Related papers: The smallest singular value of inhomogeneous squar…

A recent conjecture regarding the average of the minimum eigenvalue of the reduced density matrix of a random complex state is proved. In fact, the full distribution of the minimum eigenvalue is derived exactly for both the cases of a…

Let $X_1,..., X_N\in\R^n$ be independent centered random vectors with log-concave distribution and with the identity as covariance matrix. We show that with overwhelming probability at least $1 - 3 \exp(-c\sqrt{n}\r)$ one has $ \sup_{x\in…

Ensembles of isotropic random matrices are defined by the invariance of the probability measure under the left (and right) multiplication by an arbitrary unitary matrix. We show that the multiplication of large isotropic random matrices is…

Let $x_i$, $i\in\mathbb{Z}$ be a sequence of i.i.d. standard normal random variables. Consider rectangular Toeplitz $\mathbf{X}=\left(x_{j-i}\right)_{1\leq i\leq p,1\leq j\leq n}$ and circulant $\mathbf{X}=\left(x_{(j-i)\mod…

We propose an information-theoretic framework for matrix completion. The theory goes beyond the low-rank structure and applies to general matrices of "low description complexity". Specifically, we consider $m\times n$ random matrices…

Real non-symmetric matrices may have either real or complex conjugate eigenvalues. These matrices can be seen to be pseudo-symmetric as $\eta M \eta^{-1} = M^t$, where the metric $\eta$ could be secular (a constant matrix) or depending upon…

For a random variable $X$ define $Q(X) = \sup_{x \in \mathbb{R}} \mathbb{P}(X=x)$. Let $X_1, \dots, X_n$ be independent integer random variables. Suppose $Q(X_i) \le \alpha_i \in (0,1]$ for each $i \in \{1, \dots, n\}$. Ju\v{s}kevi\v{c}ius…

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…

We study the spectral properties of a class of random matrices of the form $S_n^{-} = n^{-1}(X_1 X_2^* - X_2 X_1^*)$ where $X_k = \Sigma_k^{1/2}Z_k$, $Z_k$'s are independent $p\times n$ complex-valued random matrices, and $\Sigma_k$ are…

We develop a theoretical approach to compute the conditioned spectral density of $N \times N$ non-invariant random matrices in the limit $N \rightarrow \infty$. This large deviation observable, defined as the eigenvalue distribution…

We provide a simple proof that in any homogeneous, compact metric space of diameter $D$, if one finds the average distance $A$ achieved in $X$ with respect to some isometry invariant Borel probability measure, then $$\frac{D}{2} \leq A \leq…

Let $X_N$ be a symmetric $N\times N$ random matrix whose $\sqrt{N}$-scaled centered entries are uniformly square integrable. We prove that if the entries of $X_N$ can be partitioned into independent subsets each of size $o(\log N)$, then…

We prove that the reverse characteristic polynomial $\det(I_n - zA_n)$ of a random $n \times n$ matrix $A_n$ with iid $\mathrm{Bernoulli}(d/n)$ entries converges in distribution towards the random infinite product $\prod_{\ell =…

Let $X_1,\ldots,X_n$ be independent identically distributed random vectors in $\mathbb{R}^d$. We consider upper bounds on $\max_x \mathbb{P}(a_1X_1+\cdots+a_nX_n=x)$ under various restrictions on $X_i$ and the weights $a_i$. When…

Let $n$ be a positive integer and $m$ be a positive even integer. Let ${\mathcal A}$ be an $m^{th}$ order $n$-dimensional real weakly symmetric tensor and ${\mathcal B}$ be a real weakly symmetric positive definite tensor of the same size.…

We address the detection of a low rank $n\times n$deterministic matrix $\mathbf{X}_{0}$ from the noisy observation ${\bf X}_{0}+{\bf Z}$ when $n\to\infty$, where ${\bf Z}$ is a complex Gaussian random matrix with independent identically…

We fix $d \geq 2$ and denote $\mathcal S$ the semi-group of $d \times d$ matrices with non negative entries. We consider a sequence $(A_n, B_n)_{n \geq 1} $ of i. i. d. random variables with values in $\mathcal S\times \mathbb R_+^d$ and…

A method for the identification of small inhomogeneities from a surface data is presented in the framework of an inverse scattering problem for the Helmholtz equation. Using the assumptions of smallness of the scatterers one reduces this…

We consider random $n\times n$ matrices $X$ with independent and centered entries and a general variance profile. We show that the spectral radius of $X$ converges with very high probability to the square root of the spectral radius of the…

For fixed $m>1$, we consider $m$ independent $n \times n$ non-Hermitian random matrices $X_1, ..., X_m$ with i.i.d. centered entries with a finite $(2+\eta)$-th moment, $ \eta>0.$ As $n$ tends to infinity, we show that the empirical…