Related papers: The limit empirical spectral distribution of compl…
We study the spectral properties of a class of random matrices of the form $S_n^{-} = n^{-1}(X_1 X_2^* - X_2 X_1^*)$ where $X_k = \Sigma_k^{1/2}Z_k$, $Z_k$'s are independent $p\times n$ complex-valued random matrices, and $\Sigma_k$ are…
We obtain new bounds on complete rational exponential sums with sparse polynomials modulo a prime, under some mild conditions on the degrees of the monomials of such polynomials. These bounds, when they apply, give explicit versions of a…
We are interested in the phenomenon of the essential spectrum instability for a class of unbounded (block) Jacobi matrices. We give a series of sufficient conditions for the matrices from certain classes to have a discrete spectrum on a…
This note is concerned with weakly interacting stochastic particle systems with possibly singular pairwise interactions. In this setting, we observe a connection between entropic propagation of chaos and exponential concentration bounds for…
We consider the long-time behavior of an explicit tamed exponential Euler scheme applied to a class of parabolic semilinear stochastic partial differential equations driven by additive noise, under a one-sided Lipschitz continuity…
At the present time reliably established that probability density functions of gene expression of microarray experiments possess a number of universal properties. First of all these distributions have power asymptotic and secondly the shape…
We revisit the classical problem of optimal experimental design (OED) under a new mathematical model grounded in a geometric motivation. Specifically, we introduce models based on elementary symmetric polynomials; these polynomials capture…
A description of the essential spectrum is given for a general class of linear advective PDE with pseudodifferential bounded perturbation. We prove that every point in the Sacker-Sell spectrum of the corresponding bicharacteristic-amplitude…
We use supersymmetry to calculate exact spectral densities for a class of complex random matrix models having the form $M=S+LXR$, where $X$ is a random noise part $X$ and $S,L,R$ are fixed structure parts. This is a certain version of the…
We present novel bounds for estimating discrete probability distributions under the $\ell_\infty$ norm. These are nearly optimal in various precise senses, including a kind of instance-optimality. Our data-dependent convergence guarantees…
In this paper we study the distribution of the scaled largest eigenvalue of complexWishart matrices, which has diverse applications both in statistics and wireless communications. Exact expressions, valid for any matrix dimensions, have…
We obtain sequences of inclusion sets for the spectrum, essential spectrum, and pseudospectrum of banded, in general non-normal, matrices of finite or infinite size. Each inclusion set is the union of the pseudospectra of certain…
Consider the ensemble of real symmetric Toeplitz matrices, each independent entry an i.i.d. random variable chosen from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. Previous investigations showed that…
The empirical spectral distribution of Hermitian $K \times K$-block random matrices converges to a deterministic density on the real line with a potential atom at the origin as the dimension of the blocks tends to infinity. In this model…
The famous \emph{circular law} asserts that if $M_n$ is an $n \times n$ matrix with iid complex entries of mean zero and unit variance, then the empirical spectral distribution (ESD) of the normalized matrix $\frac{1}{\sqrt{n}} M_n$…
A generalized spiked Fisher matrix is considered in this paper. We establish a criterion for the description of the support of the limiting spectral distribution of high-dimensional generalized Fisher matrix and study the almost sure limits…
It is shown that the correlation functions of the random variables $\det(\lambda - X)$, in which $X$ is a real symmetric $ N\times N$ random matrix, exhibit universal local statistics in the large $N$ limit. The derivation relies on an…
This paper considers the empirical spectral measure of a power of a random matrix drawn uniformly from one of the compact classical matrix groups. We give sharp bounds on the $L_p$-Wasserstein distances between this empirical measure and…
In this paper we consider ensemble of random matrices $\X_n$ with independent identically distributed vectors $(X_{ij}, X_{ji})_{i \neq j}$ of entries. Under assumption of finite fourth moment of matrix entries it is proved that empirical…
What is the connection of random matrices with integrable systems? Is this connection really useful? Introducing apprpriate times in the distribution of the ensemble of matrices, one shows that the corresponding distribution of the…