Related papers: An upper bound on the smallest singular value of a…

We provide an elementary proof of the lower bound for the variance of continuous unimodal distributions and obtain analogous bounds for the higher order central moments. A lower bound for the rth central moment of discrete distribution is…

We show that a lower bound for covariance of $\min(X_1,X_2)$ and $\max(X_1,X_2)$ is $\cov{X_1}{X_2}$ and an upper bound for variance of \\ $\min(X_2,\max(X,X_1))$ is $\var{X} + \var{X_1} +\var{X_2}$ generalizing previous results. We also…

In this short paper, we give an upper bound for the number of different basic feasible solutions generated by the simplex method for linear programming problems having optimal solutions. The bound is polynomial of the number of constraints,…

The Redheffer matrix $A_n \in \mathbb{R}^{n \times n}$ is defined by setting $A_{ij} = 1$ if $j=1$ or $i$ divides $j$ and 0 otherwise. One of its many interesting properties is that $\det(A_n) = O(n^{1/2 + \varepsilon})$ is equivalent to…

Let A be a finite nonempty subset of an additive abelian group G, and let \Sigma(A) denote the set of all group elements representable as a sum of some subset of A. We prove that |\Sigma(A)| >= |H| + 1/64 |A H|^2 where H is the stabilizer…

Let $\|A\|_{p,q}$ be the norm induced on the matrix $A$ with $n$ rows and $m$ columns by the H\"older $\ell_p$ and $\ell_q$ norms on $R^n$ and $R^m$ (or $C^n$ and $C^m$), respectively. It is easy to find an upper bound for the ratio…

We study the largest eigenvalue of a Gaussian random symmetric matrix $X_n$, with zero-mean, unit variance entries satisfying the condition $\sup_{(i, j) \ne (i', j')}|\mathbb{E}[X_{ij} X_{i'j'}]| = O(n^{-(1 + \varepsilon)})$, where…

In this paper, we compute the tightest possible bounds on the probability that the optimal value of a combinatorial optimization problem in maximization form with a random objective exceeds a given number, assuming only knowledge of the…

We prove explicit lower bounds for the smallest singular value and upper bounds for the condition number of rectangular, multivariate Vandermonde matrices with scattered nodes on the complex unit circle. Analogously to the Shannon-Nyquist…

Assuming the Generalized Riemann Hypothesis, the non-trivial zeros of $L$-functions lie on the critical line with the real part $1/2$. We find an upper bound of the lowest first zero in families of even cuspidal newforms of prime level…

Let $\mathbf{X}_p=(\mathbf{s}_1,...,\mathbf{s}_n)=(X_{ij})_{p \times n}$ where $X_{ij}$'s are independent and identically distributed (i.i.d.) random variables with $EX_{11}=0,EX_{11}^2=1$ and $EX_{11}^4<\infty$. It is showed that the…

In this note we show that the singular probability of the adjacency matrix of a random $d$-regular graph on $n$ vertices, where $d$ is fixed and $n \to \infty$, is bounded by $n^{-1/3+o(1)}$. This improves a recent bound by Huang. Our…

Following recent interest by the community, the scaling of the minimal singular value of a Vandermonde matrix with nodes forming clusters on the length scale of Rayleigh distance on the complex unit circle is studied. Using approximation…

In this article we derive the best possible upper bound for $E[\max{X_i}-\min_i{X_i}]$ under given means and variances on $n$ random variables $X_i$. The random vector $(X_1,...,X_n)$ is allowed to have any dependence structure, provided $E…

Given a real matrix A with n columns, the problem is to approximate the Gram product AA^T by c << n weighted outer products of columns of A. Necessary and sufficient conditions for the exact computation of AA^T (in exact arithmetic) from c…

Let $\chi$ be a Dirichlet character modulo a prime~$p$. We give explicit upper bounds on $q_1<q_2<\dots<q_n$, the $n$ smallest prime nonresidues of $\chi$. More precisely, given $n_0$ and $p_0$ there exists an absolute constant…

We give a unified and systematic way to find bounds for the largest real eigenvalue of a nonnegative matrix by considering its modified quotient matrix. We leverage this insight to identify the unique class of matrices whose largest real…

This paper studies the problem of selecting a submatrix of a positive definite matrix in order to achieve a desired bound on the smallest eigenvalue of the submatrix. Maximizing this smallest eigenvalue has applications to selecting input…

Let $X_1,..., X_N\in\R^n$ be independent centered random vectors with log-concave distribution and with the identity as covariance matrix. We show that with overwhelming probability at least $1 - 3 \exp(-c\sqrt{n}\r)$ one has $ \sup_{x\in…

We prove that for $c>0$ a sufficiently small universal constant that a random set of $c d^2/\log^4(d)$ independent Gaussian random points in $\mathbb{R}^d$ lie on a common ellipsoid with high probability. This nearly establishes a…