Related papers: Random Toeplitz Matrices: The Condition Number und…
In order to precondition Toeplitz systems, we present a new class of simultaneously diagonalizable real matrices, the Gamma-matrices, which include both symmetric circulant matrices and a subclass of the set of all reverse circulant…
The class of complex random vectors whose covariance matrix is linearly parameterized by a basis of Hermitian Toeplitz (HT) matrices is considered, and the maximum compression ratios that preserve all second-order information are derived…
Consider a square matrix with independent and identically distributed entries of zero mean and unit variance. It is well known that if the entries have a finite fourth moment, then, in high dimension, with high probability, the spectral…
Bilevel optimization minimizes an objective function, defined by an upper-level problem whose feasible region is the solution of a lower-level problem. We study the oracle complexity of finding an $\epsilon$-stationary point with…
In this paper we show that the empirical eigenvalue distribution of any sample covariance matrix generated by independent copies of a stationary regular sequence has a limiting distribution depending only on the spectral density of the…
In this article, we derive concentration inequalities for the spectral norm of two classical sample estimators of large dimensional Toeplitz covariance matrices, demonstrating in particular their asymptotic almost sure consistence. The…
In this paper we present a new family of discrete sequences having "random like" uniformly decaying auto-correlation properties. The new class of infinite length sequences are higher order chirps constructed using irrational numbers.…
The large N limit of a one-dimensional infinite chain of random matrices is investigated. It is found that in addition to the expected Kosterlitz--Thouless phase transition this model exhibits an infinite series of phase transitions at…
We study large random matrices with i.i.d. entries conditioned to have prescribed row and column sums (margins), a problem connected to relative entropy minimization, Schr\"odinger bridges, contingency tables, and random graphs with given…
The Asymmetric Simple Exclusion Process is one of the most extensively studied models in non-equilibrium statistical mechanics. The macroscopic particle current produced in its steady state is directly related to the breaking of detailed…
Inversion of Toeplitz matrices with singular symbol. Minimal eigenvalues. Three results are stated in this paper. The first one is devoted to the study of the orthogonal polynomial with respect of the weight $\varphi_{\alpha} (\theta)=\vert…
In this paper we derive a hierarchy of differential equations which uniquely determine the coefficients in the asymptotic expansion, for large $N$, of the logarithm of the partition function of $N \times N$ Hermitian random matrices. These…
In this work we study symmetric random matrices with variance profile satisfying certain conditions. We establish the convergence of the operator norm of these matrices to the largest element of the support of the limiting empirical…
In this article we investigate no-resonance conditions for quantum many body chaotic systems and random matrix models. No-resonance conditions are properties of the spectrum of a model, usually employed as a theoretical tool in the analysis…
We present general principles underlying analysis of the dependence of random variables (outputs) on deterministic conditions (inputs). Random outputs recorded under mutually exclusive input values are labeled by these values and considered…
We investigate the fundamental conditions on the sampling pattern, i.e., locations of the sampled entries, for finite completability of a low-rank tensor given some components of its Tucker rank. In order to find the deterministic necessary…
Covariance matrix estimation concerns the problem of estimating the covariance matrix from a collection of samples, which is of extreme importance in many applications. Classical results have shown that $O(n)$ samples are sufficient to…
Let $\mathbf{A}$ be an $n\times n$-matrix over $\mathbb{F}_2$ whose every entry equals $1$ with probability $d/n$ independently for a fixed $d>0$. Draw a vector $\mathbf{y}$ randomly from the column space of $\mathbf{A}$. It is a simple…
In this paper we show, how a straightforward and natural application of a pair of fundamental identities valid for polynomials orthogonal over the unit circle, can be used to calculate the determinant of the finite Toeplitz matrix, $$…
We consider the totally asymmetric exclusion process on a ring in discrete time with the backward-ordered sequential update and particle-dependent hopping probabilities. Using a combinatorial treatment of the Bethe ansatz, we derive the…