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Let $\mathbf{a}_{ij}$, $1\leq i\leq j\leq n$, be independent random variables and $\mathbf{a}_{ji}=\mathbf{a}_{ij}$, for all $i,j$. Suppose that every $\mathbf{a}_{ij}$ is bounded, has zero mean, and its variance is given by…

Probability · Mathematics 2017-05-09 Victor M. Preciado , M. Amin Rahimian

If $M$ is a set of nonsingular $k\times k$ matrices then for many pairs of matrices, $A,B\in M,$ the sum is nonsingular, $\det(A+B)\neq 0.$ We prove a more general statement on nonsingular sums with an application.

Combinatorics · Mathematics 2018-02-22 Jozsef Solymosi

We introduce a finite version of free probability for rectangular matrices that amounts to operations on singular values of polynomials. We show that we can replicate the transforms from free probability, and that asymptotically there is…

Probability · Mathematics 2023-10-25 Aurelien Gribinski

We investigate the universality of singular value and eigenvalue distributions of matrix valued functions of independent random matrices and apply these general results in several examples. In particular we determine the limit distribution…

Probability · Mathematics 2014-08-19 F. Götze , H. Kösters , A. Tikhomirov

This paper presents new probability inequalities for sums of independent, random, self-adjoint matrices. These results place simple and easily verifiable hypotheses on the summands, and they deliver strong conclusions about the…

Probability · Mathematics 2014-04-29 Joel A. Tropp

In this paper, we prove that an $n\times n$ matrix $A$ with independent centered subgaussian entries satisfies \[ s_{n+1-l}(A) \le C_1t \frac{l}{\sqrt{n}} \] with probability at least $1-\exp(-C_2tl)$. This yields $s_{n-l}(A) \sim…

Probability · Mathematics 2016-08-03 Feng Wei

A simple recursive scheme for parameterisation of n-by-n unitary matrices is presented.

Mathematical Physics · Physics 2009-11-11 C. Jarlskog

A well-known result in random matrix theory, proven by Kahn, Koml\'os and Szemer\'edi in 1995, states that a square random matrix with i.i.d. uniform $\{\pm 1\}$ entries is invertible with probability $1-\exp(-\Omega(n))$. As a natural…

Probability · Mathematics 2026-02-20 Yi Han

We derive a lower bound on the smallest singular value of a random $d$-regular matrix, that is, the adjacency matrix of a random $d$-regular directed graph. More precisely, let $C_1<d< c_1 n/\log^2 n$ and let $\mathcal{M}_{n,d}$ be the set…

This paper is dedicated to the problem of verification of matrices for unitary similarity. For the case of nonderogatory matrices, we have been able to present the new solution for this problem based on geometric approach. The main…

Numerical Analysis · Mathematics 2013-03-11 Yuri R. Nesterenko

We consider real non-symmetric matrices and their factorisation as a product of real symmetric matrices. The number of complex eigenvalues of the original matrix reveals restrictions on such factorisations as we shall prove.

Numerical Analysis · Mathematics 2025-03-25 Andy Wathen

We prove the universal asymptotically almost sure non-singularity of general Ginibre and Wigner ensembles of random matrices when the distribution of the entries are independent but not necessarily identically distributed and may depend on…

Probability · Mathematics 2016-02-22 Paulo Manrique , Victor Pérez-Abreu , Rahul Roy

In this survey, we discuss some basic problems concerning random matrices with discrete distributions. Several new results, tools and conjectures will be presented.

Combinatorics · Mathematics 2007-05-23 V. Vu

We give one more proof of the fact that symplectic matrices over real and complex fields have determinant one. While this has already been proved many times, there has been lasting interest in finding an elementary proof. Our result is…

History and Overview · Mathematics 2022-10-11 Donsub Rim

In this paper we introduce a method which allows us to study properties of the random uniform simplicial complex. That is, we assign equal probability to all simplicial complexes with a given number of vertices and then consider properties…

Combinatorics · Mathematics 2020-01-08 Klas Markström , Trevor Pinto

Let $P(d)$ be the probability that a random 0/1-matrix of size $d \times d$ is singular, and let $E(d)$ be the expected number of 0/1-vectors in the linear subspace spanned by d-1 random independent 0/1-vectors. (So $E(d)$ is the expected…

Combinatorics · Mathematics 2008-12-17 Thomas Voigt , Günter M. Ziegler

In Communication theory and Coding, it is expected that certain circulant matrices having $k$ ones and $k+1$ zeros in the first row are nonsingular. We prove that such matrices are always nonsingular when $2k+1$ is either a power of a…

Commutative Algebra · Mathematics 2020-12-21 Zhangchi Chen

In the paper, a simple condition guaranteing the finiteness property for a bounded set of matrices is presented. Given a bounded set S of real or complex matrices, it is shown that existence of a sequence of matrix products such that the…

Functional Analysis · Mathematics 2011-11-01 Xiongping Dai , Victor Kozyakin

We show that the spectral radius of an $N\times N$ random symmetric matrix with i.i.d. bounded centered but non-symmetrically distributed entries is bounded from below by $ 2 \*\sigma - o(N^{-6/11+\epsilon}), $ where $\sigma^2 $ is the…

Probability · Mathematics 2008-05-14 Sandrine Peche , Alexander Soshnikov

In this paper we develop further the multi-parameter model of random simplicial complexes. Firstly, we give an intrinsic characterisation of the multi-parameter probability measure. Secondly, we show that in multi-parameter random…

Algebraic Topology · Mathematics 2015-03-24 A. Costa , M. Farber
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