Related papers: Some patterned matrices with independent entries

Let $A_n$ be an $n\times n$ matrix with iid entries distributed as Bernoulli random variables with parameter $p = p_n$. Rudelson and Tikhomirov, in a beautiful and celebrated paper, show that the distribution of eigenvalues of $A_n \cdot…

Toeplitz matrices form a rich class of possibly non-normal matrices whose asymptotic spectral analysis in high dimension is well-understood. The spectra of these matrices are notoriously highly sensitive to small perturbations. In this…

Let $\a$ be a complex random variable with mean zero and bounded variance $\sigma^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\a$. Let $\lambda_{1}, ..., \lambda_{n}$ be the eigenvalues of…

Bordered and framed Toeplitz/Hankel determinants have the same structure as Toeplitz/Hankel determinants except in small number of matrix rows and/or columns. We review these structured determinants and their connections to orthogonal…

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 $T$ be an $n\times n$ random matrix, such that each diagonal entry $T_{i,i}$ is a continuous random variable, independent from all the other entries of $T$. Then for every $n\times n$ matrix $A$ and every $t\ge0$ $$…

We consider the spectrum of additive, polynomially vanishing random perturbations of deterministic matrices, as follows. Let $M_N$ be a deterministic $N\times N$ matrix, and let $G_N$ be a complex Ginibre matrix. We consider the matrix…

We compute spectra of large stochastic matrices $W$, defined on sparse random graphs, where edges $(i,j)$ of the graph are given positive random weights $W_{ij}>0$ in such a fashion that column sums are normalized to one. We compute spectra…

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…

Modern applications in statistics, computer science and network science have seen tremendous values of finer matrix spectral perturbation theory. In this paper, we derive a generic $\ell_{2\rightarrow\infty}$ eigenspace perturbation bound…

We study the asymptotic behavior of the spectra of matrices of the form $S_n = \frac{1}{n}XX^*$ where $X =\sum_{r=1}^K X_r$, where $X_r = A_r^\frac{1}{2}Z_rB_r^\frac{1}{2}$, $K \in \mathbb{N}$ and $A_r,B_r$ are sequences of positive…

Let $\mathbf{A}$ be an $n\times n$-matrix over $\mathbb{F}_2$ whose every entry equals $1$ with probability $d/n$ independently for a fixed $d>0$. Draw a vector $\mathbf{y}$ randomly from the column space of $\mathbf{A}$. It is a simple…

We prove the first eigenvalue repulsion bound for sparse random matrices. As a consequence, we show that these matrices have simple spectrum, improving the range of sparsity and error probability from the work of the second author and Vu.…

We study the spectral norm of large rectangular random Toeplitz and circulant matrices with independent entries. For Toeplitz matrices, we show that the scaled norm converges to the norm of a bilinear operator defined via the pointwise…

In this paper we show that the empirical eigenvalue distribution of any sample covariance matrix generated by independent copies of a stationary regular sequence has a limiting distribution depending only on the spectral density of the…

A large i.i.d. random matrix with deterministic low-rank perturbation has been extensively studied, particularly in the aspects of the ESD (Empirical Spectral Distribution) and the outliers of eigenvalues. In this work, we investigate the…

In this paper, we study the condition number of a random Toeplitz matrix. Since a Toeplitz matrix is a diagonal constant matrix, its rows or columns cannot be stochastically independent. This situation does not permit us to use the classic…

Consider the ensembles of real symmetric Toeplitz matrices and real symmetric Hankel 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.…

We compute the expected normalized trace norm (matrix/graph energy) of random symmetric band circulant matrices and graphs in the limit of large sizes, and obtain explicit bounds on the rate of convergence to the limit, and on the…

Recently, a class of algorithms combining classical fixed point iterations with repeated random sparsification of approximate solution vectors has been successfully applied to eigenproblems with matrices as large as $10^{108} \times…