begin{equation*} \Big\{\mathtt{x}\in \mathbb{T}^d: \prod_{1\leq i\leq d}|T_{\beta_i}^n(x_i)-x_i| < \psi(n) \text{ for infinitely many } n\in \mathbb{N}\Big\}, \end{equation*} where…

We prove the Marchenko-Pastur theorem for random matrices with i.i.d. rows and a general dependence structure within the rows by a simple modification of the standard Cauchy-Stieltjes resolvent method.

Akemann, Ipsen, and Kieburg showed recently that the squared singular values of a product of M complex Ginibre matrices are distributed according to a determinantal point process. We introduce the notion of a polynomial ensemble and show…

In this article we investigate high-dimensional banded sample covariance matrices under the regime that the sample size $n$, the dimension $p$ and the bandwidth $d$ tend simultaneously to infinity such that $$n/p\to 0 \ \ \text{and} \ \…

We study the distribution of the least singular value associated to an ensemble of sparse random matrices. Our motivating example is the ensemble of $N\times N$ matrices whose entries are chosen independently from a Bernoulli distribution…