Related papers: Singularity of discrete random matrices

Let $M(n, k, p)$ denote the maximum probability of the event $X_1 = X_2 = \cdots = X_n=1$ under a $k$-wise independent distribution whose marginals are Bernoulli random variables with mean $p$. A long-standing question is to calculate $M(n,…

A classical argument was introduced by Khintchine in 1926 in order to exhibit the existence of totally irrational singular linear forms in two variables. This argument was subsequently revisited and extended by many authors. For instance,…

Denote by $M_n$ the set of $n\times n$ complex matrices. Let $f: M_n \rightarrow [0,\infty)$ be a continuous map such that $f(\mu UAU^*)= f(A)$ for any complex unit $\mu$, $A \in M_n$ and unitary $U \in M_n$, $f(X)=0$ if and only if $X=0$…

A novel lower bound is introduced for the full rank probability of random finite field matrices, where a number of elements with known location are identically zero, and remaining elements are chosen independently of each other, uniformly…

We study n by n symmetric random matrices H, possibly discrete, with iid above-diagonal entries. We show that H is singular with probability at most exp(-n^c), and the spectral norm of the inverse of H is O(sqrt{n}). Furthermore, the…

One can consider $\mu$-Martin-L\"of randomness for a probability measure $\mu$ on $2^{\omega}$, such as the Bernoulli measure $\mu_p$ given $p \in (0, 1)$. We study Bernoulli randomness of sequences in $n^{\omega}$ with parameters $p_0,…

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 p_N be a random degree N polynomial in one complex variable whose zeros are chosen independently from a fixed probability measure mu on the Riemann sphere S^2. This article proves that if we condition p_N to have a zero at some fixed…

Singularities of a statistical model are the elements of the model's parameter space which make the corresponding Fisher information matrix degenerate. These are the points for which estimation techniques such as the maximum likelihood…

A matrix is given in ``shredded'' form if we are presented with the multiset of rows and the multiset of columns, but not told which row is which or which column is which. The matrix is reconstructible if it is uniquely determined by this…

In this article we consider products of real random matrices with fixed size. Let $A_1,A_2, \dots $ be i.i.d $k \times k$ real matrices, whose entries are independent and identically distributed from probability measure $\mu$. Let $X_n =…

In this article, we study the behavior of consecutive values of random completely multiplicative functions $(X_n)_{n \geq 1}$ whose values are i.i.d. at primes. We prove that for $X_2$ uniform on the unit circle, or uniform on the set of…

The paper is devoted to restricted Oppenheim expansion of real numbers ($ROE$),which includes as partial cases already known Engel, Silvester and L\"uroth expansions. We find conditions under which for almost all (with respect to Lebesgue…

Following our previous work on copula-based nonsymmetric dependence measures, we introduce similar measures for discrete random variables. The measures cover the range between two extremes: independence and complete dependence, which take…

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…

We establish, under a moment matching hypothesis, the local universality of the correlation functions associated with products of $M$ independent iid random matrices, as $M$ is fixed, and the sizes of the matrices tend to infinity. This…

Let $\Psi_n$ be a product of $n$ independent, identically distributed random matrices $M$, with the properties that $\Psi_n$ is bounded in $n$, and that $M$ has a deterministic (constant) invariant vector. Assuming that the probability of…

We study singularity formation in nonlinear differential equations of order $m\leqslant 2$, $y^{(m)}=A(x^{-1},y)$. We assume $A$ is analytic at $(0,0)$ and $\partial_y A(0,0)=\lambda\ne 0$ (say, $\lambda=(-1)^m$). If $m=1$ we assume…

Let $(\xi_i)_{i=1,...,n}$ be a sequence of independent and symmetric random variables. We consider the upper bounds on tail probabilities of self-normalized deviations $$ \mathbf{P} \Big( \max_{1\leq k \leq n} \sum_{i=1}^{k} |\xi_i|\big/…

Let X be a random variable. We shall call an independent random variable Y to be a symmetrizer for X, if X+Y is symmetric around zero. A random variable is said to be symmetry resistant if the variance of any symmetrizer Y, is never smaller…