Related papers: Gaussian Regularization of the Pseudospectrum and …

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…

A hermitian matrix can be parametrized by a set consisting of its determinant and the eigenvalues of its submatrices. We established a group of equations which connect these variables with the mixing parameters of diagonalization. These…

Let $T$ be an $n\times n$ random matrix, such that each diagonal entry $T_{i,i}$ is a continuous random variable, independent from all the other entries of $T$. Then for every $n\times n$ matrix $A$ and every $t\ge0$ $$…

A Laplacian matrix is a square real matrix with nonpositive off-diagonal entries and zero row sums. As a matrix associated with a weighted directed graph, it generalizes the Laplacian matrix of an ordinary graph. A standardized Laplacian…

We consider the problem of achieving average consensus in the minimum number of linear iterations on a fixed, undirected graph. We are motivated by the task of deriving lower bounds for consensus protocols and by the so-called "definitive…

We study random matrices with independent subgaussian columns. Assuming each column has a fixed Euclidean norm, we establish conditions under which such matrices act as near-isometries when restricted to a given subset of their domain. We…

We consider $N\times N$ matrices $X$ with independent, identically distributed entries, and prove that the sequence of measures $\frac{ | \det (X-z)|^\gamma}{\mathbb{E}[ | \det (X-z)|^\gamma]}$ converge to the Gaussian Multiplicative Chaos…

We consider the regularization of matrices $M^N$ written in Jordan form by additive Gaussian noise $N^{-\gamma}G^N$, where $G^N$ is a matrix of i.i.d. standard Gaussians and $\gamma>1/2$ so that the operator norm of the additive noise tends…

A list $\Lambda =\{\lambda _{1},\ldots ,\lambda _{n}\}$ of complex numbers (repeats allowed) is said to be \textit{realizable} if it is the spectrum of an entrywise nonnegative matrix $A$. $\Lambda $ is \textit{diagonalizably realizable} if…

We show that the $n\times n$ matrix differential equation $\delta(Y)=AY$ with $n^2$ general coefficients cannot be simplified to an equation in less than $n$ parameters by using gauge transformations whose coefficients are rational…

We study delocalization of null vectors and eigenvectors of random matrices with i.i.d entries. Let $A$ be an $n\times n$ random matrix with i.i.d real subgaussian entries of zero mean and unit variance. We show that with probability at…

Consider a semigraph $G=(V,\,E)$; in this paper, we study the eigenvalues of the Laplacian matrix of $G$. We show that the Laplacian of $G$ is positive semi-definite, and $G$ is connected if and only if $\lambda_2 >0.$ Along the similar…

Let $A$ be an isotropic, sub-gaussian $m \times n$ matrix. We prove that the process $Z_x := \|Ax\|_2 - \sqrt m \|x\|_2$ has sub-gaussian increments. Using this, we show that for any bounded set $T \subseteq \mathbb{R}^n$, the deviation of…

Let $G=(V,E)$ be an $n$-vertex graph, $L(G)\in \mathbb{R}^{n\times n}$ its Laplacian matrix, and let $\lambda_1(L(G))\ge \lambda_2(L(G))\ge \cdots\ge \lambda_n(L(G))=0$ denote its eigenvalues. For $1\le k\le n$, let $\varepsilon_k(G)=…

The Matrix Spencer Conjecture asks whether given $n$ symmetric matrices in $\mathbb{R}^{n \times n}$ with eigenvalues in $[-1,1]$ one can always find signs so that their signed sum has singular values bounded by $O(\sqrt{n})$. The standard…

One of the great miracles of random matrix theory is that, in the $N \to \infty$ limit, many otherwise intractable matrix problems with horrendously complicated finite-$N$ expressions admit remarkably simple and elegant asymptotic…

We study the problem of estimating an unknown vector $\theta$ from an observation $X$ drawn according to the normal distribution with mean $\theta$ and identity covariance matrix under the knowledge that $\theta$ belongs to a known closed…

In this paper, we consider the problem of stabilizing discrete-time linear systems by computing a nearby stable matrix to an unstable one. To do so, we provide a new characterization for the set of stable matrices. We show that a matrix $A$…

Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the…

The diagonalization of matrices may be the top priority in the application of modern physics. In this paper, we numerically demonstrate that, for real symmetric random matrices with non-positive off-diagonal elements, a universal scaling…