Related papers: Exponential anticoncentration of the permanent

We consider the algebra of invariants of $d$-tuples of $n\times n$ matrices under the action of the orthogonal group by simultaneous conjugation over an infinite field of characteristic $p$ different from two. It is well-known that this…

We introduce a variant of PCPs, that we refer to as rectangular PCPs, wherein proofs are thought of as square matrices, and the random coins used by the verifier can be partitioned into two disjoint sets, one determining the row of each…

The number of $n \times n$ matrices whose entries are either -1, 0, or 1, whose row- and column- sums are all 1, and such that in every row and every column the non-zero entries alternate in sign, is proved to be $[1!4! >...…

Let $n$ be a sufficiently large natural number and let $B$ be an origin-symmetric convex body in $R^n$ in the $\ell$-position, and such that the normed space $(R^n,\|\cdot\|_B)$ admits a $1$-unconditional basis. Then for any…

Let $A=(a_{ij})$ be an $n$-by-$n$ matrix. For any real number $\mu$, we define the polynomial $$P_\mu(A)=\sum_{\sigma\in S_n} a_{1\sigma(1)}\cdots a_{n\sigma(n)}\,\mu^{\ell(\sigma)}\; ,$$ as the $\mu$-permanent of $A$, where $\ell(\sigma)$…

We show that the permanent of a matrix can be written as the expectation value of a function of random variables each with zero mean and unit variance. This result is used to show that Glynn's theorem and a simplified MacMahon theorem…

Let $A \in \mathbb{R}^{n \times (n - d)}$ be a random matrix with independent uniformly anti-concentrated entries satisfying $\mathbb{E}\lvert A\rvert_{HS}^2 \leq Kn(n-d)$ and let $H$ be the subspace spanned by the columns of $A$. Let $X…

In this article we consider products of real random matrices with fixed size. Let $A_1,A_2, \dots $ be i.i.d $k \times k$ real matrices, whose entries are independent and identically distributed from probability measure $\mu$. Let $X_n =…

Let $A$ be an $N\times n$ random matrix whose entries are coordinates of an isotropic log-concave random vector in $\mathbb{R}^{Nn}$. We prove sharp lower tail estimates for the smallest singular value of $A$ in the following cases: (1)…

We prove that the logarithm of the permanent of an nxn real matrix A and the logarithm of the hafnian of a 2nx2n real symmetric matrix A can be approximated within an additive error 1 > epsilon > 0 by a polynomial p in the entries of A of…

We extend the definition of $\mathcal{A}$-discriminant varieties, and Kapranov's parametrization of $\mathcal{A}$-discriminant varieties, to complex exponents. As an application, we study the special case where $\mathcal{A}$ is a fixed real…

We prove that the only entrywise transforms of rectangular matrices which preserve total positivity or total non-negativity are either constant or linear. This follows from an extended classification of preservers of these two properties…

We investigate $(0,1)$-matrices that are {\em convex}, which means that the ones are consecutive in every row and column. These matrices occur in discrete tomography. The notion of ranked essential sets, known for permutation matrices, is…

In 1982 Macdonald published his now famous constant term conjectures for classical root systems. This paper begins with the almost trivial observation that Macdonald's constant term identities admit an extra set of free parameters, thereby…

Let A be an n by n doubly substochastic matrix and denote {\sigma}(A) the sum of all elements of A. In this paper we give the upper bound of the permanent of (I-A) with respect to n and {\sigma}(A).

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…

We study the Lanczos algorithm where the initial vector is sampled uniformly from $\mathbb{S}^{n-1}$. Let $A$ be an $n \times n$ Hermitian matrix. We show that when run for few iterations, the output of Lanczos on $A$ is almost…

In this work we design a general method for proving moment inequalities for polynomials of independent random variables. Our method works for a wide range of random variables including Gaussian, Boolean, exponential, Poisson and many…

In this paper we study the Sobolev embedding theorem for variable exponent spaces with critical exponents. We find conditions on the best constant in order to guaranty the existence of extremals. The proof is based on a suitable refinement…

Chatterjee (2016) proved, as an application of his general framework relating superconcentration and chaos, that after the entries of an $n \times n$ matrix drawn from the Gaussian unitary ensemble undergo an entrywise Ornstein-Uhlenbeck…