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We study universal traits which emerge both in real-world complex datasets, as well as in artificially generated ones. Our approach is to analogize data to a physical system and employ tools from statistical physics and Random Matrix Theory…

Machine Learning · Computer Science 2024-04-08 Noam Levi , Yaron Oz

We study complex networks under random matrix theory (RMT) framework. Using nearest-neighbor and next-nearest-neighbor spacing distributions we analyze the eigenvalues of adjacency matrix of various model networks, namely, random,…

Statistical Mechanics · Physics 2009-11-13 Sarika Jalan , Jayendra N. Bandyopadhyay

This paper introduces a novel two-sample test for a broad class of orthogonally equivalent positive definite symmetric matrix distributions. Our test is the first of its kind and we derive its asymptotic distribution. To estimate the test…

Methodology · Statistics 2023-08-15 Žikica Lukić , Bojana Milošević

We study Kloosterman sums in a generalized ring-theoretic context, that of finite commutative Frobenius rings. We prove a number of identities for twisted Kloosterman sums, loosely clustered around moment computations.

Number Theory · Mathematics 2023-11-17 Bogdan Nica

We analyze complete spectra of the lattice Dirac operator in SU(2) gauge theory and demonstrate that the distribution of low-lying eigenvalues is described by random matrix theory. We present possible practical applications of this…

High Energy Physics - Lattice · Physics 2009-10-30 M. E. Berbenni-Bitsch , A. D. Jackson , S. Meyer , A. Schäfer , J. J. M. Verbaarschot , T. Wettig

We consider the logarithm of the characteristic polynomial of random permutation matrices, evaluated on a finite set of different points. The permutations are chosen with respect to the Ewens distribution on the symmetric group. We show…

Probability · Mathematics 2013-09-17 Kim Dang , Dirk Zeindler

We study the statistical properties of the scattering matrix associated with generic quantum graphs. The scattering matrix is the quantum analogue of the classical evolution operator on the graph. For the energy-averaged spectral form…

Chaotic Dynamics · Physics 2009-10-31 Tsampikos Kottos , Holger Schanz

Recently there has been much interest in "sparsifying" sums of rank one matrices: modifying the coefficients such that only a few are nonzero, while approximately preserving the matrix that results from the sum. Results of this sort have…

Discrete Mathematics · Computer Science 2018-01-30 Marcel K. de Carli Silva , Nicholas J. A. Harvey , Cristiane M. Sato

This paper investigates the spectral properties of spatial-sign covariance matrices, a self-normalized version of sample covariance matrices, for data from $\alpha$-regularly varying populations with general covariance structures. By…

Statistics Theory · Mathematics 2025-02-18 Hantao Chen , Cheng Wang

We introduce a theory of probability in $\lambda$-rings designed to efficiently describe random variables valued in multisets of complex numbers, varieties over a field, or other similar enriched settings. A key role is played by the…

Number Theory · Mathematics 2025-06-10 Sean Howe

In this article, we provide a unified framework for studying the convergence of rescaled characteristic polynomials of random matrices from various classical ensembles as well as functional convergence results for the Riemann zeta function.…

Probability · Mathematics 2024-10-29 Joseph Najnudel , Ashkan Nikeghbali

The Johnson-Lindenstrauss property ({\sf JLP}) of random matrices has immense application in computer science ranging from compressed sensing, learning theory, numerical linear algebra, to privacy. This paper explores the properties and…

Data Structures and Algorithms · Computer Science 2015-07-17 Jalaj Upadhyay

We propose new quantum algorithms for estimating spectral sums of positive semi-definite (PSD) matrices. The spectral sum of an PSD matrix $A$, for a function $f$, is defined as $ \text{Tr}[f(A)] = \sum_j f(\lambda_j)$, where $\lambda_j$…

Quantum Physics · Physics 2024-06-11 Alessandro Luongo , Changpeng Shao

We place ourselves in the setting of high-dimensional statistical inference, where the number of variables $p$ in a data set of interest is of the same order of magnitude as the number of observations $n$. More formally, we study the…

Probability · Mathematics 2009-12-11 Noureddine El Karoui

We prove an identity relating twisted matrix Kloosterman sums to modified Hall-Littlewood polynomials evaluated at the roots of the characteristic polynomial associated to a twisted Kloosterman sheaf. This solves a conjecture of Erd\'elyi…

Number Theory · Mathematics 2025-01-03 Elad Zelingher

Random Matrix Theory (RMT) has successfully modeled diverse systems, from energy levels of heavy nuclei to zeros of $L$-functions; this correspondence has allowed RMT to successfully predict many number theoretic behaviors. However there…

The unsupervised learning of community structure, in particular the partitioning vertices into clusters or communities, is a canonical and well-studied problem in exploratory graph analysis. However, like most graph analyses the…

Machine Learning · Computer Science 2020-07-27 Benjamin W. Priest , Alec Dunton , Geoffrey Sanders

Graph matrices are a type of matrix which has played a crucial role in analyzing the sum of squares hierarchy on average case problems. However, except for rough norm bounds, little is known about graph matrices. In this paper, we take a…

Combinatorics · Mathematics 2024-06-26 Wenjun Cai , Aaron Potechin

We provide necessary and sufficient conditions for the uniqueness of the k-means set of a probability distribution. This uniqueness problem is related to the choice of k: depending on the underlying distribution, some values of this…

Statistics Theory · Mathematics 2024-10-18 Javier Cárcamo , Antonio Cuevas , Luis A. Rodríguez

In this paper, we derive nearly tight probabilistic norm bounds for a class of random matrices we call graph matrices. While the classical case of symmetric matrices with independent random entries (Wigner's matrices) is a special case, in…

Combinatorics · Mathematics 2021-04-30 Kwangjun Ahn , Dhruv Medarametla , Aaron Potechin