Related papers: The smallest singular value of random combinatoria…
Let $A$ be drawn uniformly at random from the set of all $n\times n$ symmetric matrices with entries in $\{-1,1\}$. We show that \[ \mathbb{P}( \det(A) = 0 ) \leq e^{-cn},\] where $c>0$ is an absolute constant, thereby resolving a…
Let $M_n$ be an $n \times n$ random matrix with i.i.d. sparse discrete entries. In this paper, we develop a simple framework to solve the approximate Spielman-Teng theorem for $M_n$, which has the following form: There exist constants $C,…
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…
Let $Q_{n,d}$ denote the random combinatorial matrix whose rows are independent of one another and such that each row is sampled uniformly at random from the subset of vectors in $\{0,1\}^n$ having precisely $d$ entries equal to $1$. We…
Let $A$ be the adjacency matrix of a uniformly random $d$-regular digraph on $n$ vertices, and suppose that $\min(d,n-d)\geq\lambda n$. We show that for any $\kappa \geq 0$, \[\mathbb{P}[s_n(A)\leq\kappa]\leq…
Let $\mathbf X$ be a random matrix whose pairs of entries $X_{jk}$ and $X_{kj}$ are correlated and vectors $ (X_{jk},X_{kj})$, for $1\le j<k\le n$, are mutually independent. Assume that the diagonal entries are independent from off-diagonal…
Let $\sigma_n(\cdot)$ denote the least singular value of a $n \times n$ matrix. It is well-known that $\mathbb{P}[\sigma_n(A) \le \varepsilon] \le \varepsilon n$ if $A$ is drawn from the real Ginibre ensemble of $n \times n$ matrices and…
Let $F_n$ be an $n$ by $n$ symmetric matrix whose entries are bounded by $n^{\gamma}$ for some $\gamma>0$. Consider a randomly perturbed matrix $M_n=F_n+X_n$, where $X_n$ is a random symmetric matrix whose upper diagonal entries $x_{ij}$…
A combinatorial rectangle may be viewed as a matrix whose entries are all +-1. The discrepancy of an m by n matrix is the maximum among the absolute values of its m row sums and n column sums. In this paper, we investigate combinatorial…
This work examines various statistical distributions in connection with random Vandermonde matrices and their extension to $d$--dimensional phase distributions. Upper and lower bound asymptotics for the maximum singular value are found to…
We study the largest eigenvalue of a Gaussian random symmetric matrix $X_n$, with zero-mean, unit variance entries satisfying the condition $\sup_{(i, j) \ne (i', j')}|\mathbb{E}[X_{ij} X_{i'j'}]| = O(n^{-(1 + \varepsilon)})$, where…
Let $R_n$ be a $n \times n$ random matrix with i.i.d. subgaussian entries. Let $M$ be a $n \times n$ deterministic matrix with norm $\lVert M \rVert \le n^\gamma$ where $1/2<\gamma<1$. The goal of this paper is to give a general estimate of…
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…
In this paper, we shall investigate the almost sure limits of the largest and smallest eigenvalues of a quaternion sample covariance matrix. Suppose that $\mathbf X_n$ is a $p\times n$ matrix whose elements are independent quaternion…
Let $N_n$ be an $n\times n$ complex random matrix, each of whose entries is an independent copy of a centered complex random variable $z$ with finite non-zero variance $\sigma^{2}$. The strong circular law, proved by Tao and Vu, states that…
Let $K_n$ be the set of all nonsingular $n\times n$ lower triangular $(0,1)$-matrices. Hong and Loewy (2004) introduced the numbers $$ c_n={\rm min}\{\lambda\mid \lambda~\text{is an eigenvalue of}~XX^{\rm T},~X\in K_n\},\quad…
Let $n,k\geq 1$ and let $G$ be the $n\times n$ random matrix with i.i.d. standard real Gaussian entries. We show that there are constants $c_k,C_k>0$ depending only on $k$ such that the smallest singular value of $G^k$ satisfies $$…
In this paper, we study the derivatives of an integer-valued polynomial of a given degree. Denoting by $E_n$ the set of the integer-valued polynomials with degree $\leq n$, we show that the smallest positive integer $c_n$ satisfying the…
We provide a polynomial lower bound on the minimum singular value of an $m\times m$ random matrix $M$ with jointly Gaussian entries, under a polynomial bound on the matrix norm and a global small-ball probability bound $$\inf_{x,y\in…
Let $n$ be a large integer and $M_n$ be a random $n$ by $n$ matrix whose entries are i.i.d. Bernoulli random variables (each entry is $\pm 1$ with probability 1/2). We show that the probability that $M_n$ is singular is at most $(3/4…