Related papers: On the Largest and the Smallest Singular Value of …

We consider sparse matrix estimation where the goal is to estimate an $n\times n$ matrix from noisy observations of a small subset of its entries. We analyze the estimation error of the popularly utilized collaborative filtering algorithm…

We consider the problem of selecting non-zero entries of a matrix $A$ in order to produce a sparse sketch of it, $B$, that minimizes $\|A-B\|_2$. For large $m \times n$ matrices, such that $n \gg m$ (for example, representing $n$…

Much of the existing literature in sparse recovery is concerned with the following question: given a sparsity pattern and a corresponding regularizer, derive conditions on the dictionary under which exact recovery is possible. In this…

We prove that the maximum determinant of an $n \times n $ matrix, with entries in $\{0,1\}$ and at most $n+k$ non-zero entries, is at most $2^{k/3}$, which is best possible when $k$ is a multiple of 3. This result solves a conjecture of…

Patterned random matrices such as the reverse circulant, the symmetric circulant, the Toeplitz and the Hankel matrices and their almost sure limiting spectral distribution (LSD), have attracted much attention. Under the assumption that the…

Let $A=(a_{ij})$ be an $n\times n$ random matrix with i.i.d. entries such that $\mathbb{E} a_{11} = 0$ and $\mathbb{E} {a_{11}}^2 = 1$. We prove that for any $\delta>0$ there is $L>0$ depending only on $\delta$, and a subset $\mathcal{N}$…

We compute the spectral density for ensembles of of sparse symmetric random matrices using replica, managing to circumvent difficulties that have been encountered in earlier approaches along the lines first suggested in a seminal paper by…

We study ensembles of sparse random block matrices generated from the adjacency matrix of a Erd\"os-Renyi random graph with $N$ vertices of average degree $Z$, inserting a real symmetric $d \times d$ random block at each non-vanishing…

This paper is devoted to the estimation of the minimal dimension P of the state-space realizations of a high-dimensional time series y, defined as a noisy version (the noise is white and Gaussian) of a useful signal with low rank rational…

We consider random non-normal matrices constructed by removing one row and column from samples from Dyson's circular ensembles or samples from the classical compact groups. We develop sparse matrix models whose spectral measures match these…

The spectral moments of ensembles of sparse random block matrices are analytically evaluated in the limit of large order. The structure of the sparse matrix corresponds to the Erd\"os-Renyi random graph. The blocks are i.i.d. random…

We study discrete random variants of the Carleson maximal operator. Intriguingly, these questions remain subtle and difficult, even in this setting. Let $\{X_m\}$ be an independent sequence of $\{0,1\}$ random variables with expectations \[…

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…

We consider a class of sparse random matrices, which includes the adjacency matrix of Erd\H{o}s-R\'enyi graphs $\mathcal G(N,p)$ for $p \in [N^{\varepsilon-1},N^{-\varepsilon}]$. We identify the joint limiting distributions of the…

In this work we study symmetric random matrices with variance profile satisfying certain conditions. We establish the convergence of the operator norm of these matrices to the largest element of the support of the limiting empirical…

The largest eigenvalue of a matrix is always larger or equal than its largest diagonal entry. We show that for a large class of random Laplacian matrices, this bound is essentially tight: the largest eigenvalue is, up to lower order terms,…

We establish bounds on the spectral radii for a large class of sparse random matrices, which includes the adjacency matrices of inhomogeneous Erd\H{o}s-R\'enyi graphs. Our error bounds are sharp for a large class of sparse random matrices.…

We study the limiting spectral measure of large random Helson matrices and large random matrices of certain patterned structures. Given a real random variable $X \in L^{2+ \varepsilon}(\mathbb{P}) $ for some $\varepsilon > 0$ and…

Let $A$ be an $n\times n$ matrix with iid entries where $A_{ij} \sim \mathrm{Ber}(p)$ is a Bernoulli random variable with parameter $p = d/n$. We show that the empirical measure of the eigenvalues converges, in probability, to a…

Consider the random bipartite Erd\H{o}s-R\'{e}nyi graph $\mathbb{G}(n, m, p)$, where each edge with one vertex in $V_{1}=[n]$ and the other vertex in $V_{2} =[m]$ is connected with probability $p$, and $n=\lfloor \gamma m\rfloor$ for a…