English
Related papers

Related papers: The smallest singular value of random combinatoria…

200 papers

Let $A=(a_{ij})$ be an $n\times n$ random matrix with i.i.d. entries such that $\mathbb{E} a_{11} = 0$ and $\mathbb{E} {a_{11}}^2 = 1$. We prove that for any $\delta>0$ there is $L>0$ depending only on $\delta$, and a subset $\mathcal{N}$…

Probability · Mathematics 2017-02-16 Elizaveta Rebrova , Konstantin Tikhomirov

In this paper, we show that the largest and smallest eigenvalues of a sample correlation matrix stemming from $n$ independent observations of a $p$-dimensional time series with iid components converge almost surely to $(1+\sqrt{\gamma})^2$…

Probability · Mathematics 2020-01-31 Johannes Heiny , Thomas Mikosch

We consider a class of sample covariance matrices of the form $Q=TXX^{*}T^*,$ where $X=(x_{ij})$ is an $M \times N$ rectangular matrix consisting of i.i.d entries and $T$ is a deterministic matrix satisfying $T^*T$ is diagonal. Assuming $M$…

Probability · Mathematics 2026-01-14 Xiucai Ding

In this papar, we point out some mistakes in a proof of an important combinatorial property of $S(\mathbb{A}_n)$, the set of all minimal vectors of lattice $\mathbb{A}_n$, and correct them in the last section. This property plays an…

Combinatorics · Mathematics 2023-07-04 Xiaoran Kong

Let $\varepsilon_1,\ldots,\varepsilon_n$ be independent identically distributed Rademacher random variables, that is $\mathbb{P}\{\varepsilon_i=\pm1\}=1/2$. Let $S_n=a_1\varepsilon_1+\cdots+a_n\varepsilon_n$, where…

Probability · Mathematics 2015-06-02 Vidmantas Kastytis Bentkus , Dainius Dzindzalieta

Let $A \in \mathbb{R}^{n \times (n - d)}$ be a random matrix with independent uniformly anti-concentrated entries satisfying $\mathbb{E}\lvert A\rvert_{HS}^2 \leq Kn(n-d)$ and let $H$ be the subspace spanned by the columns of $A$. Let $X…

Probability · Mathematics 2025-07-28 Manuel Fernandez

We study the distribution of the least singular value associated to an ensemble of sparse random matrices. Our motivating example is the ensemble of $N\times N$ matrices whose entries are chosen independently from a Bernoulli distribution…

Probability · Mathematics 2019-01-25 Ziliang Che , Patrick Lopatto

The smallest singular value and condition number play important roles in numerical linear algebra and the analysis of algorithms. In numerical analysis with randomness, many previous works make Gaussian assumptions, which are not general…

Probability · Mathematics 2022-11-09 Haoyu Wang

Consider a random $n\times n$ zero-one matrix with "density" $p$, sampled according to one of the following two models: either every entry is independently taken to be one with probability $p$ (the "Bernoulli" model), or each row is…

Combinatorics · Mathematics 2021-04-22 Asaf Ferber , Matthew Kwan , Lisa Sauermann

A well-known conjecture states that a random symmetric $n \times n$ matrix with entries in $\{-1,1\}$ is singular with probability $\Theta\big( n^2 2^{-n} \big)$. In this paper we prove that the probability of this event is at most…

Combinatorics · Mathematics 2020-10-20 Marcelo Campos , Letícia Mattos , Robert Morris , Natasha Morrison

We consider a class of sparse random matrices of the form $A_n =(\xi_{i,j}\delta_{i,j})_{i,j=1}^n$, where $\{\xi_{i,j}\}$ are i.i.d.~centered random variables, and $\{\delta_{i,j}\}$ are i.i.d.~Bernoulli random variables taking value $1$…

Probability · Mathematics 2017-02-06 Anirban Basak , Mark Rudelson

Let $K_n$ denote the set of all nonsingular $n\times n$ lower triangular $(0,1)$-matrices. Hong and Loewy (2004) introduced the number sequence $$ c_n=\min\{\lambda\mid\lambda~\text{is an eigenvalue of}~XX^{\rm T},~X\in K_n\},\quad…

Combinatorics · Mathematics 2025-08-08 Vesa Kaarnioja , André-Alexander Zepernick

Let $M_n$ be drawn uniformly from all $\pm 1$ symmetric $n \times n$ matrices. We show that the probability that $M_n$ is singular is at most $\exp(-c(n\log n)^{1/2})$, which represents a natural barrier in recent approaches to this…

Probability · Mathematics 2020-11-06 Marcelo Campos , Matthew Jenssen , Marcus Michelen , Julian Sahasrabudhe

Suppose $X$ is an $N \times n$ complex matrix whose entries are centered, independent, and identically distributed random variables with variance $1/n$ and whose fourth moment is of order ${\mathcal O}(n^{-2})$. In the first part of the…

Probability · Mathematics 2019-09-30 Arup Bose , Walid Hachem

Let A be an n x n symmetric random matrix whose upper-triangular entries are independent and follow possibly non-identical subgaussian distributions. This paper investigates the spectral properties of A, including its eigenvalues and…

Probability · Mathematics 2026-04-14 Zeyan Song , Hanchao Wang

The smallest possible number of distinct eigenvalues of a graph $G$, denoted by $q(G)$, has a combinatorial bound in terms of unique shortest paths in the graph. In particular, $q(G)$ is bounded below by $k$, where $k$ is the number of…

Combinatorics · Mathematics 2025-12-18 Sarah Allred , Craig Erickson , Kevin Grace , H. Tracy Hall , Alathea Jensen

Let $M_n$ be a random matrix of size $n\times n$ and let $\lambda_1,...,\lambda_n$ be the eigenvalues of $M_n$. The empirical spectral distribution $\mu_{M_n}$ of $M_n$ is defined as $$\mu_{M_n}(s,t)=\frac{1}{n}# \{k\le n, \Re(\lambda_k)\le…

Combinatorics · Mathematics 2012-03-28 Hoi H. Nguyen , Van Vu

Inspired by the idea of Bernoulli decomposition, we give a simple proof for a generalization of Hal\'asz anti--concentration result about random sum of vectores in $\mathbb{R}^d$. From our results, we can give one upper bound for the…

Probability · Mathematics 2018-11-12 Paulo C. Manrique Mirón

We study the gaps between consecutive singular values of random rectangular matrices. Specifically, if $M$ is an $n \times p$ random matrix with independent and identically distributed entries and $\Sigma$ is a $n \times n$ deterministic…

Probability · Mathematics 2025-10-07 Nicholas Christoffersen , Kyle Luh , Sean O'Rourke , Calum Shearer

We study the distribution of the minimum spacing between eigenvalues of a random n by n unitary matrix. The minimum spacing scales as $n^{-4/3}$, not $n^{-2}$ as would be the case for n independent points on the unit circle, illustrating…

Spectral Theory · Mathematics 2011-11-14 Jade P. Vinson