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Related papers: Tail bounds for gaps between eigenvalues of sparse…

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The current work applies some recent combinatorial tools due to Jain to control the eigenvalue gaps of a matrix $M_n = M + N_n$ where $M$ is deterministic, symmetric with large operator norm and $N_n$ is a random symmetric matrix with…

Probability · Mathematics 2022-11-02 Kyle Luh , Ryan Vogel , Alan Yu

We show an extension of Sanov's theorem on large deviations, controlling the tail probabilities of i.i.d. random variables with matching concentration and anti-concentration bounds. This result has a general scope, applies to samples of any…

Machine Learning · Computer Science 2021-10-12 Akshay Balsubramani

This work derives extremal tail bounds for the Gaussian trace estimator applied to a real symmetric matrix. We define a partial ordering on the eigenvalues, so that when a matrix has greater spectrum under this ordering, its estimator will…

Statistics Theory · Mathematics 2024-11-26 Eric Hallman

Let $N_{\triangle}(G)$ be the number of triangles in a graph $G$. In [14] and [25] (respectively) the following bounds were proved on the lower tail behaviour of triangle counts in the dense Erd\H{o}s-R\'enyi random graphs $G_m\sim G(n,m)$:…

Combinatorics · Mathematics 2025-11-03 José Alvarado , Gabriel Dias , Simon Griffiths

The upper tail problem for the largest eigenvalue of the Erd\H{o}s--R\'enyi random graph $\mathcal{G}_{n,p}$ is to estimate the probability that the largest eigenvalue of the adjacency matrix of $\mathcal{G}_{n,p}$ exceeds its typical value…

Probability · Mathematics 2020-12-01 Bhaswar B. Bhattacharya , Shirshendu Ganguly

We consider the adjacency matrix of the ensemble of Erd\H{o}s-R\'enyi random graphs which consists of graphs on $N$ vertices in which each edge occurs independently with probability $p$. We prove that in the regime $pN \gg 1$ these matrices…

Probability · Mathematics 2016-01-20 Jiaoyang Huang , Benjamin Landon , Horng-Tzer Yau

Very sparse random graphs are known to typically be singular (i.e., have singular adjacency matrix), due to the presence of "low-degree dependencies'' such as isolated vertices and pairs of degree-1 vertices with the same neighbourhood. We…

Probability · Mathematics 2024-03-27 Asaf Ferber , Matthew Kwan , Ashwin Sah , Mehtaab Sawhney

Chebyshev's inequality provides an upper bound on the tail probability of a random variable based on its mean and variance. While tight, the inequality has been criticized for only being attained by pathological distributions that abuse the…

Optimization and Control · Mathematics 2020-10-16 Ernst Roos , Ruud Brekelmans , Wouter van Eekelen , Dick den Hertog , Johan van Leeuwaarden

We give upper and lower bounds for the spectral radius of a nonnegative matrix by using its average 2-row sums, and characterize the equality cases if the matrix is irreducible. We also apply these bounds to various nonnegative matrices…

Combinatorics · Mathematics 2014-05-30 Rundan Xing , Bo Zhou

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…

Probability · Mathematics 2025-05-28 Daniel Barzilai , Ohad Shamir

In this paper we prove the semi-circular law for the eigenvalues of regular random graph $G_{n,d}$ in the case $d\rightarrow \infty$, complementing a previous result of McKay for fixed $d$. We also obtain a upper bound on the infinity norm…

Combinatorics · Mathematics 2010-12-01 Linh Tran , Van Vu , Ke Wang

We present a finer quantitative version of an observation due to Breuillard, Green, Guralnick and Tao which tells that for finite non-bipartite Cayley graphs, once the nontrivial eigenvalues of their normalized adjacency matrices are…

Combinatorics · Mathematics 2023-11-01 Wenbo Li , Shiping Liu

The upper tail problem in a random graph asks to estimate the probability that the number of copies of some fixed subgraph in an Erd\H{o}s--R\'enyi random graph exceeds its expectation by some constant factor. There has been much exciting…

Combinatorics · Mathematics 2020-10-27 Yang P. Liu , Yufei Zhao

We derive upper bounds for probabilities of the form $P(g(\mathbf{X})\geq t)$ using the southwest boundary (recently introduced in our previous work) $\partial_{\mathrm{SW}} Q(g^{-1}[t,\infty))$, where $Q$ is a reflection to the first…

Probability · Mathematics 2026-04-27 Stephen Jordan Harrison

We derive the mean eigenvalue density for symmetric Gaussian random N x N matrices in the limit of large N, with a constraint implying that the row sum of matrix elements should vanish. The result is shown to be equivalent to a result found…

Disordered Systems and Neural Networks · Physics 2009-11-10 J. Staering , B. Mehlig , Yan V. Fyodorov , J. M. Luck

This paper deals with symmetric random matrices whose upper diagonal entries are obtained from a linear random field with heavy tailed noise. It is shown that the maximum eigenvalue and the spectral radius of such a random matrix with…

Probability · Mathematics 2014-06-12 Arijit Chakrabarty , Rajat Subhra Hazra , Parthanil Roy

To consider a high-dimensional random process, we propose a notion about stochastic tensor-valued random process (TRP). In this work, we first attempt to apply a generic chaining method to derive tail bounds for all p-th moments of the…

Probability · Mathematics 2023-02-02 Shih-Yu Chang

We study the bias of random bounded-degree polynomials over odd prime fields and show that, with probability exponentially close to 1, such polynomials have exponentially small bias. This also yields an exponential tail bound on the weight…

Discrete Mathematics · Computer Science 2018-06-20 Paul Beame , Shayan Oveis Gharan , Xin Yang

This paper derives exponential tail bounds and polynomial moment inequalities for the spectral norm deviation of a random matrix from its mean value. The argument depends on a matrix extension of Stein's method of exchangeable pairs for…

Probability · Mathematics 2013-05-06 Daniel Paulin , Lester Mackey , Joel A. Tropp

The article considers an inhomogeneous Erd\H{o}s-R\"enyi random graph on $\{1,\ldots, N\}$, where an edge is placed between vertices $i$ and $j$ with probability $\varepsilon_N f(i/N,j/N)$, for $i\le j$, the choice being made independent…

Probability · Mathematics 2024-02-28 Arijit Chakrabarty , Sukrit Chakraborty , Rajat Subhra Hazra