Related papers: The smallest singular value of large random rectan…

We extend probability estimates on the smallest singular value of random matrices with independent entries to a class of sparse random matrices. We show that one can relax a previously used condition of uniform boundedness of the variances…

We provide a polynomial lower bound on the minimum singular value of an $m\times m$ random matrix $M$ with jointly Gaussian entries, under a polynomial bound on the matrix norm and a global small-ball probability bound $$\inf_{x,y\in…

We show that the limiting eigenvalue distribution of random symmetric Toeplitz matrices is absolutely continuous with density bounded by 8, partially answering a question of Bryc, Dembo and Jiang (2006). The main tool used in the proof is a…

Let $\log^{2+\varepsilon} n \le d \le n/2$ for some fixed $\varepsilon \in (0,1)$, and let $M_n$ be an $n\times n$ random matrix with entries in ${0,1}$, where each row is independently and uniformly sampled from the set of all vectors in…

Random Matrix Theory (RMT) has successfully modeled diverse systems, from energy levels of heavy nuclei to zeros of $L$-functions; this correspondence has allowed RMT to successfully predict many number theoretic behaviors. However there…

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 a class of rotation invariant determinantal ensembles in the complex plane; examples include the eigenvalues of Gaussian random matrices and the roots of certain families of random polynomials. The main result is a criteria for a…

Asymptotic expansion of the eigenvalues of a Toeplitz matrix with real symbol. This work provides two results obtained as a consequence of an inversion formula for Toeplitz matrices with real symbol. First we obtain an symptotic expression…

Let $n,k\geq 1$ and let $G$ be the $n\times n$ random matrix with i.i.d. standard real Gaussian entries. We show that there are constants $c_k,C_k>0$ depending only on $k$ such that the smallest singular value of $G^k$ satisfies $$…

We derive tight lower bounds on the smallest eigenvalue of a sample covariance matrix of a centred isotropic random vector under weak or no assumptions on its components.

In this paper we study the eigenvalues of Hermitian Toeplitz matrices with the entries $2,-1,0,\ldots,0,-\alpha$ in the first column. Notice that the generating symbol depends on the order $n$ of the matrix. If $|\alpha|\le 1$, then the…

In this manuscript, we study the limiting distribution for the joint law of the largest and the smallest singular values for random circulant matrices with generating sequence given by independent and identically distributed random elements…

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…

In this paper, we consider a sequence of selfadjoint matrices $A_n$ having a limiting spectral distribution as $n\to \infty$, and we consider a sequence of full flags $\{0\le p_1^n\le\ldots\le p_i^n\le\ldots\le 1_n\}$ chosen at random…

We provide upper and lower bounds on the smallest eigenvalue of grounded Laplacian matrices (which are matrices obtained by removing certain rows and columns of the Laplacian matrix of a given graph). The gap between the upper and lower…

We consider banded block Toeplitz matrices $T_n$ with $n$ block rows and columns. We show that under certain technical assumptions, the normalized eigenvalue counting measure of $T_n$ for $n\to\infty$ weakly converges to one component of…

For polynomials in independent Wigner matrices, we prove convergence of the largest singular value to the operator norm of the corresponding polynomial in free semicircular variables, under fourth moment hypotheses. We actually prove a more…

Let v_1,...,v_{n-1} be n-1 independent vectors in R^n (or C^n). We study x, the unit normal vector of the hyperplane spanned by the v_i. Our main finding is that x resembles a random vector chosen uniformly from the unit sphere, under some…

In this paper, we investigate the eigenvalue distribution of a class of kernel random matrices whose $(i,j)$-th entry is $f(X_i,X_j)$ where $f$ is a symmetric function belonging to the Paley-Wiener space $\mathcal{B}_c$ and $(X_i)_{1\leq i…

We derive conditions under which random sequences of polarizations (two-point symmetrizations) converge almost surely to the symmetric decreasing rearrangement. The parameters for the polarizations are independent random variables whose…