相关论文: On the real Davies' conjecture

We compute exact asymptotic of the statistical density of random matrices belonging to the Generalized Gaussian orthogonal, unitary and symplectic ensembles such that there no eigenvalues in the interval $[\sigma, +\infty[$. In particular,…

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…

Let $A$ be the adjacency matrix of a uniformly random $d$-regular digraph on $n$ vertices, and suppose that $\min(d,n-d)\geq\lambda n$. We show that for any $\kappa \geq 0$, \[\mathbb{P}[s_n(A)\leq\kappa]\leq…

Let $d\geq 3$ be fixed and $G$ be a large random $d$-regular graph on $n$ vertices. We show that if $n$ is large enough then the entry distribution of every almost eigenvector $v$ of $G$ (with entry sum 0 and normalized to have length…

Consider a $n \times n$ matrix from the Gaussian Unitary Ensemble (GUE). Given a finite collection of bounded disjoint real Borel sets $(\Delta_{i,n},\ 1\leq i\leq p)$, properly rescaled, and eventually included in any neighbourhood of the…

We prove that with high probability, every eigenvector of a random matrix is delocalized in the sense that any subset of its coordinates carries a non-negligible portion of its $\ell_2$ norm. Our results pertain to a wide class of random…

We prove an optimal estimate on the smallest singular value of a random subgaussian matrix, valid for all fixed dimensions. For an N by n matrix A with independent and identically distributed subgaussian entries, the smallest singular value…

In an instance of the minimum eigenvalue problem, we are given a collection of $n$ vectors $v_1,\ldots, v_n \subset {\mathbb{R}^d}$, and the goal is to pick a subset $B\subseteq [n]$ of given vectors to maximize the minimum eigenvalue of…

How many samples are sufficient to guarantee that the eigenvectors and eigenvalues of the sample covariance matrix are close to those of the actual covariance matrix? For a wide family of distributions, including distributions with finite…

We consider $N\times N$ non-Hermitian random matrices of the form $X+A$, where $A$ is a general deterministic matrix and $\sqrt{N}X$ consists of independent entries with zero mean, unit variance, and bounded densities. For this ensemble, we…

For a finite set $A\subset \mathbb{R}^d$, let $\Delta(A)$ denote the spread of $A$, which is the ratio of the maximum pairwise distance to the minimum pairwise distance. For a positive integer $n$, let $\gamma_d(n)$ denote the largest…

We obtain a tail bound for the least non-zero singular value of $A-z$ when $A$ is a random matrix and $z$ is an eigenvalue of $A$ in a neighbourhood of a given point $z_0$ in the bulk of the spectrum. The argument relies on a resolvent…

We study the problem of estimating an unknown vector $\theta$ from an observation $X$ drawn according to the normal distribution with mean $\theta$ and identity covariance matrix under the knowledge that $\theta$ belongs to a known closed…

Let $A$ be an $n\times n$ real matrix, and let $M$ be an $n\times n$ random matrix whose entries are i.i.d sub-Gaussian random variables with mean $0$ and variance $1$. We make two contributions to the study of $s_n(A+M)$, the smallest…

We consider an $n\times n$ matrix of independent real Gaussian random variables and determine the asymptotic distribution of the smallest gaps between complex eigenvalues.

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 =…

Let $A$ be a $n \times n$ symmetric matrix with $(A_{i,j})_{i\leq j} $, independent and identically distributed according to a subgaussian distribution. We show that $$\mathbb{P}(\sigma_{\min}(A) \leq \varepsilon/\sqrt{n}) \leq C…

It is well known that the set of all $ n \times n $ matrices with distinct eigenvalues is a dense subset of the set of all real or complex $ n \times n $ matrices. In [Hartfiel, D. J. Dense sets of diagonalizable matrices. Proc. Amer. Math.…

In this paper, we prove that an $n\times n$ matrix $A$ with independent centered subgaussian entries satisfies \[ s_{n+1-l}(A) \le C_1t \frac{l}{\sqrt{n}} \] with probability at least $1-\exp(-C_2tl)$. This yields $s_{n-l}(A) \sim…

We give a proof of the conjecture of Nelson and Nguyen [FOCS 2013] on the optimal dimension and sparsity of oblivious subspace embeddings, up to sub-polylogarithmic factors: For any $n\geq d$ and $\epsilon\geq d^{-O(1)}$, there is a random…