Related papers: Multivariate normal approximation for traces of or…

The algorithmic tasks of computing the Hamming distance between a given pattern of length $m$ and each location in a text of length $n$ is one of the most fundamental algorithmic tasks in string algorithms. Unfortunately, there is evidence…

Let $M$ be a random matrix chosen according to Haar measure from the unitary group $\mathrm{U}(n,\mathbb{C})$. Diaconis and Shahshahani proved that the traces of $M,M^2,\ldots,M^k$ converge in distribution to independent normal variables as…

We construct examples of degree-two U- and V-statistics of $n$ i.i.d.~heavy-tailed random vectors in $\mathbb{R}^{d(n)}$, whose $\nu$-th moments exist for ${\nu > 2}$, and provide tight bounds on the error of approximating both statistics…

Given (orthonormal) approximations $\tilde{U}$ and $\tilde{V}$ to the left and right subspaces spanned by the leading singular vectors of a matrix $A$, we discuss methods to approximate the leading singular values of $A$ and study their…

Exact expressions have been proposed for correlation functions of the large-$N$ (planar) limit of the $(1+1)$-dimensional ${\rm SU}(N)\times {\rm SU}(N)$ principal chiral sigma model. These were obtained with the form-factor bootstrap. The…

We consider an analogue of the Kac random walk on the special orthogonal group $SO(N)$, in which at each step a random rotation is performed in a randomly chosen 2-plane of $\bR^N$. We obtain sharp asymptotics for the rate of convergence in…

We study local modifications of the graph distance in large random triangulations. Our main results show that, in large scales, the modified distance behaves like a deterministic constant $\mathbf{c}~\in~(0,\infty)$ times the usual graph…

Let X be the random variable that counts the number of triangles in the random graph G(n,p). We show that for some absolute constant c, the probability that X deviates from its expectation by at least \lambda \var(X)^{1/2} is at most…

We generalise the formula expressing the matrix trace of a given square matrix as the integral of the numerical values of $A$ over the Euclidean sphere to the unit spheres of finite-dimensional normed spaces that have a 1-symmetric basis.…

We study the Hermitian distance degree, a real enumerative invariant counting critical points of the squared Hermitian distance function, for matrix varieties invariant under left and right unitary actions. For such a variety \(M \subset…

The 2-Wasserstein distance (or RMS distance) is a useful measure of similarity between probability distributions that has exciting applications in machine learning. For discrete distributions, the problem of computing this distance can be…

We show that the fluctuations of the largest eigenvalue of any generalized Wigner matrix $H$ converge to the Tracy-Widom laws at a rate nearly $O(N^{-1/3})$, as the matrix dimension $N$ tends to infinity. We allow the variances of the…

We consider an $n$ by $n$ matrix of the form $A=UTV$, with $U, V$ some independent Haar-distributed unitary matrices and $T$ a deterministic matrix. We prove that for $k\sim n^{1/6}$ and $b^2:=\frac{1}{n}\operatorname{Tr}(|T|^2)$, as $n$…

We define a novel class of distances between statistical multivariate distributions by modeling an optimal transport problem on their marginals with respect to a ground distance defined on their conditionals. These new distances are metrics…

Let $\text{Tr}(n,m,k)$ denote the largest number of distinct projections onto $k$ coordinates guaranteed in any family of $m$ binary vectors of length $n$. The classical Sauer-Perles-Shelah Lemma implies that $\text{Tr}(n, n^r, k) = 2^k$…

We study simple random walk on the uniform spanning tree on Z^2 . We obtain estimates for the transition probabilities of the random walk, the distance of the walk from its starting point after n steps, and exit times of both Euclidean…

Let $H = H_0 + P$ denote the harmonic oscillator on $\mathbb{R}^d$ perturbed by an isotropic pseudodifferential operator $P$ of order $1$ and let $U(t) = \operatorname{exp}(- it H)$. We prove a Gutzwiller-Duistermaat-Guillemin type trace…

For a linear transformation A from Rn to Rn, we give sharp bounds for the average distortion of A, that is, the average value of log of the euclidean norm of Au over all unit vectors u. This is closely related to the results of the author's…

We consider the empirical eigenvalue distribution of an $m\times m$ principal submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. For $n$ and $m$ large with $\frac{m}{n}=\alpha$, the empirical spectral…

A classical result of Johnson and Lindenstrauss states that a set of $n$ high dimensional data points can be projected down to $O(\log n/\epsilon^2)$ dimensions such that the square of their pairwise distances is preserved up to a small…