Related papers: Extreme Singular Values of Random Time-Frequency S…
A method to generate new classes of random matrix ensembles is proposed. Random matrices from these ensembles are Lax matrices of classically integrable systems with a certain distribution of momenta and coordinates. The existence of an…
We study the singular values of certain triangular random matrices. When their elements are i.i.d. standard complex Gaussian random variables, the squares of the singular values form a biorthogonal ensemble, and with an appropriate change…
The spectral moments of ensembles of sparse random block matrices are analytically evaluated in the limit of large order. The structure of the sparse matrix corresponds to the Erd\"os-Renyi random graph. The blocks are i.i.d. random…
This work analyzes singular-value spectra of weight matrices in pretrained transformer models to understand how information is stored at both ends of the spectrum. Using Random Matrix Theory (RMT) as a zero information hypothesis, we…
The classical random matrix theory is mostly focused on asymptotic spectral properties of random matrices as their dimensions grow to infinity. At the same time many recent applications from convex geometry to functional analysis to…
In this paper, we study the perturbation of the extreme singular values of a matrix in the particular case where it is obtained after appending an arbitrary column vector. Such results have many applications in bifurcation theory, signal…
Time-frequency analysis, such as the Gabor transform, plays an important role in many signal processing applications. The redundancy of such representations is often directly related to the computational load of any algorithm operating in…
We address overcrowding estimates for the singular values of random iid matrices, as well as for the eigenvalues of random Wigner matrices. We show evidence of long range separation under arbitrary perturbation even in matrices of discrete…
Gabor frames have interested many mathematicians and physicists due to their potential applications in time-frequency analysis, in particular, signal processing. A Gabor system is a collection of vectors which is obtained by applying…
We consider the least singular value of a large random matrix with real or complex i.i.d. Gaussian entries shifted by a constant $z\in\mathbb{C}$. We prove an optimal lower tail estimate on this singular value in the critical regime where…
The spectra of random feature matrices provide essential information on the conditioning of the linear system used in random feature regression problems and are thus connected to the consistency and generalization of random feature models.…
We build on our recent results on the Lipschitz dependence of the extreme spectral values of one-parameter families of pseudodifferential operators with symbols in a weighted Sj\"ostrand class. We prove that larger symbol classes lead to…
In this work, we study a class of random matrices which interpolate between the Wigner matrix model and various types of patterned random matrices such as random Toeplitz, Hankel, and circulant matrices. The interpolation mechanism is…
The paper concerns lattice triangulations, that is, triangulations of the integer points in a polygon in $\mathbb{R}^2$ whose vertices are also integer points. Lattice triangulations have been studied extensively both as geometric objects…
We show that the construction of Gabor frames in $L^{2}(\mathbb{R})$ with generators in $\mathbf{S}_{0}(\mathbb{R})$ and with respect to time-frequency shifts from a rectangular lattice $\alpha\mathbb{Z}\times\beta\mathbb{Z}$ is equivalent…
We study largest singular values of large random matrices, each with mean of a fixed rank $K$. Our main result is a limit theorem as the number of rows and columns approach infinity, while their ratio approaches a positive constant. It…
Random matrix theory is a well-developed area of probability theory that has numerous connections with other areas of mathematics and its applications. Much of the literature in this area is concerned with matrices that possess many exact…
The eigenvalues of quantum chaotic systems have been conjectured to follow, in the large energy limit, the statistical distribution of eigenvalues of random ensembles of matrices of size $N\rightarrow\infty$. Here we provide semiclassical…
The value of spectral form factor at the origin, called level compressibility, is an important characteristic of random spectra. The paper is devoted to analytical calculations of this quantity for different random unitary matrices…
We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…