Related papers: On the smallest singular value of symmetric random…

The topic of this paper is the asymptotic distribution of random orthogonal matrices distributed according to Haar measure. We examine the total variation distance between the joint distribution of the entries of $W_n$, the $p_n \times q_n$…

We revisit the problem of estimating the mean of a real-valued distribution, presenting a novel estimator with sub-Gaussian convergence: intuitively, "our estimator, on any distribution, is as accurate as the sample mean is for the Gaussian…

In the setting of entangled single-sample distributions, the goal is to estimate some common parameter shared by a family of $n$ distributions, given one single sample from each distribution. This paper studies mean estimation for entangled…

We prove that for any log-concave random vector $X$ in $\mathbb{R}^n$ with mean zero and identity covariance, $$ \mathbb{E} (|X| - \sqrt{n})^2 \leq C $$ where $C > 0$ is a universal constant. Thus, most of the mass of the random vector $X$…

We prove that the reverse characteristic polynomial $\det(I_n - zA_n)$ of a random $n \times n$ matrix $A_n$ with iid $\mathrm{Bernoulli}(d/n)$ entries converges in distribution towards the random infinite product $\prod_{\ell =…

Consider random symmetric Toeplitz matrices $T_{n}=(a_{i-j})_{i,j=1}^{n}$ with matrix entries $a_{j}, j=0,1,2,...,$ being independent real random variables such that \be \mathbb{E}[a_{j}]=0, \ \ \mathbb{E}[|a_{j}|^{2}]=1 \ \ \textrm{for}\,\…

Let $\Lambda$ be the limiting smallest eigenvalue in the general (\beta, a)-Laguerre ensemble of random matrix theory. Here \beta>0, a >-1; for \beta=1,2,4 and integer a, this object governs the singular values of certain rank n Gaussian…

Let $\Omega\subset\mathbb{R}^{n+1}$ have minimal Gaussian surface area among all sets satisfying $\Omega=-\Omega$ with fixed Gaussian volume. Let $A=A_{x}$ be the second fundamental form of $\partial\Omega$ at $x$, i.e. $A$ is the matrix of…

For any $\alpha\in (0,1)$ and any $n^{\alpha}\leq d\leq n/2$, we show that $\lambda(G)\leq C_\alpha \sqrt{d}$ with probability at least $1-\frac{1}{n}$, where $G$ is the uniform random $d$-regular graph on $n$ vertices, $\lambda(G)$ denotes…

We consider n by n real matrices whose entries are non-degenerate random variables that are independent but non necessarily identically distributed, and show that the probability that such a matrix is singular is O(1/sqrt{n}). The purpose…

We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…

Given $A_n:=\frac{1}{\sqrt{n}}(a_{ij})$ an $n\times n$ symmetric random matrix, with elements above the diagonal given by i.i.d. random variables having mean zero and unit variance. It is known that when…

In this paper we are interested in a version of the All-pairs Shortest Paths problem (APSP) that fits neither in the exact nor in the approximate case. We define a measure of centrality of a shortest path, related to the ``importance'' of…

For each $n$, let $A_n=(\sigma_{ij})$ be an $n\times n$ deterministic matrix and let $X_n=(X_{ij})$ be an $n\times n$ random matrix with i.i.d. centered entries of unit variance. In the companion article Cook et al., we considered the…

We prove that when $f$ is a Rademacher random multiplicative function for any $\epsilon>0$, then $\sum_{n \leqslant x}\frac{f(n)}{\sqrt{n}} \ll (\log\log(x))^{3/4+\epsilon}$ for almost all $f$. We also show that there exist arbitrarily…

Let $G_n$ be an $n \times n$ matrix with real i.i.d. $N(0,1/n)$ entries, let $A$ be a real $n \times n$ matrix with $\Vert A \Vert \le 1$, and let $\gamma \in (0,1)$. We show that with probability $0.99$, $A + \gamma G_n$ has all of its…

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…

We undertake a systematic study of sketching a quadratic form: given an $n \times n$ matrix $A$, create a succinct sketch $\textbf{sk}(A)$ which can produce (without further access to $A$) a multiplicative $(1+\epsilon)$-approximation to…

Let $A$ be a matrix whose columns $X_1,\dots, X_N$ are independent random vectors in $\mathbb{R}^n$. Assume that the tails of the 1-dimensional marginals decay as $\mathbb{P}(|\langle X_i, a\rangle|\geq t)\leq t^{-p}$ uniformly in $a\in…

A pair of probability distributions over $\{0,1\}^n$ is said to be $(k,\delta)$-wise indistinguishable if all of the size $k$ marginals are within statistical distance at most $\delta$. Previous works introduced this concept and study when…