Related papers: Singularity of biased discrete random matrix
We study the spectrum of a random matrix, whose elements depend on the Euclidean distance between points randomly distributed in space. This problem is widely studied in the context of the Instantaneous Normal Modes of fluids and is…
For a pair of coupled rectangular random matrices we consider the squared singular values of their product, which form a determinantal point process. We show that the limiting mean distribution of these squared singular values is described…
We apply the operation of random independent thinning on the eigenvalues of $n\times n$ Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenvalues, and we study the statistics of the eigenvalues of…
We investigate indeterminate points in discrete integrable system. They appear in singularity confinement phenomenon naturally. We develop a method to analyse indeterminate points of dynamical maps and using this method we clarify behaviour…
Let $\a$ be a complex random variable with mean zero and bounded variance $\sigma^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\a$. Let $\lambda_{1}, ..., \lambda_{n}$ be the eigenvalues of…
We consider Broyden's method and some accelerated schemes for nonlinear equations having a strongly regular singularity of first order with a one-dimensional nullspace. Our two main results are as follows. First, we show that the use of a…
For a fixed $n\ge2$, consider an $n\times n$ matrix $M$ whose entries are random integers bounded by $k$ in absolute value. In this paper, we examine the probability that $M$ is singular (hence has eigenvalue 0), and the probability that…
We consider a class of sample covariance matrices of the form $Q=TXX^{*}T^*,$ where $X=(x_{ij})$ is an $M \times N$ rectangular matrix consisting of i.i.d entries and $T$ is a deterministic matrix satisfying $T^*T$ is diagonal. Assuming $M$…
We study the distribution of the least singular value associated to an ensemble of sparse random matrices. Our motivating example is the ensemble of $N\times N$ matrices whose entries are chosen independently from a Bernoulli distribution…
One of the great miracles of random matrix theory is that, in the $N \to \infty$ limit, many otherwise intractable matrix problems with horrendously complicated finite-$N$ expressions admit remarkably simple and elegant asymptotic…
We study the isolated partial Hadamard matrices, under the assumption that the entries are roots of unity, or more generally, under the assumption that the combinatorics comes from vanishing sums of roots of unity. We first review the…
Biclustering is a class of techniques that simultaneously clusters the rows and columns of a matrix to sort heterogeneous data into homogeneous blocks. Although many algorithms have been proposed to find biclusters, existing methods suffer…
We consider large random matrices with a general slowly decaying correlation among its entries. We prove universality of the local eigenvalue statistics and optimal local laws for the resolvent away from the spectral edges, generalizing the…
The class of norm-dependent Random Matrix Ensembles is studied in the presence of an external field. The probability density in those ensembles depends on the trace of the squared random matrices, but is otherwise arbitrary. An exact…
We study rare events in systems of diffusive fields driven out of equilibrium by the boundaries. We present a numerical technique and use it to calculate the probabilities of rare events in one and two dimensions. Using this technique, we…
This survey addresses sampling discretization and its connections with other areas of mathematics. The survey concentrates on sampling discretization of norms of elements of finite-dimensional subspaces. We present here known results on…
We develop an algorithm for computing bounded reachability probability for hybrid systems, i.e., the probability that the system reaches an unsafe region within a finite number of discrete transitions. In particular, we focus on hybrid…
Let $A$ be an $n\times n$ random matrix with independent rows $R_1(A),\dots,R_n(A)$, and assume that for any $i\leq n$ and any three-dimensional linear subspace $F\subset {\mathbb R}^n$ the orthogonal projection of $R_i(A)$ onto $F$ has…
We consider non-Hermitian random matrices $X \in \mathbb{C}^{n \times n}$ with general decaying correlations between their entries. For large $n$, the empirical spectral distribution is well approximated by a deterministic density,…
We consider a class of sparse random matrices of the form $A_n =(\xi_{i,j}\delta_{i,j})_{i,j=1}^n$, where $\{\xi_{i,j}\}$ are i.i.d.~centered random variables, and $\{\delta_{i,j}\}$ are i.i.d.~Bernoulli random variables taking value $1$…