Related papers: Concentration of permanent estimators for certain …

We study the joint limit distribution of the $k$ largest eigenvalues of a $p\times p$ sample covariance matrix $XX^\T$ based on a large $p\times n$ matrix $X$. The rows of $X$ are given by independent copies of a linear process,…

We consider $n\times n$ random matrices $M_{n}=\sum_{\alpha =1}^{m}{\tau _{\alpha }}\mathbf{y}_{\alpha }\otimes \mathbf{y}_{\alpha }$, where $\tau _{\alpha }\in \mathbb{R}$, $\{\mathbf{y}_{\alpha }\}_{\alpha =1}^{m}$ are i.i.d. isotropic…

This study introduces a novel estimation method for the entries and structure of a matrix $A$ in the linear factor model $\mathbf{X} = A\textbf{Z} + \textbf{E}$. This is applied to an observable vector $\mathbf{X} \in \mathbb{R}^d$ with…

We show an algorithm for computing the permanent of a random matrix with vanishing mean in quasi-polynomial time. Among special cases are the Gaussian, and biased-Bernoulli random matrices with mean 1/lnln(n)^{1/8}. In addition, we can…

We consider n by n real matrices whose entries are non-degenerate random variables that are independent but non necessarily identically distributed, and show that the probability that such a matrix is singular is O(1/sqrt{n}). The purpose…

Suppose $X$ is an $N \times n$ complex matrix whose entries are centered, independent, and identically distributed random variables with variance $1/n$ and whose fourth moment is of order ${\mathcal O}(n^{-2})$. In the first part of the…

We prove, under different natural hypotheses, that the random multidimensional affine recursion $X_n=A_nX_{n-1}+B_n\in\mathbb{R}^d, n \geq 1,$ is recurrent in the critical case. In particular we cover the cases where the matrices $A_n$ are…

We obtain concentration and large deviation for the sums of independent and identically distributed random variables with heavy-tailed distributions. Our concentration results are concerned with random variables whose distributions satisfy…

We consider two ensembles of nxn matrices. The first is the set of all nxn matrices with entries zeroes and ones such that all column sums and all row sums equal r, uniformly weighted. The second is the set of nxn matrices with zero and one…

Let $\mathscr{U}(n,\tau)$ be the set of all {\rm(0,1)}-matrices of order $n$ with exactly $\tau$ 0's. Brualdi et al. investigated the maximum permanents of all matrices in $\mathscr{U}(n,\tau)$(R.A. Brualdi, J.L. Goldwasser, T.S. Michael,…

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 consider two $n\times n$ non-Hermitian random matrices such that the $ij$th entry of one matrix is correlated with the $ij$th entry of the other matrix. However, the entries of any particular matrix are i.i.d. random variables. We study…

For an $n\times n$ diagonally dominant matrix $T=(t_{i,j})_{n\times n}$ with positive elements satisfying certain bounding conditions, we propose to use a diagonal matrix $S=(s_{i,j})_{n\times n}$ to approximate the inverse of $T$, where…

Let $A_n=(a_0,a_1,\dots,a_{n-1})$ be drawn uniformly at random from $\{-1,+1\}^n$ and define \[ M(A_n)=\max_{0<u<n}\,\Bigg|\sum_{j=0}^{n-u-1}a_ja_{j+u}\Bigg|\quad\text{for $n>1$}. \] It is proved that $M(A_n)/\sqrt{n\log n}$ converges in…

For an $n$-dimensional real-valued centered Gaussian random vector $(X_1,\ldots,X_n)$ with any covariance matrix, the following moment product conjecture is proved in this paper \[ \mathbb{E}\prod_{j=1}^nX_j^{2m_j}\geq…

Given an implicit $n\times n$ matrix $A$ with oracle access $x^TA x$ for any $x\in \mathbb{R}^n$, we study the query complexity of randomized algorithms for estimating the trace of the matrix. This problem has many applications in quantum…

Let $G$ be an $N \times N$ real matrix whose entries are independent identically distributed standard normal random variables $G_{ij} \sim \mathcal{N}(0,1)$. The eigenvalues of such matrices are known to form a two-component system…

The problem we concentrate on is as follows: given (1) a convex compact set $X$ in ${\mathbb{R}}^n$, an affine mapping $x\mapsto A(x)$, a parametric family $\{p_{\mu}(\cdot)\}$ of probability densities and (2) $N$ i.i.d. observations of the…

Let $ p_n(x) $ be a random polynomial of degree $n$ and $\{Z^{(n)}_j\}_{j=1}^n$ and $\{X^{n, k}_j\}_{j=1}^{n-k}, k<n$, be the zeros of $p_n$ and $p_n^{(k)}$, the $k$th derivative of $p_n$, respectively. We show that if the linear statistics…

In this work, we study the discrete observables $$E_k = \sum_{i,j=1}^n (i-j)^k A_{i,j}$$ associated with $n\times n$ alternating sign matrices $A = (A_{i,j})$. This work develops exact formulas for expectations using Bernoulli polynomials,…