Related papers: Singularity of biased discrete random matrix
Two closely related discrete probability distributions are introduced. In each case the support is a set of vectors in $\mathbb{R}^n$ obtained from the partitions of the fixed positive integer $n$. These distributions arise naturally when…
The first paper in this series introduced a new family of nonasymptotic matrix concentration inequalities that sharply capture the spectral properties of very general random matrices in terms of an associated noncommutative model. These…
We study the problem of testing discrete distributions with a focus on the high probability regime. Specifically, given samples from one or more discrete distributions, a property $\mathcal{P}$, and parameters $0< \epsilon, \delta <1$, we…
What is the connection of random matrices with integrable systems? Is this connection really useful? Introducing apprpriate times in the distribution of the ensemble of matrices, one shows that the corresponding distribution of the…
We use techniques from finite free probability to analyze matrix processes related to eigenvalues, singular values, and generalized singular values of random matrices. The models we use are quite basic and the analysis consists entirely of…
We identify a relationship between a random walk on a certain Euclidean lattice and incidence matrices of balanced incomplete block designs. We then compute the return probability of the random walk and use it to obtain the asymptotic…
We consider the problem of estimating rare event probabilities, focusing on systems whose evolution is governed by differential equations with uncertain input parameters. If the system dynamics is expensive to compute, standard sampling…
In this work we present a method for generating random matrices describing electromagnetic scattering from disordered media containing dielectric particles with prescribed single particle scattering characteristics. Resulting scattering…
Dispersion is a fundamental concept in statistics, yet standard approaches - especially via stochastic orders - face limitations in the discrete setting. In particular, the classical dispersive order, well-established for continuous…
We derive concentration inequalities for the spectral measure of large random matrices, allowing for certain forms of dependence. Our main focus is on empirical covariance (Wishart) matrices, but general symmetric random matrices are also…
Let $A$ be an $n\times n$ random matrix with independent, identically distributed mean 0, variance 1 subgaussian entries. We prove that $$ \mathbb{P}(A\text{ has distinct singular values})\geq 1-e^{-cn} $$ for some $c>0$, confirming a…
Singular perturbation theory plays a central role in the approximate solution of nonlinear differential equations. However, applying these methods is a subtle art owing to the lack of globally applicable algorithms. Inspired by the fact…
A novel lower bound is introduced for the full rank probability of random finite field matrices, where a number of elements with known location are identically zero, and remaining elements are chosen independently of each other, uniformly…
We show several ways to round a real matrix to an integer one such that the rounding errors in all rows and columns as well as the whole matrix are less than one. This is a classical problem with applications in many fields, in particular,…
Let $\epsilon_1, \dotsc, \epsilon_n$ be i.i.d. Rademacher random variables taking values $\pm 1$ with probability $1/2$ each. Given an integer vector $\boldsymbol{a} = (a_1, \dotsc, a_n)$, its concentration probability is the quantity…
The eigenvalue spacing of a uniformly chosen random finite unipotent matrix in its permutation action on lines is studied. We obtain bounds for the mean number of eigenvalues lying in a fixed arc of the unit circle and offer an approach…
Various ensembles of random matrices with independent entries are analyzed by the replica formalism in the large-N limit. A result on the Laplacian random matrix with Wigner-rescaling is generalized to arbitrary probability distribution.
The notion of singular reduction modules, i.e., of singular modules of nonclassical (conditional) symmetry, of differential equations is introduced. It is shown that the derivation of nonclassical symmetries for differential equations can…
For fixed $m > 1$, we study the product of $m$ independent $N \times N$ elliptic random matrices as $N$ tends to infinity. Our main result shows that the empirical spectral distribution of the product converges, with probability $1$, to the…
Universality of eigenvalue spacings is one of the basic characteristics of random matrices. We give the precise meaning of universality and discuss the standard universality classes (sine, Airy, Bessel) and their appearance in unitary,…