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Let $\Gamma_n$ be an $n\times n$ Haar-invariant orthogonal matrix. Let $ Z_n$ be the $p\times q$ upper-left submatrix of $\Gamma_n,$ where $p=p_n$ and $q=q_n$ are two positive integers. Let $G_n$ be a $p\times q$ matrix whose $pq$ entries…

Probability · Mathematics 2017-04-19 Tiefeng Jiang , Yutao Ma

The topic of this paper is the asymptotic distribution of random orthogonal matrices distributed according to Haar measure. We examine the total variation distance between the joint distribution of the entries of $W_n$, the $p_n \times q_n$…

Probability · Mathematics 2019-02-01 Kathryn Stewart

In this work we study a version of the general question of how well a Haar distributed orthogonal matrix can be approximated by a random gaussian matrix. Here, we consider a gaussian random matrix $Y_n$ of order $n$ and apply to it the…

Probability · Mathematics 2016-11-11 Carlos E. González-Guillén , Carlos Palazuelos , Ignacio Villanueva

Let $M$ be a random matrix in the orthogonal group $\O_n$, distributed according to Haar measure, and let $A$ be a fixed $n\times n$ matrix over $\R$ such that $\tr(AA^t)=n$. Then the total variation distance of the random variable…

Probability · Mathematics 2010-05-18 Elizabeth Meckes

Let ${\Gamma}_n$ be an $n\times n$ Haar-invariant orthogonal matrix. Let ${ Z}_n$ be the $p\times q$ upper-left submatrix of ${\Gamma}_n$ and ${G}_n$ be a $p\times q$ matrix whose $pq$ entries are independent standard normals, where $p$ and…

Probability · Mathematics 2025-04-16 Yutong Chen , Yutao Ma , Shuhong Xie , Zhuoya Yao

Motivated by problems in controlled experiments, we study the discrepancy of random matrices with continuous entries where the number of columns $n$ is much larger than the number of rows $m$. Our first result shows that if $\omega(1) = m =…

Discrete Mathematics · Computer Science 2020-11-10 Paxton Turner , Raghu Meka , Philippe Rigollet

We present algorithms that break the $\tilde O(nr)$-independence-query bound for the Matroid Intersection problem for the full range of $r$; where $n$ is the size of the ground set and $r\leq n$ is the size of the largest common independent…

Data Structures and Algorithms · Computer Science 2021-05-13 Joakim Blikstad

We show that for an $n\times n$ random symmetric matrix $A_n$, whose entries on and above the diagonal are independent copies of a sub-Gaussian random variable $\xi$ with mean $0$ and variance $1$, \[\mathbb{P}[s_n(A_n) \le…

Probability · Mathematics 2020-11-05 Vishesh Jain , Ashwin Sah , Mehtaab Sawhney

Can the behavior of a random matrix be improved by modifying a small fraction of its entries? Consider a random matrix $A$ with i.i.d. entries. We show that the operator norm of $A$ can be reduced to the optimal order $O(\sqrt{n})$ by…

Probability · Mathematics 2017-11-02 Elizaveta Rebrova , Roman Vershynin

Let $A_N$ be distributed according to the Haar probability measure on the orthogonal group $\mathscr{O}(N)$ for each $N\in\mathbb{N}$. It is well-known that the upper left $m_N\times k_N$ block of $\sqrt{N}A_N$ with $m_Nk_N = o(N)$…

Probability · Mathematics 2025-09-30 Philipp Tuchel

In this paper we show that the largest possible size of a subset of $\mathbb{F}_q^n$ avoiding right angles, that is, distinct vectors $x,y,z$ such that $x-z$ and $y-z$ are perpendicular to each other is at most $O(n^{q-2})$. This improves…

Combinatorics · Mathematics 2020-12-16 Balázs Bursics , Dávid Matolcsi , Péter Pál Pach , Jakab Schrettner

We use a new method via $p$-Wasserstein bounds to prove Cram\'er-type moderate deviations in (multivariate) normal approximations. In the classical setting that $W$ is a standardized sum of $n$ independent and identically distributed…

Probability · Mathematics 2022-05-27 Xiao Fang , Yuta Koike

Let $A$ be an $n\times n$ random matrix whose entries are i.i.d. with mean $0$ and variance $1$. We present a deterministic polynomial time algorithm which, with probability at least $1-2\exp(-\Omega(\epsilon n))$ in the choice of $A$,…

Probability · Mathematics 2020-12-02 Vishesh Jain , Ashwin Sah , Mehtaab Sawhney

We consider the configuration model and the uniform simple graph with given degree sequence $\boldsymbol{d}=\left(d_i\right)_{i=1}^n$. We derive quantitative bounds for the errors in (i) joint normal-Poisson approximation to the numbers of…

Probability · Mathematics 2026-05-29 Ryo Imai

We consider a class of statistical estimation problems in which we are given a random data matrix ${\boldsymbol X}\in {\mathbb R}^{n\times d}$ (and possibly some labels ${\boldsymbol y}\in{\mathbb R}^n$) and would like to estimate a…

Computation · Statistics 2022-01-14 Andrea Montanari , Yuchen Wu

Let $S_n=I_1+\cdots+I_n$ be a sum of independent indicators $I_i$, with $p_i=\Pr(I_i=1)=1-\Pr(I_i=0)$, $i=1,\ldots,n$. It is well-known that the total variation distance between $S_n$ and $Z_\lambda$, where $Z_\lambda$ has a Poisson…

Probability · Mathematics 2023-05-08 Nickos Papadatos

We establish the following two main results on order types of points in general position in the plane (realizable simple planar order types, realizable uniform acyclic oriented matroids of rank $3$): (a) The number of extreme points in an…

Computational Geometry · Computer Science 2022-06-09 Xavier Goaoc , Emo Welzl

We consider fast algorithms for monotone submodular maximization with a general matroid constraint. We present a randomized $(1 - 1/e - \epsilon)$-approximation algorithm that requires $\tilde{O}_{\epsilon}(\sqrt{r} n)$ independence oracle…

Data Structures and Algorithms · Computer Science 2024-05-02 Yusuke Kobayashi , Tatsuya Terao

We study the computational complexity of the optimal transport problem that evaluates the Wasserstein distance between the distributions of two K-dimensional discrete random vectors. The best known algorithms for this problem run in…

Optimization and Control · Mathematics 2022-10-17 Bahar Taşkesen , Soroosh Shafieezadeh-Abadeh , Daniel Kuhn , Karthik Natarajan

We study the largest eigenvalue of a Gaussian random symmetric matrix $X_n$, with zero-mean, unit variance entries satisfying the condition $\sup_{(i, j) \ne (i', j')}|\mathbb{E}[X_{ij} X_{i'j'}]| = O(n^{-(1 + \varepsilon)})$, where…

Probability · Mathematics 2025-02-10 Debapratim Banerjee , Soumendu Sundar Mukherjee , Dipranjan Pal
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