Related papers: On the spectral norm of a random Toeplitz matrix
The classical random matrix theory is mostly focused on asymptotic spectral properties of random matrices as their dimensions grow to infinity. At the same time many recent applications from convex geometry to functional analysis to…
We consider the spectrum of random Laplacian matrices of the form $L_n=A_n-D_n$ where $A_n$ is a real symmetric random matrix and $D_n$ is a diagonal matrix whose entries are equal to the corresponding row sums of $A_n$. If $A_n$ is a…
Exact evaluation of $<{\rm Tr} S^p>$ is here performed for real symmetric matrices $S$ of arbitrary order $n$, up to some integer $p$, where the matrix entries are independent identically distributed random variables, with an arbitrary…
In this paper we consider ensemble of random matrices $\X_n$ with independent identically distributed vectors $(X_{ij}, X_{ji})_{i \neq j}$ of entries. Under assumption of finite fourth moment of matrix entries it is proved that empirical…
In this paper, we compute the spectral norms of the matrices related with integer squences and we give some example related with Fibonacci, Lucas, Pell and Perrin numbers.
We consider ensembles of real symmetric band matrices with entries drawn from an infinite sequence of exchangeable random variables, as far as the symmetry of the matrices permits. In general the entries of the upper triangular parts of…
Motivated by a problem in learning theory, we are led to study the dominant eigenvalue of a class of random matrices. This turns out to be related to the roots of the derivative of random polynomials (generated by picking their roots…
We consider m independent random rectangular matrices whose entries are independent and identically distributed standard complex Gaussian random variables. Assume the product of the m rectangular matrices is an n by n square matrix. The…
The variance conjecture in Asymptotic Convex Geometry stipulates that the Euclidean norm of a random vector uniformly distributed in a (properly normalised) high-dimensional convex body $K\subset {\mathbb R}^n$ satisfies a Poincar\'e-type…
We describe the asymptotics of the spectral norm of finite Toeplitz matrices generated by functions with Fisher-Hartwig singularities as the matrix dimension goes to infinity. In the case of positive generating functions, our result…
The spectra of random feature matrices provide essential information on the conditioning of the linear system used in random feature regression problems and are thus connected to the consistency and generalization of random feature models.…
We study the limiting behavior of smooth linear statistics of the spectrum of random permutation matrices in the mesoscopic regime, when the permutation follows one of the Ewens measures on the symmetric group. If we apply a smooth enough…
We consider $n\times n$ non-Hermitian random matrices with independent entries and a variance profile, as well as an additive deterministic diagonal deformation. We show that their empirical eigenvalue distribution converges to a limiting…
A spectral average which generalises the local spacing distribution of the eigenvalues of random $ N\times N $ hermitian matrices in the bulk of their spectrum as $ N\to\infty $ is known to be a $\tau$-function of the fifth Painlev\'e…
We present two sharp, closed-form empirical Bernstein inequalities for symmetric random matrices with bounded eigenvalues. By sharp, we mean that both inequalities adapt to the unknown variance in a tight manner: the deviation captured by…
By a theorem of Edrei, an infinite, normalised totally nonnegative upper-triangular Toeplitz matrix is determined by a pair of nonnegative parameter sequences, the `Schoenberg parameters', where nonzero parameters correspond to the roots…
For a large class of symmetric random matrices with correlated entries, selected from stationary random fields of centered and square integrable variables, we show that the limiting distribution of eigenvalue counting measure always exists…
Let $a$, $b$, $p$, $q$ be integers and~$(h_n)$ defined by $h_0=a$, $h_1=b$, $h_n=ph_{n-1}+qh_{n-2}$, $n=2,3,\dots$. Complementing to certain previously known results, we study the spectral norm of the circulant matrix corresponding to…
Random matrix theory allows for the deduction of stability criteria for complex systems using only a summary knowledge of the statistics of the interactions between components. As such, results like the well-known elliptical law are…
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…