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We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete…

Numerical Analysis · Mathematics 2020-01-27 Peter Richtárik , Martin Takáč

Integral linear systems $Ax=b$ with matrices $A$, $b$ and solutions $x$ are also required to be in integers, can be solved using invariant factors of $A$ (by computing the Smith Canonical Form of $A$). This paper explores a new problem…

Number Theory · Mathematics 2025-09-09 Virendra Sule

We study largest singular values of large random matrices, each with mean of a fixed rank $K$. Our main result is a limit theorem as the number of rows and columns approach infinity, while their ratio approaches a positive constant. It…

Probability · Mathematics 2021-03-02 Wlodek Bryc , Jack W. Silverstein

We propose a family of "exactly solvable" probability distributions to approximate partition functions of two-dimensional statistical mechanics models. While these distributions lie strictly outside the mean-field framework, their free…

Statistical Mechanics · Physics 2021-06-09 Isaac H. Kim

We consider the Hopfield model with $n$ neurons and an increasing number $p=p(n)$ of randomly chosen patterns and use Stein's method to obtain rates of convergence for the central limit theorem of overlap parameters, which holds for every…

Probability · Mathematics 2013-03-22 Peter Eichelsbacher , Bastian Martschink

We consider the moment space $\mathcal{M}_n^{K}$ corresponding to $p \times p$ complex matrix measures defined on $K$ ($K=[0,1]$ or $K=\D$). We endow this set with the uniform law. We are mainly interested in large deviations principles…

Probability · Mathematics 2011-10-17 Fabrice Gamboa , Jan Nagel , Alain Rouault , Jens Wagener

Let $ \nu $ be a probability distribution over the linear semi-group $ \mathrm{End}(E) $ for $ E $ a finite dimensional vector space over a locally compact field. We assume that $ \nu $ is proximal, strongly irreducible and that $…

Probability · Mathematics 2025-02-14 Axel Péneau

We give improved algorithms for the $\ell_{p}$-regression problem, $\min_{x} \|x\|_{p}$ such that $A x=b,$ for all $p \in (1,2) \cup (2,\infty).$ Our algorithms obtain a high accuracy solution in $\tilde{O}_{p}(m^{\frac{|p-2|}{2p + |p-2|}})…

Data Structures and Algorithms · Computer Science 2024-12-20 Deeksha Adil , Rasmus Kyng , Richard Peng , Sushant Sachdeva

Given an $N$-dimensional subspace $X$ of $L_p([0,1])$, we consider the problem of choosing $M$-sampling points which may be used to discretely approximate the $L_p$ norm on the subspace. We are particularly interested in knowing when the…

Functional Analysis · Mathematics 2022-02-08 Daniel Freeman , Dorsa Ghoreishi

Motivated by open problems in applied and computational algebraic topology, we establish multivariate normal approximation theorems for three random vectors which arise organically in the study of random clique complexes. These are: (1) the…

Probability · Mathematics 2022-06-22 Tadas Temčinas , Vidit Nanda , Gesine Reinert

We study arithmetic progressions $\{a,a+b,a+2b,\dots,a+(\ell-1) b\}$, with $\ell\ge 3$, in random subsets of the initial segment of natural numbers $[n]:=\{1,2,\dots, n\}$. Given $p\in[0,1]$ we denote by $[n]_p$ the random subset of $[n]$…

Probability · Mathematics 2019-02-13 Yacine Barhoumi-Andréani , Christoph Koch , Hong Liu

The uniform distribution on matrices with specified row and column sums is often a natural choice of null model when testing for structure in two-way tables (binary or nonnegative integer). Due to the difficulty of sampling from this…

Computation · Statistics 2013-08-14 Jeffrey W. Miller , Matthew T. Harrison

Consider the ensemble of real symmetric Toeplitz matrices whose entries are i.i.d random variables chosen from a fixed probability distribution p of mean 0, variance 1 and finite higher moments. Previous work [BDJ,HM] showed that the…

Probability · Mathematics 2010-09-01 Steven Jackson , Steven J. Miller , Thuy Pham

This short article presents a table of new equations which can be regarded as the generalized equations of the dispersionless limit of several nonlinear equations. From the definition expressed in an algebraic formula, one can get an…

High Energy Physics - Theory · Physics 2007-05-23 Seung Hwan Son

We show that rational data of bounded input length are uniformly distributed with respect to condition numbers of numerical analysis. We deal both with condition numbers of Linear Algebra and with condition numbers for systems of…

Numerical Analysis · Mathematics 2025-10-20 D. Castro , J. L. Montana , L. M. Pardo , J. San Martin

This paper aims to examine the characteristics of the posterior distribution of covariance/precision matrices in a "large $p$, large $n$" scenario, where $p$ represents the number of variables and $n$ is the sample size. Our analysis…

Statistics Theory · Mathematics 2026-02-02 Partha Sarkar , Kshitij Khare , Malay Ghosh , Matt P. Wand

For a prime number $p$ and integer $x$ with $\gcd(x,p)=1$ let $\overline{x}$ denote the multiplicative inverse of $x$ modulo $p.$ In the present paper we are interested in the problem of distribution modulo $p$ of the sequence $$…

Number Theory · Mathematics 2023-04-18 Moubariz Z. Garaev , Igor E. Shparlinski

We introduce a randomized algorithm for computing the minimal-norm solution to an underdetermined system of linear equations. Given an arbitrary full-rank m x n matrix A with m<n, any m x 1 vector b, and any positive real number epsilon…

Numerical Analysis · Computer Science 2009-09-08 Mark Tygert

A growing number of problems in computational mathematics can be reduced to the solution of many linear systems that are related, often depending smoothly or slowly on a parameter $p$, that is, $A(p)x(p)=b(p)$. We introduce an efficient…

Numerical Analysis · Mathematics 2025-10-07 Eleanor Jones , Yuji Nakatsukasa

Random matrix theory successfully models many systems, from the energy levels of heavy nuclei to zeros of $L$-functions. While most ensembles studied have continuous spectral distribution, Burkhardt et al introduced the ensemble of…

Probability · Mathematics 2020-09-24 Fangu Chen , Jiahui Yu , Steven J. Miller , Yuxin Lin