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In this manuscript we give an extension of the classic Salem--Zygmund inequality for locally sub-Gaussian random variables. As an application, the concentration of the roots of a Kac polynomial is studied, which is the main contribution of…

概率论 · 数学 2023-05-05 Gerardo Barrera , Paulo Manrique

We study the lower tail behavior of the least singular value of an $n\times n$ random matrix $M_n := M+N_n$, where $M$ is a fixed complex matrix with operator norm at most $\exp(n^{c})$ and $N_n$ is a random matrix, each of whose entries is…

概率论 · 数学 2021-09-06 Vishesh Jain

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…

群论 · 数学 2024-10-15 Ofir Gorodetsky , Brad Rodgers

This paper is concerned with complex eigenvalues of truncated unitary quaternion matrices equipped with the Haar measure. The joint eigenvalue probability density function is obtained for truncations of any size. We also obtain the spectral…

数学物理 · 物理学 2021-11-04 Boris A. Khoruzhenko , Serhii Lysychkin

For a fixed $n\ge2$, consider an $n\times n$ matrix $M$ whose entries are random integers bounded by $k$ in absolute value. In this paper, we examine the probability that $M$ is singular (hence has eigenvalue 0), and the probability that…

数论 · 数学 2007-12-20 Greg Martin , Erick B. Wong

Consider a random matrix $H:\mathbb{R}^n\longrightarrow\mathbb{R}^m$. Let $D\geq2$ and let $\{W_l\}_{l=1}^{p}$ be a set of $k$-dimensional affine subspaces of $\mathbb{R}^n$. We ask what is the probability that for all $1\leq l\leq p$ and…

泛函分析 · 数学 2013-08-14 Alon Dmitriyuk , Yehoram Gordon

Let $p$ be a multilinear polynomial in several non-commuting variables with coefficients in an arbitrary field $K$. Kaplansky conjectured that for any $n$, the image of $p$ evaluated on the set $M_n(K)$ of $n$ by $n$ matrices is either…

代数几何 · 数学 2013-12-17 Sergey Malev

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…

概率论 · 数学 2008-01-09 Laurent Bruneau , Francois Germinet

Let $p$ be a multilinear polynomial in several non-commuting variables with coefficients in a quadratically closed field $K$ of any characteristic. It has been conjectured that for any $n$, the image of $p$ evaluated on the set $M_n(K)$ of…

代数几何 · 数学 2017-12-05 Alexey Kanel-Belov , Sergey Malev , Louis Rowen

Let $U_n$ be an $n \times n$ Haar unitary matrix. In this paper, the asymptotic normality and independence of $\Tr U_n, \Tr U_n^2, ..., \Tr U_n^k$ are shown by using elementary methods. More generally, it is shown that the renormalized…

概率论 · 数学 2007-05-23 Denes Petz , Julia Reffy

The probability that there are $k$ real eigenvalues for an $n$ dimensional real random matrix is known. Here we study this for the case of products of independent random matrices. Relating the problem of the probability that the product of…

数学物理 · 物理学 2013-05-31 Arul Lakshminarayan

We study matrix integrals of the form $$\int_{\mathrm{USp(2n)}}\prod_{j=1}^k\mathrm{tr}(U^j)^{a_j}\mathrm d U,$$ where $a_1,\ldots,a_r$ are natural numbers and integration is with respect to the Haar probability measure. We obtain a compact…

概率论 · 数学 2024-09-10 Alexei Entin , Noam Pirani

We investigate real eigenvalues of real elliptic Ginibre matrices of size $n$, indexed by the parameter of asymmetry $\tau \in [0,1]$. In both the strongly and weakly non-Hermitian regimes, where $\tau \in [0,1)$ is fixed or…

概率论 · 数学 2025-10-27 Gernot Akemann , Sung-Soo Byun , Yong-Woo Lee

We study the probability distribution of the ratio between the second smallest and smallest eigenvalue in the $n\times n$ Laguerre Unitary Ensemble. The probability that this ratio is greater than $r>1$ is expressed in terms of an $n \times…

数学物理 · 物理学 2018-02-27 Max Atkin , Christophe Charlier , Stefan Zohren

In this paper, we exhibit explicitly a sequence of $2\times2$ matrix valued orthogonal polynomials with respect to a weight $W_{p,n}$, for any pair of real numbers $p$ and $n$ such that $0<p<n$. The entries of these polynomiales are…

表示论 · 数学 2016-04-22 Inés Pacharoni , Ignacio Zurrián

We study the probability that a random polynomial with integer coefficients is reducible when factored over the rational numbers. Using computer-generated data, we investigate a number of different models, including both monic and non-monic…

The determination of the density functions for products of random elements from specified classes of matrices is a basic problem in random matrix theory and is also of interest in theoretical physics. For connected simple Lie groups of…

表示论 · 数学 2007-05-23 Jafar Shaffaf

This paper is motivated by basic complexity and probability questions about permanents of random matrices over finite fields, and in particular, about properties separating the permanent and the determinant. Fix $q = p^m$ some power of an…

计算复杂性 · 计算机科学 2025-12-05 Fatemeh Ghasemi , Gal Gross , Swastik Kopparty

Motivated by the Koml\'os conjecture in combinatorial discrepancy, we study the discrepancy of random matrices with $m$ rows and $n$ independent columns drawn from a bounded lattice random variable. It is known that for $n$ tending to…

组合数学 · 数学 2018-10-19 Cole Franks , Michael Saks

We build a new probability measure on closed space and plane polygons. The key construction is a map, given by Knutson and Hausmann using the Hopf map on quaternions, from the complex Stiefel manifold of 2-frames in n-space to the space of…

微分几何 · 数学 2019-10-23 Jason Cantarella , Tetsuo Deguchi , Clayton Shonkwiler