Related papers: Convergence rate of the diagonal-valued Cauchy-tra…

Random walk on changing graphs is considered. For sequences of finite graphs increasing monotonically towards a limiting infinite graph, we establish transition probability upper bounds. It yields sufficient transience criteria for simple…

It is well known that the ratio of two independent standard Gaussian random variables follows a Cauchy distribution. Any convex combination of independent standard Cauchy random variables also follows a Cauchy distribution. In a recent…

This Letter introduces a generalization of known duplication-divergence models for growing random graphs. This general duplication-divergence model includes a new coupled divergence asymmetry rate, which allows to obtain the structure of…

We study the distribution of entries of a random permutation matrix under a "randomized basis," i.e., we conjugate the random permutation matrix by an independent random orthogonal matrix drawn from Haar measure. It is shown that under…

In this paper, we consider the addition of two matrices in generic position, namely A + U BU * , where U is drawn under the Haar measure on the unitary or the orthogonal group. We show that, under mild conditions on the empirical spectral…

The estimation of large covariance matrices has a high dimensional bias. Correcting for this bias can be reformulated via the tool of Free Probability Theory as a free deconvolution. The goal of this work is a computational and statistical…

Consider a bipartite random geometric graph on the union of two independent homogeneous Poisson point processes in $d$-space, with distance parameter $r$ and intensities $\lambda,\mu$. We show for $d \geq 2$ that if $\lambda$ is…

We explore the asymptotic convergence and nonasymptotic maximal inequalities of supermartingales and backward submartingales in the space of positive semidefinite matrices. These are natural matrix analogs of scalar nonnegative…

In this note, we investigate for various pairs of graphs $(H,G)$ the question of how many random edges must be added to a dense graph to guarantee that any red-blue coloring of the edges contains a red copy of $H$ or a blue copy of $G$. We…

In this paper, we study the nonexpansive properties of metric resolvent, and present a convergence rate analysis for the associated fixed-point iterations (Banach-Picard and Krasnosel'skii-Mann types). Equipped with a variable metric, we…

Let $d\geq 3$ be a fixed integer, and a prime number $p$ such that $\gcd(p,d)=1$. Let $A$ be the adjacency matrix of a random $d$-regular directed graph on $n$ vertices. We show that as a random matrix in ${\mathbb F}_p$, \begin{equation}…

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 study ill-conditioned positive definite matrices that are disturbed by the sum of $m$ rank-one matrices of a specific form. We provide estimates for the eigenvalues and eigenvectors. When the condition number of the initial matrix tends…

Convergence rates are established for an inexact accelerated alternating direction method of multipliers (I-ADMM) for general separable convex optimization with a linear constraint. Both ergodic and non-ergodic iterates are analyzed.…

For random matrix models, the parameter estimation based on the traditional likelihood functions is not straightforward in particular when we have only one sample matrix. We introduce a new parameter optimization method for random matrix…

We propose a technique for calculating and understanding the eigenvalue distribution of sums of random matrices from the known distribution of the summands. The exact problem is formidably hard. One extreme approximation to the true density…

This paper derives sufficient conditions for superconvergence of sums of bounded free random variables and provides an estimate for the rate of superconvergence.

We propose two basic assumptions, under which the rate of convergence of the augmented Lagrange method for a class of composite optimization problems is estimated. We analyze the rate of local convergence of the augmented Lagrangian method…

We present an alternative proof of asymptotic freeness of independent sample covariance matrices, when the dimension and the sample size grow at the same rate, by embedding these matrices into Wigner matrices of a larger order and using…

We study alternating minimization for matrix completion in the simplest possible setting: completing a rank-one matrix from a revealed subset of the entries. We bound the asymptotic convergence rate by the variational characterization of…