Related papers: Surjectivity of near square random matrices
We consider symmetric and Hermitian random matrices whose entries are independent and symmetric random variables with an arbitrary variance pattern. Under a novel Short-to-Long Mixing condition, which is sharp in the sense that it precludes…
In this survey, we discuss some basic problems concerning random matrices with discrete distributions. Several new results, tools and conjectures will be presented.
Probabilistic ideas and tools have recently begun to permeate into several fields where they had traditionally not played a major role, including fields such as numerical linear algebra and optimization. One of the key ways in which these…
Exact evaluation of $<{\rm Tr} S^p>$ is here performed for real symmetric matrices $S$ of arbitrary order $n$, up to some integer $p$, where the matrix entries are independent identically distributed random variables, with an arbitrary…
We develop a new multi-scale framework flexible enough to solve a number of problems involving embedding random sequences into random sequences. Grimmett, Liggett and Richthammer asked whether there exists an increasing M-Lipschitz…
Consider non-negative lattice paths ending at their maximum height, which will be called admissible paths. We show that the probability for a lattice path to be admissible is related to the Chebyshev polynomials of the first or second kind,…
This work is about rounding error analysis of randomized CholeskyQR-type algorithms for sparse matrices. We often encounter QR factorization of the sparse matrices in many real problems. In this work, we focus on some typical…
In this paper we give an alternative proof that the family of matrices studied by Daeshik Choi in A proof of Crouzeix's conjecture for a class of matrices, Linear Algebra and its Applications, 438, no. 8 (2013), pp. 3247-3257, satisfy…
There has been significant interest and progress recently in algorithms that solve regression problems involving tall and thin matrices in input sparsity time. These algorithms find shorter equivalent of a n*d matrix where n >> d, which…
We study the thresholds for the property of containing a solution to a linear homogeneous system in random sets. We expand a previous sparse Sz\'emeredi-type result of Schacht to the broadest class of matrices possible. We also provide a…
Let $\FF$ be an arbitrary field and $(\bm{G}_{n,d/n})_n$ be a sequence of sparse weighted Erd\H{o}s-R\'enyi random graphs on $n$ vertices with edge probability $d/n$, where weights from $\FF \setminus\{0\}$ are assigned to the edges…
We study a new class of matrix models, formulated on a lattice. On each site are $N$ states with random energies governed by a Gaussian random matrix Hamiltonian. The states on different sites are coupled randomly. We calculate the density…
The aim of this paper is to study lattice properties of the sharp partial order for complex matrices having index at most 1. We investigate the down-set of a fixed matrix $B$ under this partial order via isomorphisms with two different…
Matrices with low-rank structure are ubiquitous in scientific computing. Choosing an appropriate rank is a key step in many computational algorithms that exploit low-rank structure. However, estimating the rank has been done largely in an…
We give an almost-complete description of orthogonal matrices $M$ of order $n$ that "rotate a non-negligible fraction of the Boolean hypercube $C_n=\{-1,1\}^n$ onto itself," in the sense that $$P_{x\in C_n}(Mx\in C_n) \ge n^{-C},\mbox{ for…
In this note, simple proofs of certain well-known results involving the positive square root of positive matrices are given.
The aim of this note (as well as of the course itself) is to give a largely self-contained proof of two of the main results in the field of low-rank matrix recovery. This field aims for identification of low-rank matrices from only limited…
Let $M_n$ denote a random symmetric $n \times n$ matrix whose upper diagonal entries are independent and identically distributed Bernoulli random variables (which take values $1$ and $-1$ with probability $1/2$ each). It is widely…
The determination of the density functions for products of random elements from specified classes of matrices is a basic problem in random matrix theory and is also of interest in theoretical physics. For connected simple Lie groups of…
We prove that the rescaled costs of partial match queries in a random two-dimensional quadtree converge almost surely towards a random limit which is identified as the terminal value of a martingale. Our approach shares many similarities…