Related papers: Large deviation theorem for zeros of polynomials a…
We provide non-asymptotic, relative deviation bounds for the eigenvalues of empirical covariance and Gram matrices in general settings. Unlike typical uniform bounds, which may fail to capture the behavior of smaller eigenvalues, our…
The theory of random matrices contains many central limit theorems. We have central limit theorems for eigenvalues statistics, for the log-determinant and log-permanent, for limiting distribution of individual eigenvalues in the bulk, and…
We extend the proof of the local semicircle law for generalized Wigner matrices given in [4] to the case when the matrix of variances has an eigenvalue $ -1 $. In particular, this result provides a short proof of the optimal local…
Using a variety of matrix techniques, the problem of locating the left eigenvalues of the quaternion companion matrices are investigated in this paper. In a recent paper, Dar et al. [6], proved that the zeros of a quaternionic polynomial…
Let $\mathbf X=(X_{jk})$ denote a Hermitian random matrix with entries $X_{jk}$, which are independent for $1\le j\le k$. We consider the rate of convergence of the empirical spectral distribution function of the matrix $\mathbf X$ to the…
In this article, we establish a limiting distribution for eigenvalues of a class of auto-covariance matrices. The same distribution has been found in the literature for a regularized version of these auto-covariance matrices. The original…
We establish a large-deviations principle for the largest eigenvalue of a generalized sample covariance matrix, meaning a matrix proportional to $Z^T \Gamma Z$, where $Z$ has i.i.d. real or complex entries and $\Gamma$ is not necessarily…
We study a one-dimensional elliptic problem with highly oscillatory random diffusion coefficient. We derive a homogenized solution and a so-called Gaussian corrector. We also prove a "pointwise" large deviation principle (LDP) for the full…
We study the asymptotic laws for the spatial distribution and the number of connected components of zero sets of smooth Gaussian random functions of several real variables. The primary examples are various Gaussian ensembles of real-valued…
We consider random $n\times n$ matrices $X$ with independent and centered entries and a general variance profile. We show that the spectral radius of $X$ converges with very high probability to the square root of the spectral radius of the…
In this paper we study a number of conjectures on the behavior of the value distribution of eigenfunctions. On the two dimensional torus we observe that the symmetry conjecture holds in the strongest possible sense. On the other hand we…
In the setting where we have $n$ independent observations of a random variable $X$, we derive explicit error bounds in total variation distance when approximating the number of observations equal to the maximum of the sample (in the case…
Non-asymptotic theory of random matrices strives to investigate the spectral properties of random matrices, which are valid with high probability for matrices of a large fixed size. Results obtained in this framework find their applications…
Pellet's theorem determines when the zeros of a polynomial can be separated into two regions, based on the presence or absence of positive roots of an auxiliary polynomial, but does not provide a method to verify its conditions or to…
We consider the problem of zero distribution of the first kind Hermite--Pad\'e polynomials associated with a vector function $\vec f = (f_1, \dots, f_s)$ whose components $f_k$ are functions with a finite number of branch points in plane.…
Let $\mathbf X=(X_{jk})_{j,k=1}^n$ denote a Hermitian random matrix with entries $X_{jk}$, which are independent for $1\le j\le k\le n$. We consider the rate of convergence of the empirical spectral distribution function of the matrix…
We consider a class of random banded Hessenberg matrices with independent entries having identical distributions along diagonals. The distributions may be different for entries belonging to different diagonals. For a sequence of $n\times n$…
We study large deviation properties of random matricial spectral measures.
We study the vanishing sets of slice regular polynomials in several quaternionic variables. We obtain a geometric description of the vanishing sets in two variables, which leads to a new version of the Strong Hilbert Nullstellensatz in the…
We consider high temperature KMS states for quantum spin systems on a lattice. We prove a large deviation principle for the distribution of empirical averages $\frac{1}{|\Lambda|} \sum_{i\in\Lambda} X_i$, where the $X_i$'s are copies of a…