Related papers: Uniform uncertainty principle for Bernoulli and su…

We investigate the sub-Gaussian property for almost surely bounded random variables. If sub-Gaussianity per se is de facto ensured by the bounded support of said random variables, then exciting research avenues remain open. Among these…

This note presents a new proof of an important result due to Bourgain and Tzafriri that provides a partial solution to the Kadison--Singer problem. The result shows that every unit-norm matrix whose entries are relatively small in…

Several recent works encourage the use of a Bayesian framework when assessing performance and fairness metrics of a classification algorithm in a supervised setting. We propose the Uncertainty Matters (UM) framework that generalizes a…

In this paper, we consider the problem of minimizing a linear functional subject to uncertain linear and bilinear matrix inequalities, which depend in a possibly nonlinear way on a vector of uncertain parameters. Motivated by recent results…

We show that, under mild assumptions, the spectrum of a sum of independent random matrices is close to that of the Gaussian random matrix whose entries have the same mean and covariance. This nonasymptotic universality principle yields…

The universality for the eigenvalue spacing statistics of generalized Wigner matrices was established in our previous work \cite{EYY} under certain conditions on the probability distributions of the matrix elements. A major class of…

Let $M$ be a random matrix chosen according to Haar measure from the unitary group $\mathrm{U}(n,\mathbb{C})$. Diaconis and Shahshahani proved that the traces of $M,M^2,\ldots,M^k$ converge in distribution to independent normal variables as…

Let $S$ be a punctured Riemann surface with Euler characteristic $\chi(S)<0$. For any unitary representation $\rho: \pi_1(S) \to U(N)$, we introduce its renormalized energy and its harmonic representatives, which are equivariant harmonic…

The Kahane--Salem--Zygmund inequality is a probabilistic result that guarantees the existence of special matrices with entries $1$ and $-1$ generating unimodular $m$-linear forms $A_{m,n}:\ell_{p_{1}}^{n}\times…

This paper is dedicated to the problem of verification of matrices for unitary similarity. For the case of nonderogatory matrices, we have been able to present the new solution for this problem based on geometric approach. The main…

In a recent paper the author proved a theorem to the effect that the matrix of normalized Euclidean distances on the set of specially distributed random points in the $n$-dimensional Euclidean space $\mathbb R^{n}$ with independent…

We give an elementary proof of a generalization of Bourgain and Tzafriri's Restricted Invertibility Theorem, which says roughly that any matrix with columns of unit length and bounded operator norm has a large coordinate subspace on which…

Complex Hermitian random matrices with a unitary symmetry can be distinguished by a weight function. When this is even, it is a known result that the distribution of the singular values can be decomposed as the superposition of two…

In this paper, we consider matrix completion from non-uniformly sampled entries including fully observed and partially observed columns. Specifically, we assume that a small number of columns are randomly selected and fully observed, and…

A Robinson similarity matrix is a symmetric matrix where the entry values on all rows and columns increase toward the diagonal. Decompose the Robinson matrix into the sum of k {0, 1}-matrices, then these k {0, 1}-matrices are the adjacency…

We apply the operation of random independent thinning on the eigenvalues of $n\times n$ Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenvalues, and we study the statistics of the eigenvalues of…

The class of norm-dependent Random Matrix Ensembles is studied in the presence of an external field. The probability density in those ensembles depends on the trace of the squared random matrices, but is otherwise arbitrary. An exact…

Let $T \colon M \to M$ be a nonuniformly expanding dynamical system, such as logistic or intermittent map. Let $v \colon M \to \mathbb{R}^d$ be an observable and $v_n = \sum_{k=0}^{n-1} v \circ T^k$ denote the Birkhoff sums. Given a…

The circular law asserts that the empirical distribution of eigenvalues of appropriately normalized $n\times n$ matrix with i.i.d. entries converges to the uniform measure on the unit disc as the dimension $n$ grows to infinity. Consider an…

We give an almost-complete description of orthogonal matrices $M$ of order $n$ that "rotate a non-negligible fraction of the Boolean hypercube $C_n=\{-1,1\}^n$ onto itself," in the sense that $$P_{x\in C_n}(Mx\in C_n) \ge n^{-C},\mbox{ for…