Related papers: The Lanczos Algorithm Under Few Iterations: Concen…

We introduce a non-Hermitian $\beta$-ensemble and determine its spectral density in the limit of large $\beta$ and large matrix size $n$. The ensemble is given by a general tridiagonal complex random matrix of normal and chi-distributed…

We investigate concentration properties of spectral measures of Hermitian random matrices with partially dependent entries. More precisely, let $X_n$ be a Hermitian random matrix of size $n\times n$ that can be split into independent blocks…

We study the spectral properties of matrices of long-range percolation model. These are N\times N random real symmetric matrices H=\{H(i,j)\}_{i,j} whose elements are independent random variables taking zero value with probability…

Spectral properties of Jacobi operators $J$ are intimately related to an asymptotic behavior of the corresponding orthogonal polynomials $P_{n}(z)$ as $n\to\infty$. We study the case where the off-diagonal coefficients $a_{n}$ and,…

Consider any random graph model where potential edges appear independently, with possibly different probabilities, and assume that the minimum expected degree is omega(ln n). We prove that the adjacency matrix and the Laplacian of that…

There has been much recent interest in finding unconstrained local minima of smooth functions, due in part of the prevalence of such problems in machine learning and robust statistics. A particular focus is algorithms with good complexity…

Let $A\in\mathbb{R}^{n\times n}$ be a random matrix with independent entries, and suppose that the entries are "uniformly anticoncentrated" in the sense that there is a constant $\varepsilon>0$ such that each entry $a_{ij}$ satisfies…

Efficient sampling from complex and high dimensional target distributions turns out to be a fundamental task in diverse disciplines such as scientific computing, statistics and machine learning. In this paper, we propose a new kind of…

We relate the probability distribution of the work done on a statistical system under a sudden quench to the Lanczos coefficients corresponding to evolution under the post-quench Hamiltonian. Using the general relation between the moments…

We derive expressions for the finite-sample distribution of the Lasso estimator in the context of a linear regression model in low as well as in high dimensions by exploiting the structure of the optimization problem defining the estimator.…

The Lov\'asz Local Lemma is a classic result in probability theory that is often used to prove the existence of combinatorial objects via the probabilistic method. In its simplest form, it states that if we have $n$ `bad events', each of…

We review a recent approach for the simulation of many-body interacting systems based on an efficient generalization of the Lanczos method for Quantum Monte Carlo simulations. This technique allows to perform systematic corrections to a…

Compared to the classical Lanczos algorithm, the $s$-step Lanczos variant has the potential to improve performance by asymptotically decreasing the synchronization cost per iteration. However, this comes at a cost. Despite being…

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…

The Lov\'asz Local Lemma is a versatile result in probability theory, characterizing circumstances in which a collection of $n$ `bad events', each occurring with probability at most $p$ and dependent on a set of underlying random variables,…

The one-hole spectral weight for two chains and two dimensional lattices is studied numerically using a new method of analysis of the spectral function within the Lanczos iteration scheme: the Lanczos spectra decoding method. This technique…

We consider a general elliptic operator in an infinite multi-dimensional cylinder with several distant perturbations; this operator is obtained by ``gluing'' several single perturbation operators $\mathcal{H}^{(k)}$, $k=1,\ldots,n$, at…

In this work we consider general non-Hermitian square random matrices $X$ that include a wide class of random band matrices with independent entries. Whereas the existence of limiting density is largely unknown for these inhomogeneous…

We study the asymptotic distribution of level crossings for random matrix pencils A_n+\lambda B_n in several ensembles, including complex and real i.i.d. matrices and Gaussian/Hermitian settings. We derive a representation of the normalized…

Under the mild trace-norm assumptions we show that the eigenvalues of a generic (non Hermitian) complex perturbation of a Jacobi matrix sequence (not necessarily real) are still distributed as the real-valued function $2\cos t$ on…