Related papers: Repeated singular values of a random symmetric mat…

Consider a random matrix $\mathbf{A}\in\mathbb{C}^{m\times n}$ ($m \geq n$) containing independent complex Gaussian entries with zero mean and unit variance, and let $0<\lambda_1\leq \lambda_{2}\leq ...\leq \lambda_n<\infty$ denote the…

We prove lower bounds for the smallest singular value of rectangular, multivariate Vandermonde matrices with nodes on the complex unit circle. The nodes are ``off the grid'', groups of nodes cluster, and the studied minimal singular value…

The classic graphical Cheeger inequalities state that if $M$ is an $n\times n$ symmetric doubly stochastic matrix, then \[ \frac{1-\lambda_{2}(M)}{2}\leq\phi(M)\leq\sqrt{2\cdot(1-\lambda_{2}(M))} \] where…

We consider $n^2\times n^2$ real symmetric and hermitian matrices $M_n$, which are equal to sum of $m_n$ tensor products of vectors $X^\mu=B(Y^\mu\otimes Y^\mu)$, $\mu=1,\dots,m_n$, where $Y^\mu$ are i.i.d. random vectors from $\mathbb R^n…

Consider the matrix $\Sigma_n = n^{-1/2} X_n D_n^{1/2} + P_n$ where the matrix $X_n \in \C^{N\times n}$ has Gaussian standard independent elements, $D_n$ is a deterministic diagonal nonnegative matrix, and $P_n$ is a deterministic matrix…

Let $\{x_{\alpha}\}_{\alpha \in \mathbb{Z}}$ and $\{y_{\alpha}\}_{\alpha \in \mathbb{Z}}$ be two independent collections of zero mean, unit variance random variables with uniformly bounded moments of all orders. Consider a nonsymmetric…

To recover a low rank structure from a noisy matrix, truncated singular value decomposition has been extensively used and studied. Recent studies suggested that the signal can be better estimated by shrinking the singular values. We pursue…

Matrix-valued measures provide a natural language for the theory of finite rank perturbations. In this paper we use this language to prove some new perturbation theoretic results. Our main result is a generalization of the…

In this paper we give an example of uniform convergence of the sequence of column vectors $\displaystyle{A_1\dots A_nV\over\left\Vert A_1\dots A_nV\right\Vert}$, $A_i\in\{A,B,C\}$, $A,B,C$ being some $(0,1)$-matrices of order $7$ with much…

The Bernoulli convolution with parameter $\lambda\in(0,1)$ is the probability measure $\mu_\lambda$ that is the law of the random variable $\sum_{n\ge0}\pm\lambda^n$, where the signs are independent unbiased coin tosses. We prove that each…

Let $A$ be a full ranked $ n\times n$ matrix, with singular values $\sigma_1 (A) \ge \dots \ge \sigma_n (A) >0$. The condition number $\kappa(A):= \sigma_1(A)/\sigma_n(A)=\|A\|\cdot \|A\|^{-1}$ is a key parameter in the analysis of…

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…

We use classical results from harmonic analysis on matrix spaces to investigate the relation between the joint density of the singular values and of the eigenvalues of complex random matrices which are bi-unitarily invariant (also known as…

Let $\Sigma=\{a_1, \ldots , a_n\}$ be a set of positive integers with $a_1 < \ldots < a_n$ such that all $2^n$ subset sums are pairwise distinct. A famous conjecture of Erd\H{o}s states that $a_n>C\cdot 2^n$ for some constant $C$, while the…

A connection between the semigroup of the Cauchy process killed upon exiting a domain $D$ and a mixed boundary value problem for the Laplacian in one dimension higher known as the "mixed Steklov problem," was established in a previous paper…

A complete characterization of the asymptotic singularity probability of random circulant Bernoulli matrices is given for all values of the probability parameter.

The probabilities for gaps in the eigenvalue spectrum of finite $ N\times N $ random unitary ensembles on the unit circle with a singular weight, and the related hermitian ensembles on the line with Cauchy weight, are found exactly. The…

Let $A\in\mathbb{R}^{n\times n}$ be a random matrix with independent entries, and suppose that the entries are "uniformly anticoncentrated" in the sense that there is a constant $\varepsilon>0$ such that each entry $a_{ij}$ satisfies…

Consider the product of $M$ quadratic random matrices with complex elements and no further symmetry, where all matrix elements of each factor have a Gaussian distribution. This generalises the classical Wishart-Laguerre Gaussian Unitary…

This paper establishes a comparison theorem for the maximum eigenvalue of a sum of independent random symmetric matrices. The theorem states that the maximum eigenvalue of the matrix sum is dominated by the maximum eigenvalue of a Gaussian…