Related papers: Expected centre of mass of the random Kodaira embe…

Let $A$ be an $n\times n$ random matrix with independent rows $R_1(A),\dots,R_n(A)$, and assume that for any $i\leq n$ and any three-dimensional linear subspace $F\subset {\mathbb R}^n$ the orthogonal projection of $R_i(A)$ onto $F$ has…

Concentration of measure is a phenomenon in which a random variable that depends in a smooth way on a large number of independent random variables is essentially constant. The random variable will "concentrate" around its median or…

We derive the interaction Hamiltonian of a Laguerre-Gaussian beam with a simple atomic system, under the assumption of a small spread of the center of mass wave function in comparison with the waist of the Laguerre-Gaussian beam. The center…

Let $G, G_1,\dots,G_N$ be independent copies of a standard gaussian random vector in $\mathbb{R}^d$ and denote by $\Gamma = \sum_{i=1}^N \langle G_i,\cdot\rangle e_i$ the standard gaussian ensemble. We show that, for any set $A\subset…

We consider the problem of sufficient dimension reduction (SDR) for multi-index models. The estimators of the central mean subspace in prior works either have slow (non-parametric) convergence rates, or rely on stringent distributional…

This article studies the \emph{robust covariance matrix estimation} of a data collection $X = (x_1,\ldots,x_n)$ with $x_i = \sqrt \tau_i z_i + m$, where $z_i \in \mathbb R^p$ is a \textit{concentrated vector} (e.g., an elliptical random…

Calculation of the centre of mass of a group of particles in a periodically-repeating cell is an important aspect of chemical and physical simulation. One popular approach calculates the centre of mass via the projection of the individual…

In this short note, we extend the celebrated results of Tao and Vu, and Krishnapur on the universality of empirical spectral distributions to a wide class of inhomogeneous complex random matrices, by showing that a technical and…

Statistical modeling often involves identifying an optimal estimate to some underlying probability distribution known to satisfy some given constraints. I show here that choosing as estimate the centroid, or center of mass, of the set…

The topic of this paper is the typical behavior of the spectral measures of large random matrices drawn from several ensembles of interest, including in particular matrices drawn from Haar measure on the classical Lie groups, random…

We consider the action of $SL(2,\mathbb{R})$ on a vector bundle $\mathbf{H}$ preserving an ergodic probability measure $\nu$ on the base $X$. Under an irreducibility assumption on this action, we prove that if $\hat\nu$ is any lift of $\nu$…

Let $G$ be a reductive linear algebraic group. The simplest example of a projective homogeneous $G$-variety in characteristic $p$, not isomorphic to a flag variety, is the divisor $x_0 y_0^p+x_1 y_1^p+x_2 y_2^p=0$ in $P^2\times P^2$, which…

We consider a sequence of i.i.d. random variables $\{\xi_k\}$under a sublinear expectation $\mathbb{E}=\sup_{P\in\Theta}E_P$. We first give a new proof to the fact that, under each $P\in\Theta$, any cluster point of the empirical averages…

This paper establishes sharp dimension-free concentration and expectation bounds for the deviation of a sample cross-covariance matrix from its mean. For sub-Gaussian random vectors, we prove a high-probability operator-norm bound governed…

This paper focuses on the non-asymptotic concentration of the heteroskedastic Wishart-type matrices. Suppose $Z$ is a $p_1$-by-$p_2$ random matrix and $Z_{ij} \sim N(0,\sigma_{ij}^2)$ independently, we prove the expected spectral norm of…

Given some observable H of a finite-dimensional quantum system, we investigate the typical properties of random quantum state vectors that have a fixed expectation value with respect to H. Under some some conditions on the spectrum, we…

We perform a smoothed analysis of the GCC-condition number C(A) of the linear programming feasibility problem \exists x\in\R^{m+1} Ax < 0. Suppose that \bar{A} is any matrix with rows \bar{a_i} of euclidean norm 1 and, independently for all…

We study the induced spherical ensemble of non-Hermitian matrices with real quaternion entries (considering each quaternion as a $2\times 2$ complex matrix). We define the ensemble by the matrix probability distribution function that is…

In this paper we consider the (weighted) spectral measure $\mu_n$ of a $n\times n$ random matrix, distributed according to a classical Gaussian, Laguerre or Jacobi ensemble, and show a moderate deviation principle for the standardised…

Regular variation of a multivariate measure with a Lebesgue density implies the regular variation of its density provided the density satisfies some regularity conditions. Unlike the univariate case, the converse also requires regularity…