Related papers: Extreme Singular Values of Random Time-Frequency S…

We collect explicit and user-friendly expressions for one-point densities of the real eigenvalues $\{\lambda_i\}$ of $N\times N$ Wishart-Laguerre and Jacobi random matrices with orthogonal, unitary and symplectic symmetry. Using these…

We show the full structure of the frame set for the Gabor system $\mathcal{G}(g;\alpha,\beta):=\{e^{-2\pi i m\beta\cdot}g(\cdot-n\alpha):m,n\in\Bbb Z\}$ with the window being the Haar function $g=-\chi_{[-1/2,0)}+\chi_{[0,1/2)}$. The…

We consider powers of random matrices with independent entries. Let $X_{ij}, i,j\ge 1$, be independent complex random variables with $\E X_{ij}=0$ and $\E |X_{ij}|^2=1$ and let $\mathbf X$ denote an $n\times n$ matrix with $[\mathbf…

This paper is concerned with the statistical properties of the Gram matrix $\mathbf{W}=\mathbf{H}\mathbf{H}^\dagger$, where $\mathbf{H}$ is a $2\times2$ complex central Gaussian matrix whose elements have arbitrary variances. With such…

The Singular Value Decomposition is a matrix decomposition technique widely used in the analysis of multivariate data, such as complex space-time images obtained in both physical and biological systems. In this paper, we examine the…

In this thesis, we study three physically relevant models of strongly correlated random variables: trapped fermions, random matrices and random walks. In the first part, we show several exact mappings between the ground state of a trapped…

We study Gabor frames in the case when the window function is of hyperbolic secant type, i.e., $g(x) = (e^{ax}+e^{-bx})^{-1}$, ${\rm Re}\,a, {\rm Re}\,b>0$. A criterion for half-irregular sampling is obtained: for a separated…

We consider extremal eigenvalues of sparse random matrices, a class of random matrices including the adjacency matrices of Erd\H{o}s-R\'{e}nyi graphs $\mathcal{G}(N,p)$. Recently, it was shown that the leading order fluctuations of extremal…

For piecewise expanding one-dimensional maps without periodic turning points we prove that isolated eigenvalues of small (random) perturbations of these maps are close to isolated eigenvalues of the unperturbed system. (Here ``eigenvalue''…

We study the eigenvalues and the eigenvectors of $N\times N$ structured random matrices of the form $H = W\tilde{H}W+D$ with diagonal matrices $D$ and $W$ and $\tilde{H}$ from the Gaussian Unitary Ensemble. Using the supersymmetry technique…

Asymptotic behavior of the singular value decomposition (SVD) of blown up matrices and normalized blown up contingency tables exposed to Wigner-noise is investigated.It is proved that such an m\times n matrix almost surely has a constant…

The paper is concerned with the effect of the spatio-temporal heterogeneity on the principal eigenvalue of some linear time-periodic parabolic system. Various asymptotic behaviors of the principal eigenvalue and its monotonicity, as a…

We introduce a finite version of free probability for rectangular matrices that amounts to operations on singular values of polynomials. We show that we can replicate the transforms from free probability, and that asymptotically there is…

We study the singularity probability of n*n random matrices with i.i.d. entries from highly biased discrete distributions. We obtain sharp non-asymptotic bounds for this probability and derive estimates on the least singular values. Our…

We study analytically and numerically the extreme value distribution of observables defined along the temporal evolution of a dynamical system. The convergence to the Gumbel law of observable recurrences gives information on the fractal…

We investigate spacetimes with their singular boundaries as noncommutative spaces. Such a space is defined by a noncommutative algebra on a transformation groupoid $\Gamma = E \times G$, where $E$ is the total space of the frame bundle over…

We use importance sampling in a redefined way to highlight and investigate rare events in the form of trajectories trapped inside a target coherent set. We take a transfer operator approach to finding these sets on a reconstructed…

Relying on random matrix theory (RMT), this paper studies asymmetric order-$d$ spiked tensor models with Gaussian noise. Using the variational definition of the singular vectors and values of (Lim, 2005), we show that the analysis of the…

We obtain lower tail estimates for the smallest singular value of random matrices with independent but non-identically distributed entries. Specifically, we consider $n\times n$ matrices with complex entries of the form \[ M = A\circ X + B…

We study the problem of approximating the eigenspectrum of a symmetric matrix $\mathbf A \in \mathbb{R}^{n \times n}$ with bounded entries (i.e., $\|\mathbf A\|_{\infty} \leq 1$). We present a simple sublinear time algorithm that…