Related papers: Quantitative estimates of the spectral norm of ran…

We place ourselves in the setting of high-dimensional statistical inference where the number of variables $p$ in a dataset of interest is of the same order of magnitude as the number of observations $n$. We consider the spectrum of certain…

We consider a square random matrix of size $N$ of the form $P(Y,A)$ where $P$ is a noncommutative polynomial, $A$ is a tuple of deterministic matrices converging in $\ast$-distribution, when $N$ goes to infinity, towards a tuple $a$ in some…

A family $\BA_\a$ of differential operators depending on a real parameter $\a$ is considered. The problem can be formulated in the language of perturbation theory of quadratic forms. The perturbation is only relatively bounded but not…

We analyze the spectral distribution of symmetric random matrices with correlated entries. While we assume that the diagonals of these random matrices are stochastically independent, the elements of the diagonals are taken to be correlated.…

The primary aim of this paper is to establish bounds on the joint spectral radius for a finite set of nonnegative matrices based on their diagonal elements. The efficacy of this approach is evaluated in comparison to existing and related…

Motivated by complexity questions in integer programming, this paper aims to contribute to the understanding of combinatorial properties of integer matrices of row rank $r$ and with bounded subdeterminants. In particular, we study the…

We prove the Central Limit Theorem for linear statistics of the eigenvalues of band random matrices provided $\sqrt{n} \ll b_n \ll n$ and test functions are sufficiently smooth.

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…

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…

Let M be a b*b nonzero {0,1}-matrix. Let \rho(M) be its spectral radius and let |M^n| be the norm of its n-th iteration. In the case \rho(M)>1, we see from the spectral radius formula that {|M^n|}_{n=1}^\infty tends to \infty exponentially…

Let $X$ be a $d\times d$ symmetric random matrix with independent but non-identically distributed Gaussian entries. It has been conjectured by Lata\l{a} that the spectral norm of $X$ is always of the same order as the largest Euclidean norm…

We show that the spectral gap of a random walk on the domain of normal attraction of an $\alpha$-stable law is of order $\mathcal O(n^{\alpha})$ when restricted to boxes of size $n$. The proof is based on a comparison principle that may be…

We study sample covariance matrices arising from rectangular random matrices with i.i.d. columns. It was previously known that the resolvent of these matrices admits a deterministic equivalent when the spectral parameter stays bounded away…

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 describe an elementary method to get non-asymptotic estimates for the moments of Hermitian random matrices whose elements are Gaussian independent random variables. As the basic example, we consider the GUE matrices. Immediate…

We consider a class of random banded Hessenberg matrices with independent entries having identical distributions along diagonals. The distributions may be different for entries belonging to different diagonals. For a sequence of $n\times n$…

Let $X_1,..., X_N\in\R^n$ be independent centered random vectors with log-concave distribution and with the identity as covariance matrix. We show that with overwhelming probability at least $1 - 3 \exp(-c\sqrt{n}\r)$ one has $ \sup_{x\in…

We study n by n symmetric random matrices H, possibly discrete, with iid above-diagonal entries. We show that H is singular with probability at most exp(-n^c), and the spectral norm of the inverse of H is O(sqrt{n}). Furthermore, the…

Let $\mathbf {x}_1,\ldots,\mathbf {x}_n$ be a random sample from a $p$-dimensional population distribution, where $p=p_n\to\infty$ and $\log p=o(n^{\beta})$ for some $0<\beta\leq1$, and let $L_n$ be the coherence of the sample correlation…

We investigate the spectral distribution of random matrix ensembles with correlated entries. We consider symmetric matrices with real valued entries and stochastically independent diagonals. Along the diagonals the entries may be…