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

This paper studies the asymptotic spectral properties of the sample covariance matrix for high dimensional compositional data, including the limiting spectral distribution, the limit of extreme eigenvalues, and the central limit theorem for…

Given (orthonormal) approximations $\tilde{U}$ and $\tilde{V}$ to the left and right subspaces spanned by the leading singular vectors of a matrix $A$, we discuss methods to approximate the leading singular values of $A$ and study their…

In this paper, we consider the empirical spectral distribution of the sample correlation matrix and investigate its asymptotic behavior under mild assumptions on the data's distribution, when dimension and sample size increase at the same…

In random matrix theory, Marchenko-Pastur law states that random matrices with independent and identically distributed entries have a universal asymptotic eigenvalue distribution under large dimension limit, regardless of the choice of…

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…

We use classical results from harmonic analysis on matrix spaces to investigate the relation between the joint density of the singular values and of the eigenvalues of complex random matrices which are bi-unitarily invariant (also known as…

We study the $L_1$-approximation of $d$-variate monotone functions based on information from $n$ function evaluations. It is known that this problem suffers from the curse of dimensionality in the deterministic setting, that is, the number…

The eigenvalues of quantum chaotic systems have been conjectured to follow, in the large energy limit, the statistical distribution of eigenvalues of random ensembles of matrices of size $N\rightarrow\infty$. Here we provide semiclassical…

Let $X_1,\ldots, X_{d+2}$ be random points in $\mathbb R^d$. The classical Sylvester problem asks to determine the probability that the convex hull of these points, denoted by $P:= [X_1,\ldots, X_{d+2}]$, is a simplex. In the present paper,…

Consider a degree-$d$ polynomial $f(\xi_1,\dots,\xi_n)$ of independent Rademacher random variables $\xi_1,\dots,\xi_n$. To what extent can $f(\xi_1,\dots,\xi_n)$ concentrate on a single point? This is the so-called polynomial…

We present a general method to detect and extract from a finite time sample statistically meaningful correlations between input and output variables of large dimensionality. Our central result is derived from the theory of free random…

We apply symmetric function theory to study random processes formed by singular values of products of truncations of Haar distributed symplectic and orthogonal matrices. These product matrix processes are degenerations of Macdonald…

We study, in d-dimensions, the random walker with geometrically shrinking step sizes at each hop. We emphasize the integrated quantities such as expectation values, cumulants and moments rather than a direct study of the probability…

A well-known conjecture states that a random symmetric $n \times n$ matrix with entries in $\{-1,1\}$ is singular with probability $\Theta\big( n^2 2^{-n} \big)$. In this paper we prove that the probability of this event is at most…

We consider the empirical eigenvalue distribution of an $m\times m$ principal submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. For $n$ and $m$ large with $\frac{m}{n}=\alpha$, the empirical spectral…

We fix $d \geq 2$ and denote $\mathcal S$ the semi-group of $d \times d$ matrices with non negative entries. We consider a sequence $(A_n, B_n)_{n \geq 1} $ of i. i. d. random variables with values in $\mathcal S\times \mathbb R_+^d$ and…

The spectra of random feature matrices provide essential information on the conditioning of the linear system used in random feature regression problems and are thus connected to the consistency and generalization of random feature models.…

In this paper we prove that the first Dirichlet eigenvalue $\lambda_1^N$ of an $N$-sided regular polygon of fixed area is a monotonically decreasing function of $N$ for all $N \geq 3$, as well as the monotonicity of the quotients…

Suppose $\{ X_k \}_{k \in \mathbb{Z}}$ is a sequence of bounded independent random matrices with common dimension $d\times d$ and common expectation $\mathbb{E}[ X_k ]= X$. Under these general assumptions, the normalized random matrix…

We study a higher-dimensional analogue of the {Random Travelling Salesman Problem}: let the complete $d$-dimensional simplicial complex $K_n^{d}$ on $n$ vertices be equipped with i.i.d.\ volumes on its facets, uniformly random in $[0,1]$.…