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We consider operator-valued polynomials in Gaussian Unitary Ensemble random matrices and we show that its $L^p$-norm can be upper bounded, up to an asymptotically small error, by the operator norm of the same polynomial evaluated in free…

Probability · Mathematics 2024-10-31 Félix Parraud

Let X_N= (X_1^(N), ..., X_p^(N)) be a family of N-by-N independent, normalized random matrices from the Gaussian Unitary Ensemble. We state sufficient conditions on matrices Y_N =(Y_1^(N), ..., Y_q^(N)), possibly random but independent of…

Probability · Mathematics 2011-05-19 C. Male

Let $U^N = (U_1^N,\dots, U^N_p)$ be a d-tuple of $N\times N$ independent Haar unitary matrices and $Z^{NM}$ be any family of deterministic matrices in $\mathbb{M}_N(\mathbb{C})\otimes \mathbb{M}_M(\mathbb{C})$. Let $P$ be a self-adjoint…

Probability · Mathematics 2021-10-01 Félix Parraud

Let $X^N = (X_1^N,\dots, X^N_d)$ be a d-tuple of $N\times N$ independent GUE random matrices and $Z^{NM}$ be any family of deterministic matrices in $\mathbb{M}_N(\mathbb{C})\otimes \mathbb{M}_M(\mathbb{C})$. Let $P$ be a self-adjoint…

Probability · Mathematics 2023-10-25 Benoît Collins , Alice Guionnet , Félix Parraud

Consider a finite sequence of independent random permutations, chosen uniformly either among all permutations or among all matchings on n points. We show that, in probability, as n goes to infinity, these permutations viewed as operators on…

Probability · Mathematics 2023-06-26 Charles Bordenave , Benoît Collins

We present a concentration inequality for linear functionals of noncommutative polynomials in random matrices. Our hypotheses cover most standard ensembles, including Gaussian matrices, matrices with independent uniformly bounded entries…

Probability · Mathematics 2012-07-04 Mark W. Meckes , Stanislaw J. Szarek

Consider a tuple $(Y_1,\dots,Y_d)$ of normal operators in a tracial operator algebra setting with prescribed sizes of the eigenspaces for each $Y_i$. We address the question what one can say about the sizes of the eigenspaces for any…

Operator Algebras · Mathematics 2022-05-23 Octavio Arizmendi , Guillaume Cébron , Roland Speicher , Sheng Yin

We investigate two-sided bounds for operator norms of random matrices with unhomogenous independent entries. We formulate a lower bound for Rademacher matrices and conjecture that it may be reversed up to a universal constant. We show that…

Probability · Mathematics 2024-05-24 Rafał Latała , Witold Świątkowski

For an $N \times T$ random matrix $X(\beta)$ with weakly dependent uniformly sub-Gaussian entries $x_{it}(\beta)$ that may depend on a possibly infinite-dimensional parameter $\beta\in \mathbf{B}$, we obtain a uniform bound on its operator…

Econometrics · Economics 2025-12-17 Grigory Franguridi , Hyungsik Roger Moon

We establish operator-valued versions of the earlier foundational factorization results for noncommutative polynomials due to Helton (Ann.~Math., 2002) and one of the authors (Linear Alg.~Appl., 2001). Specifically, we show that every…

Functional Analysis · Mathematics 2026-01-13 Abhay Jindal , Igor Klep , Scott McCullough

We prove that independent families of permutation invariant random matrices are asymptotically free over the diagonal, both in probability and in expectation, under a uniform boundedness assumption on the operator norm. We can relax the…

Probability · Mathematics 2022-04-26 Benson Au , Guillaume Cébron , Antoine Dahlqvist , Franck Gabriel , Camille Male

A unital $C^*$-algebra is called $N$-subhomogeneous if its irreducible representations are finite dimensional with dimension at most $N$. We extend this notion to operator systems, replacing irreducible representations by boundary…

Operator Algebras · Mathematics 2023-02-10 Ran Kiri

Conditional on the extended Riemann hypothesis, we show that with high probability, the characteristic polynomial of a random symmetric $\{\pm 1\}$-matrix is irreducible. This addresses a question raised by Eberhard in recent work. The main…

Probability · Mathematics 2021-06-09 Asaf Ferber , Vishesh Jain , Ashwin Sah , Mehtaab Sawhney

We outline a general procedure on how to apply random positive linear operators in nonparametric estimation. As a consequence, we give explicit confidence bands and intervals for a distribution function $F$ concentrated on $[0,1]$ by means…

Statistics Theory · Mathematics 2025-08-20 José A. Adell , J. T. Alcalá , C. Sangüesa

This paper investigates an upper bound of the operator norm for sub-Gaussian tailed random matrices. A lot of attention has been put on uniformly bounded sub-Gaussian tailed random matrices with independent coefficients. However, little has…

Probability · Mathematics 2019-01-23 Eric Benhamou , Jamal Atif , Rida Laraki

Let $A$ be an $n\times n$ random matrix whose entries are i.i.d. with mean $0$ and variance $1$. We present a deterministic polynomial time algorithm which, with probability at least $1-2\exp(-\Omega(\epsilon n))$ in the choice of $A$,…

Probability · Mathematics 2020-12-02 Vishesh Jain , Ashwin Sah , Mehtaab Sawhney

We study the computability of the operator norm of a matrix with respect to norms induced by linear operators. Our findings reveal that this problem can be solved exactly in polynomial time in certain situations, and we discuss how it can…

Numerical Analysis · Mathematics 2025-10-23 Adrian Kulmburg

Let $f_1, f_2, ..., f_n$ be a family of independent copies of a given random variable f in a probability space $(\Omega, \mathcal{F}, \mu)$. Then, the following equivalence of norms holds whenever $1 \le q \le p < \infty$…

Operator Algebras · Mathematics 2007-07-30 Marius Junge , Javier Parcet

We study the characteristic polynomial of random permutation matrices following some measures which are invariant by conjugation, including Ewens' measures which are one-parameter deformations of the uniform distribution on the permutation…

Probability · Mathematics 2018-09-17 Valentin Bahier

Let A be an n by n matrix, whose entries are independent copies of a centered random variable satisfying the subgaussian tail estimate. We prove that the operator norm of A^{-1} does not exceed Cn^{3/2} with probability close to 1.

Functional Analysis · Mathematics 2007-05-23 Mark Rudelson
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