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Related papers: Random matrices: Probability of Normality

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We study the singularity probability of random integer matrices. Concretely, the probability that a random $n \times n$ matrix, with integer entries chosen uniformly from $\{-m,\ldots,m\}$, is singular. This problem has been well studied in…

Computational Complexity · Computer Science 2021-09-01 Sankeerth Rao Karingula , Shachar Lovett

We show that the permanent of an $n \times n$ matrix with iid Bernoulli entries $\pm 1$ is of magnitude $n^{({1/2}+o(1))n}$ with probability $1-o(1)$. In particular, it is almost surely non-zero.

Combinatorics · Mathematics 2008-04-18 T. Tao , V. Vu

Let $A$ be an $n\times n$ random matrix whose entries are i.i.d. with mean $0$ and variance $1$. We present a deterministic polynomial time algorithm which, with probability at least $1-2\exp(-\Omega(\epsilon n))$ in the choice of $A$,…

Probability · Mathematics 2020-12-02 Vishesh Jain , Ashwin Sah , Mehtaab Sawhney

We introduce the notion of a random matrix-valued multiplicative function, generalizing Rademacher random multiplicative functions to matrices. We provide an asymptotic for the second moment based on a linear recurrence property for…

Number Theory · Mathematics 2018-12-12 Maxim Gerspach

Let $T$ be an $n\times n$ random matrix, such that each diagonal entry $T_{i,i}$ is a continuous random variable, independent from all the other entries of $T$. Then for every $n\times n$ matrix $A$ and every $t\ge0$ $$…

Probability · Mathematics 2013-02-21 Omer Friedland , Ohad Giladi

We consider n by n real matrices whose entries are non-degenerate random variables that are independent but non necessarily identically distributed, and show that the probability that such a matrix is singular is O(1/sqrt{n}). The purpose…

Probability · Mathematics 2008-01-09 Laurent Bruneau , Francois Germinet

Let $\a$ be a complex random variable with mean zero and bounded variance $\sigma^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\a$. Let $\lambda_{1}, ..., \lambda_{n}$ be the eigenvalues of…

Probability · Mathematics 2008-02-29 Terence Tao , Van Vu

We study the lower tail behavior of the least singular value of an $n\times n$ random matrix $M_n := M+N_n$, where $M$ is a fixed complex matrix with operator norm at most $\exp(n^{c})$ and $N_n$ is a random matrix, each of whose entries is…

Probability · Mathematics 2021-09-06 Vishesh Jain

The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…

Probability · Mathematics 2021-03-18 Arup Bose , Koushik Saha , Arusharka Sen , Priyanka Sen

This papers contains two results concerning random $n \times n$ Bernoulli matrices. First, we show that with probability tending to one the determinant has absolute value $\sqrt {n!} \exp(O(\sqrt(n log n)))$. Next, we prove a new upper…

Combinatorics · Mathematics 2008-07-01 Terence Tao , Van Vu

We give an elementary proof of the fact that a binomial random variable $X$ with parameters $n$ and $0.29/n \le p < 1$ with probability at least $1/4$ strictly exceeds its expectation. We also show that for $1/n \le p < 1 - 1/n$, $X$…

Probability · Mathematics 2018-04-16 Benjamin Doerr

We show that the spectral radius of an $N\times N$ random symmetric matrix with i.i.d. bounded centered but non-symmetrically distributed entries is bounded from below by $ 2 \*\sigma - o(N^{-6/11+\epsilon}), $ where $\sigma^2 $ is the…

Probability · Mathematics 2008-05-14 Sandrine Peche , Alexander Soshnikov

We derive a lower bound on the smallest singular value of a random $d$-regular matrix, that is, the adjacency matrix of a random $d$-regular directed graph. More precisely, let $C_1<d< c_1 n/\log^2 n$ and let $\mathcal{M}_{n,d}$ be the set…

Let $M_n = (\xi_{ij})_{1 \leq i,j \leq n}$ be a real symmetric random matrix in which the upper-triangular entries $\xi_{ij}, i<j$ and diagonal entries $\xi_{ii}$ are independent. We show that with probability tending to 1, $M_n$ has no…

Probability · Mathematics 2014-12-04 Terence Tao , Van Vu

We study the spectral norm of matrices M that can be factored as M=BA, where A is a random matrix with independent mean zero entries, and B is a fixed matrix. Under the (4+epsilon)-th moment assumption on the entries of A, we show that the…

Probability · Mathematics 2016-12-23 Roman Vershynin

We show that the spectral radius of an $N\times N$ random symmetric matrix with i.i.d. bounded centered but non-symmetrically distributed entries is bounded from above by $ 2 \*\sigma + o(N^{-6/11+\epsilon}), $ where $\sigma^2 $ is the…

Probability · Mathematics 2007-05-23 Sandrine Peche , Alexander Soshnikov

Some randomized algorithms, used to obtain a random $n^2 \times n^2$ Sudoku matrix, where $n$ is a natural number, is reviewed in this study. Below is described the set $\Pi_n$ of all $(2n) \times n$ matrices, consisting of elements of the…

Combinatorics · Mathematics 2013-12-03 Krasimir Yordzhev

We determine the probability that a random n x n symmetric matrix over {1, 2, ... , m} has determinant divisible by m.

Combinatorics · Mathematics 2010-05-03 Richard P. Brent , Brendan D. McKay

Let $a_1, \dots, a_n \in \mathbb{R}$ satisfy $\sum_i a_i^2 = 1$, and let $\varepsilon_1, \ldots, \varepsilon_n$ be uniformly random $\pm 1$ signs and $X = \sum_{i=1}^{n} a_i \varepsilon_i$. It is conjectured that $X = \sum_{i=1}^{n} a_i…

Combinatorics · Mathematics 2022-08-01 Vojtěch Dvořák , Ohad Klein

We study the extremes of a sequence of random variables $(R_n)$ defined by the recurrence $R_n=M_nR_{n-1}+q$, $n\ge1$, where $R_0$ is arbitrary, $(M_n)$ are iid copies of a non--degenerate random variable $M$, $0\le M\le1$, and $q>0$ is a…

Probability · Mathematics 2011-06-22 Pawel Hitczenko