Related papers: Random Toeplitz Matrices: The Condition Number und…
We consider a square random matrix made by i.i.d. rows with any distribution and prove that, for any given dimension, the probability for the least singular value to be in [0; $\epsilon$) is at least of order $\epsilon$. This allows us to…
We investigate two-sided bounds for operator norms of random matrices with unhomogenous independent entries. We formulate a lower bound for Rademacher matrices and conjecture that it may be reversed up to a universal constant. We show that…
In an earlier paper, we discussed the probability that the determinant of a matrix undergoes the least change upon perturbation of one of its elements, provided that most or all of the elements of the matrix are chosen at random and that…
We revisit the problem of finding the probability distribution of a fermionic number of one-dimensional spinless free fermions on a segment of a given length. The generating function for this probability distribution can be expressed as a…
The results on the inversion of convolution operators and Toeplitz matrices in the 1-D (one dimensional) case are classical and have numerous applications. We consider a 2-D case of Toeplitz-block Toeplitz matrices, describe a minimal…
We consider the probability of having two intervals (gaps) without eigenvalues in the bulk scaling limit of the Gaussian Unitary Ensemble of random matrices. We describe uniform asymptotics for the transition between a single large gap and…
This article focuses on the fluctuations of linear eigenvalue statistics of $T_{n\times p}T'_{n\times p}$, where $T_{n\times p}$ is an $n\times p$ Toeplitz matrix with real, complex or time-dependent entries. We show that as $n \rightarrow…
When a large number N of independent diffusing particles are placed upon a site of a d-dimensional Euclidean lattice randomly occupied by a concentration c of traps, what is the m-th moment <t^m_{j,N}> of the time t_{j,N} elapsed until the…
In some significant applications such as data forecasting, the locations of missing entries cannot obey any non-degenerate distributions, questioning the validity of the prevalent assumption that the missing data is randomly chosen…
We consider three different models of sparse random graphs:~undirected and directed Erd\H{o}s-R\'{e}nyi graphs, and random bipartite graph with an equal number of left and right vertices. For such graphs we show that if the edge…
Cyclic monotone independence is an algebraic notion of noncommutative independence, introduced in the study of multi-matrix random matrix models with small rank. Its algebraic form turns out to be surprisingly close to monotone…
We study the lower tail behavior of the least singular value of an $n\times n$ random matrix $M_n := M+N_n$, where $M$ is a fixed complex matrix with operator norm at most $\exp(n^{c})$ and $N_n$ is a random matrix, each of whose entries is…
We study the entanglement generation of operators whose statistical properties approach those of random matrices but are restricted in some way. These include interpolating ensemble matrices, where the interval of the independent random…
This work provides two results obtained as a consequence of an inversion formula for Toeplitz matrices with real symbol. First we obtain an asymptotic expression for the minimal eigenvalues of a Toeplitz matrix with a symbolwhich is…
Unbounded (and bounded) Toeplitz operators (TO) with rational symbols are analysed in detail showing that they are densely defined closed and have finite dimensional kernels and deficiency spaces. The latter spaces as well as the domains,…
Kendall's tau and conditional Kendall's tau matrices are multivariate (conditional) dependence measures between the components of a random vector. For large dimensions, available estimators are computationally expensive and can be improved…
We extend probability estimates on the smallest singular value of random matrices with independent entries to a class of sparse random matrices. We show that one can relax a previously used condition of uniform boundedness of the variances…
This paper studies matrix-valued truncated Toeplitz operators, which are a vectorial generalisation of truncated Toeplitz operators. It is demonstrated that, although there exist matrix-valued truncated Toeplitz operators without a matrix…
This paper considers random (non-Hermitian) circulant matrices, and proves several results analogous to recent theorems on non-Hermitian random matrices with independent entries. In particular, the limiting spectral distribution of a random…
By a theorem of Edrei, an infinite, normalised totally nonnegative upper-triangular Toeplitz matrix is determined by a pair of nonnegative parameter sequences, the `Schoenberg parameters', where nonzero parameters correspond to the roots…