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We prove two basic conjectures on the distribution of the smallest singular value of random n times n matrices with independent entries. Under minimal moment assumptions, we show that the smallest singular value is of order n^{-1/2}, which…

Probability · Mathematics 2016-12-23 Mark Rudelson , Roman Vershynin

A recent conjecture regarding the average of the minimum eigenvalue of the reduced density matrix of a random complex state is proved. In fact, the full distribution of the minimum eigenvalue is derived exactly for both the cases of a…

Statistical Mechanics · Physics 2009-11-13 Satya N. Majumdar , Oriol Bohigas , Arul Lakshminarayan

An unknown $m$ by $n$ matrix $X_0$ is to be estimated from noisy measurements $Y=X_0+Z$, where the noise matrix $Z$ has i.i.d. Gaussian entries. A popular matrix denoising scheme solves the nuclear norm penalization problem $\operatorname…

Statistics Theory · Mathematics 2014-11-05 David Donoho , Matan Gavish

For each $n$, let $M_n$ be an $n\times n$ random matrix with independent $\pm 1$ entries. We show that ${\mathbb P}\{\mbox{$M_n$ is singular}\}=(1/2+o_n(1))^n$, which settles an old problem. Some generalizations are considered.

Probability · Mathematics 2019-08-27 Konstantin Tikhomirov

For positive integers $1 \leq k \leq n$ let $M_n$ be the algebra of all $n \times n$ complex matrices and $M_n^{\le k}$ its subset consisting of all matrices of rank at most $k$. We first show that whenever $k>\frac{n}{2}$, any continuous…

Spectral Theory · Mathematics 2025-07-10 Alexandru Chirvasitu , Ilja Gogić , Mateo Tomašević

In this paper, we investigate the invertibility of sparse symmetric matrices. We show that for an $n\times n$ sparse symmetric random matrix $A$ with $A_{ij} = \delta_{ij} \xi_{ij}$ is invertible with high probability. Here, $\delta_{ij}$s,…

Probability · Mathematics 2018-04-26 Feng Wei

Let $\varepsilon_1,\ldots,\varepsilon_n$ be independent identically distributed Rademacher random variables, that is $\mathbb{P}\{\varepsilon_i=\pm1\}=1/2$. Let $S_n=a_1\varepsilon_1+\cdots+a_n\varepsilon_n$, where…

Probability · Mathematics 2015-06-02 Vidmantas Kastytis Bentkus , Dainius Dzindzalieta

Let $\mathbf X$ be a random matrix whose pairs of entries $X_{jk}$ and $X_{kj}$ are correlated and vectors $ (X_{jk},X_{kj})$, for $1\le j<k\le n$, are mutually independent. Assume that the diagonal entries are independent from off-diagonal…

Probability · Mathematics 2013-09-24 Friedrich Götze , Alexey Naumov , Alexander Tikhomirov

We investigate the noise sensitivity of the top eigenvector of a sparse random symmetric matrix. Let $v$ be the top eigenvector of an $N\times N$ sparse random symmetric matrix with an average of $d$ non-zero centered entries per row. We…

Probability · Mathematics 2022-04-07 Charles Bordenave , Jaehun Lee

The universality phenomenon asserts that the distribution of the eigenvalues of random matrix with i.i.d. zero mean, unit variance entries does not depend on the underlying structure of the random entries. For example, a plot of the…

Probability · Mathematics 2012-10-11 Philip Matchett Wood

We observe a $N\times M$ matrix of independent, identically distributed Gaussian random variables which are centered except for elements of some submatrix of size $n\times m$ where the mean is larger than some $a>0$. The submatrix is sparse…

Statistics Theory · Mathematics 2013-03-25 Cristina Butucea , Yuri I. Ingster , Irina Suslina

We consider temporal graphs with discrete time labels and investigate the size and the approximability of minimum temporally connected spanning subgraphs. We present a family of minimally connected temporal graphs with $n$ vertices and…

Data Structures and Algorithms · Computer Science 2016-02-23 Kyriakos Axiotis , Dimitris Fotakis

Let $G=G(n,p_n)$ be a homogeneous Erd\"os-R\'enyi graph, and $A$ its adjacency matrix with eigenvalues $\lambda_1(A) \geq \lambda_2(A) \geq ... \geq \lambda_n(A).$ Local laws have been used to show that $lambda_2(A)$ can exhibit…

Probability · Mathematics 2024-12-24 Simona Diaconu

The objective of the matrix selection problem is to select a submatrix $A_{S}\in \mathbb{R}^{n\times k}$ from $A\in \mathbb{R}^{n\times m}$ such that its minimum singular value is maximized. In this paper, we employ the interlacing…

Functional Analysis · Mathematics 2025-08-15 Zhiqiang Xu

Let $M_n$ be a random matrix of size $n\times n$ and let $\lambda_1,...,\lambda_n$ be the eigenvalues of $M_n$. The empirical spectral distribution $\mu_{M_n}$ of $M_n$ is defined as $$\mu_{M_n}(s,t)=\frac{1}{n}# \{k\le n, \Re(\lambda_k)\le…

Combinatorics · Mathematics 2012-03-28 Hoi H. Nguyen , Van Vu

The degree of entanglement of random pure states in bipartite quantum systems can be estimated from the distribution of the extreme Schmidt eigenvalues. For a bipartition of size M\geq N, these are distributed according to a…

Mathematical Physics · Physics 2011-06-07 Gernot Akemann , Pierpaolo Vivo

Matrix completion algorithms recover a low rank matrix from a small fraction of the entries, each entry contaminated with additive errors. In practice, the singular vectors and singular values of the low rank matrix play a pivotal role for…

Methodology · Statistics 2016-05-03 Juhee Cho , Donggyu Kim , Karl Rohe

We study the relation between the minimal spanning tree (MST) on many random points and the "near-minimal" tree which is optimal subject to the constraint that a proportion $\delta$ of its edges must be different from those of the MST.…

Probability · Mathematics 2007-07-24 David Aldous , Charles Bordenave , Marc Lelarge

Given the compressed sensing measurements of an unknown vector $z \in \mathbb{R}^n$ using random matrices, we present a simple method to determine $z$ without solving any optimization problem or linear system. Our method uses $\Theta(\log…

Information Theory · Computer Science 2026-01-19 Man Ting Wong , Siu-Wing Cheng

Let A be an n by m matrix with m>n, and suppose that the underdetermined linear system As=x admits a sparse solution s0 for which ||s0||_0 < 1/2 spark(A). Such a sparse solution is unique due to a well-known uniqueness theorem. Suppose now…

Information Theory · Computer Science 2016-11-17 Massoud Babaie-Zadeh , Christian Jutten , Hosein Mohimani
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