Related papers: The anti-concentration phenomenon with respect to …
Let $(Z^{(n)}_k)_{1 \leq k \leq n}$ be a random set of points and let $\mu_n$ be its \emph{empirical measure}: $$\mu_n = \frac{1}{n} \sum_{k=1}^n \delta_{Z^{(n)}_k}. $$ Let $$P_n(z) := (z - Z^{(n)}_1)\cdots (z - Z^{(n)}_n)\quad…
Using techniques from Poisson approximation, we prove explicit error bounds on the number of permutations that avoid any pattern. Most generally, we bound the total variation distance between the joint distribution of pattern occurrences…
Necessary and sufficient conditions of uniform consistency are explored. A hypothesis is simple. Nonparametric sets of alternatives are bounded convex sets in $\mathbb{L}_p$, $p >1$ with "small" balls deleted. The "small" balls have the…
We consider a general class of random matrices whose entries are centred random variables, independent up to a symmetry constraint. We establish precise high-probability bounds on the averages of arbitrary monomials in the resolvent matrix…
We develop new tools in the theory of nonlinear random matrices and apply them to study the performance of the Sum of Squares (SoS) hierarchy on average-case problems. The SoS hierarchy is a powerful optimization technique that has achieved…
Universality of local eigenvalue statistics is one of the most striking phenomena of Random Matrix Theory, that also accounts for a lot of the attention that the field has attracted over the past 15 years. In this paper we focus on the…
Let $\vec{w} = (w_1,\dots, w_n) \in \mathbb{R}^{n}$. We show that for any $n^{-2}\le\epsilon\le 1$, if \[\#\{\vec{\xi} \in \{0,1\}^{n}: \langle \vec{\xi}, \vec{w} \rangle = \tau\} \ge 2^{-\epsilon n}\cdot 2^{n}\] for some $\tau \in…
Let $A^{(n)}_{l;k}\subset S_n$ denote the event that the set of $l$ consecutive numbers $\{k,k+1,\cdots, k+l-1\}$ appear in a set of $l$ consecutive positions. Let $p=\{p_j\}_{j=1}^\infty$ be a distribution on $\mathbb{N}$ with $p_j>0$. Let…
We show that for any two sets of reals numbers $A=\{a_1,\dots,a_n\}$ and $B=\{b_1,\dots,b_n\}$, the sums of the form $\sum_{i=1}^n a_i\,b_{\pi(i)}$ always take on $\Omega(n^{3})$ distinct values, as we range over all permutations $\pi \in…
We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…
For $\tau\in S_3$, let $\mu_n^{\tau}$ denote the uniformly random probability measure on the set of $\tau$-avoiding permutations in $S_n$. Let $\mathbb{N}^*=\mathbb{N}\cup\{\infty\}$ with an appropriate metric and denote by…
We consider pairs of anti-commuting $2p$-by-$2p$ Hermitian matrices that are chosen randomly with respect to a Gaussian measure. Generically such a pair decomposes into the direct sum of $2$-by-$2$ blocks on which the first matrix has…
Random matrix ensembles with orthogonal and unitary symmetry correspond to the cases of real symmetric and Hermitian random matrices respectively. We show that the probability density function for the corresponding spacings between…
In this paper we give anticoncentration bounds for sums of independent random vectors in finite-dimensional vector spaces. In particular, we asymptotically establish a conjecture of Leader and Radcliffe (1994) and a question of Jones…
Let $S_n$ denote the set of permutations of $[n]:=\{1,\cdots, n\}$, and denote a permutation $\sigma\in S_n$ by $\sigma=\sigma_1\sigma_2\cdots \sigma_n$. For $l\ge2$ an integer, let $A^{(n)}_{l;k}\subset S_n$ denote the event that the set…
We present a concentration result concerning random weighted projections in high dimensional spaces. As applications, we prove (1) New concentration inequalities for random quadratic forms; (2) The infinity norm of most unit eigenvectors of…
In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…
Slepian and Sudakov-Fernique type inequalities, which compare expectations of maxima of Gaussian random vectors under certain restrictions on the covariance matrices, play an important role in probability theory, especially in empirical…
We investigate concentration properties of spectral measures of Hermitian random matrices with partially dependent entries. More precisely, let $X_n$ be a Hermitian random matrix of size $n\times n$ that can be split into independent blocks…
We prove that a sum of random matrices generated by a $\psi$-mixing Markov chain has similar spectral properties to a Gaussian matrix with the same mean and covariance structure. This nonasymptotic universality principle enables sharp…