Related papers: Four Deviations Suffice for Rank 1 Matrices

A number of random matrix ensembles permitting exact determination of their eigenvalue and eigenvector statistics maintain this property under a rank $1$ perturbation. Considered in this review are the additive rank $1$ perturbation of the…

Let $(g_{n})_{n\geq 1}$ be a sequence of independent identically distributed $d\times d$ real random matrices with Lyapunov exponent $\gamma$. For any starting point $x$ on the unit sphere in $\mathbb R^d$, we deal with the norm $ | G_n x |…

We present a formalization of the well-known thesis that, in the case of independent identically distributed random variables $X_1,\dots,X_n$ with power-like tails of index $\alpha\in(0,2)$, large deviations of the sum $X_1+\dots+X_n$ are…

This paper introduces an upper bound on the absolute difference between: (a) the cumulative distribution function (CDF) of the sum of a finite number of independent and identically distributed random variables with finite absolute third…

We analyse the so-called Marginal Instability of linear switching systems, both in continuous and discrete time. This is a phenomenon of unboundedness of trajectories when the Lyapunov exponent is zero. We disprove two recent conjectures of…

We prove that if $f(n)$ is a Steinhaus or Rademacher random multiplicative function, there almost surely exist arbitrarily large values of $x$ for which $|\sum_{n \leq x} f(n)| \geq \sqrt{x} (\log\log x)^{1/4+o(1)}$. This is the first such…

We show that a perturbation of any fixed square matrix D by a random unitary matrix is well invertible with high probability. A similar result holds for perturbations by random orthogonal matrices; the only notable exception is when D is…

Consider finite sequences $X_{[1,n]}=X_1\dots X_n$ and $Y_{[1,n]}=Y_1\dots Y_n$ of length $n$, consisting of i.i.d.\ samples of random letters from a finite alphabet, and let $S$ and $T$ be chosen i.i.d.\ randomly from the unit ball in the…

In 1986 Lovasz, Spencer, and Vesztergombi proved a lower bound for the hereditary a discrepancy of a set system F in terms of determinants of square submatrices of the incidence matrix of F. As shown by an example of Hoffman, this bound can…

Consider a random matrix $H:\mathbb{R}^n\longrightarrow\mathbb{R}^m$. Let $D\geq2$ and let $\{W_l\}_{l=1}^{p}$ be a set of $k$-dimensional affine subspaces of $\mathbb{R}^n$. We ask what is the probability that for all $1\leq l\leq p$ and…

A central question in random matrix theory is universality. When an emergent phenomena is observed from a large collection of chosen random variables it is natural to ask if this behavior is specific to the chosen random variable or if the…

We prove two-sided inequalities for the $L^p$-norm of a pushforward or pullback (with respect to an orientation-preserving diffeomorphism) on oriented volume and Riemannian manifolds. For a function or density on a volume manifold, these…

Matrix completion algorithms recover a low rank matrix from a small fraction of the entries, each entry contaminated with additive errors. In practice, the singular vectors and singular values of the low rank matrix play a pivotal role for…

Let $X=(x_{ij})\in\mathbb{R}^{N\times n}$ be a rectangular random matrix with i.i.d. entries (we assume $N/n\to\mathbf{a}>1$), and denote by $\sigma_{min}(X)$ its smallest singular value. When entries have mean zero and unit second moment,…

We establish a moderate deviation principle (MDP) for the number of eigenvalues of a Wigner matrix in an interval close to the edge of the spectrum. Moreover we prove a MDP for the $i$th largest eigenvalue close to the edge. The proof…

We present an estimator of the covariance matrix $\Sigma$ of random $d$-dimensional vector from an i.i.d. sample of size $n$. Our sole assumption is that this vector satisfies a bounded $L^p-L^2$ moment assumption over its one-dimensional…

We give self-contained presentation of results related to the Kadison-Singer problem, which was recently solved by Marcus, Spielman, and Srivastava. This problem connects with unusually large number of areas including: operator algebras…

We consider the variable selection problem in linear regression. Suppose that we have a set of random variables $X_1,...,X_m,Y,\epsilon$ such that $Y=\sum_{k\in \pi}\alpha_kX_k+\epsilon$ with $\pi\subseteq \{1,...,m\}$ and $\alpha_k\in…

Recently Marcus, Spielman and Srivastava gave a spectacular proof of a theorem which implies a positive solution to the Kadison-Singer problem. We extend (and slightly sharpen) this theorem to the realm of hyperbolic polynomials. A benefit…

Given polynomials $f_1,\ldots,f_n$ in $m$ variables with integral coefficients, we give upper bounds for the number of integral $m$-tuples $\mathbf{u}_1,\ldots, \mathbf{u}_n$ of bounded height such that $f_1(\mathbf{u}_1), \ldots,…