Related papers: Random spectrahedra

Let ${\cal S}_+^n \subset {\cal S}^n$ be the cone of positive semi-definite matrices as a subset of the vector space of real symmetric $n \times n$ matrices. The intersection of ${\cal S}_+^n$ with a linear subspace of ${\cal S}^n$ is…

We prove, under a certain representation theoretic assumption, that the set of real symmetric matrices, whose eigenvalues satisfy a linear matrix inequality, is itself a spectrahedron. The main application is that derivative relaxations of…

An elliptic random matrix $X$ is a square matrix whose $(i,j)$-entry $X_{ij}$ is independent of the rest of the entries except possibly $X_{ji}$. Elliptic random matrices generalize Wigner matrices and non-Hermitian random matrices with…

Representations of nonnegative polynomials as sums of squares are central to real algebraic geometry and the subject of active research. The sum-of-squares representations of a given polynomial are parametrized by the convex body of…

We study n by n symmetric random matrices H, possibly discrete, with iid above-diagonal entries. We show that H is singular with probability at most exp(-n^c), and the spectral norm of the inverse of H is O(sqrt{n}). Furthermore, the…

We introduce a new technique to prove bounds for the spectral radius of a random matrix, based on using Jensen's formula to establish the zerofreeness of the associated characteristic polynomial in a region of the complex plane. Our…

Let $A$ be a square random matrix of size $n$, with mean zero, independent but not identically distributed entries, with variance profile $S$. When entries are i.i.d. with unit variance, the spectral radius of $n^{-1/2}A$ converges to $1$…

In contemporary applied and computational mathematics, a frequent challenge is to bound the expectation of the spectral norm of a sum of independent random matrices. This quantity is controlled by the norm of the expected square of the…

We study the asymptotic distribution of the eigenvalues of random Hermitian periodic band matrices, focusing on the spectral edges. The eigenvalues close to the edges converge in distribution to the Airy point process if (and only if) the…

An $n\times n$ symmetric matrix $A$ is copositive if the quadratic form $x^TAx$ is nonnegative on the nonnegative orthant $\mathbb{R}^{n}_{\geq 0}$. The cone of copositive matrices contains the cone of matrices which are the sum of a…

We consider a spherical antiprism. It is a convex polyhedron with $2n$ vertices in the spherical space $\mathbb{S}^3$. This polyhedron has a group of symmetries $S_{2n}$ generated by a mirror-rotational symmetry of order $2n$, i.e. rotation…

Let $\mathbf{a}_{ij}$, $1\leq i\leq j\leq n$, be independent random variables and $\mathbf{a}_{ji}=\mathbf{a}_{ij}$, for all $i,j$. Suppose that every $\mathbf{a}_{ij}$ is bounded, has zero mean, and its variance is given by…

We calculate the probability to find exactly $n$ eigenvalues in a spectral interval of a large random $N \times N$ matrix when this interval contains $s \ll N$ eigenvalues on average. The calculations exploit an analogy to the problem of…

Let a three-dimensional hyperbolic polyhedron $\mathcal P$ have finite volume $\mathrm{vol}(\mathcal P)$ and a finite number of vertices $\mathrm{ver}(\mathcal P)$. We call its normalized volume the quantity $\omega(\mathcal P) =…

A random spherical polytope $P_n$ in a spherically convex set $K \subset S^d$ as considered here is the spherical convex hull of $n$ independent, uniformly distributed random points in $K$. The behaviour of $P_n$ for a spherically convex…

Consider a square matrix with independent and identically distributed entries of zero mean and unit variance. It is well known that if the entries have a finite fourth moment, then, in high dimension, with high probability, the spectral…

Let K be a convex body in $R^d$. A random polytope is the convex hull $[x_1,...,x_n]$ of finitely many points chosen at random in K. $\Bbb E(K,n)$ is the expectation of the volume of a random polytope of n randomly chosen points. I.…

We study the limiting spectral measure of large symmetric random matrices of linear algebraic structure. For Hankel and Toeplitz matrices generated by i.i.d. random variables $\{X_k\}$ of unit variance, and for symmetric Markov matrices…

We obtain sequences of inclusion sets for the spectrum, essential spectrum, and pseudospectrum of banded, in general non-normal, matrices of finite or infinite size. Each inclusion set is the union of the pseudospectra of certain…

We obtain nonasymptotic bounds on the spectral norm of random matrices with independent entries that improve significantly on earlier results. If $X$ is the $n\times n$ symmetric matrix with $X_{ij}\sim N(0,b_{ij}^2)$, we show that…