相关论文: Convergence of the spectral radius of a random mat…

The spectral gap of local random quantum circuits is a fundamental property that determines how close the moments of the circuit's unitaries match those of a Haar random distribution. When studying spectral gaps, it is common to bound these…

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 more then hundred years old Bernstein inequality states that the supremum norm of the derivative of a trigonometric polynomial of fixed degree can be bounded from above by supremum norm of the polynomial itself. The reversed Bernstein…

Ensembles of isotropic random matrices are defined by the invariance of the probability measure under the left (and right) multiplication by an arbitrary unitary matrix. We show that the multiplication of large isotropic random matrices is…

We prove an a priori lower bound for the pressure, or $p$-norm joint spectral radius, of a measure on the set of $d \times d$ real matrices which parallels a result of J. Bochi for the joint spectral radius. We apply this lower bound to…

We consider asymptotics of ratios of random characteristic polynomials associated with orthogonal polynomial ensembles. Under some natural conditions on the measure in the definition of the orthogonal polynomial ensemble we establish a…

We analyze statistical properties of complex eigenvalues of random matrices $\hat{A}$ close to unitary. Such matrices appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with…

Universality is one of the key concepts in understanding critical phenomena. However, for interacting inhomogeneous systems described by complex networks a clear understanding of the relevant parameters for universality is still missing.…

Let $\log^{2+\varepsilon} n \le d \le n/2$ for some fixed $\varepsilon \in (0,1)$, and let $M_n$ be an $n\times n$ random matrix with entries in ${0,1}$, where each row is independently and uniformly sampled from the set of all vectors in…

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…

The determinant of a skew-symmetric matrix has a canonical square root given by the Pfaffian. Similarly, the resultant of two reciprocal polynomials of even degree has a canonical square root given by their reciprocant. Computing the…

Let $X_1,X_2, \ldots $ be independent random uniform points in a bounded domain $A \subset \mathbb{R}^d$ with smooth boundary. Define the coverage threshold $R_n$ to be the smallest $r$ such that $A$ is covered by the balls of radius $r$…

It is known that increasing powers of a continuous random variable converge in distribution to Benford's law as the exponent approaches infinity. The rate of convergence has been estimated using Fourier analysis, but we present an…

After n random polarizations of Borel set on a sphere, its expected symmetric difference from a polar cap is bounded by C/n, where the constant depends on the dimension [arXiv:1104.4103]. We show here that this power law is best possible,…

Non-asymptotic theory of random matrices strives to investigate the spectral properties of random matrices, which are valid with high probability for matrices of a large fixed size. Results obtained in this framework find their applications…

The famous \emph{circular law} asserts that if $M_n$ is an $n \times n$ matrix with iid complex entries of mean zero and unit variance, then the empirical spectral distribution (ESD) of the normalized matrix $\frac{1}{\sqrt{n}} M_n$…

Random matrix theory is finding an increasing number of applications in the context of information theory and communication systems, especially in studying the properties of complex networks. Such properties include short-term and long-term…

Let $A$ and $B$ be two $N$ by $N$ deterministic Hermitian matrices and let $U$ be an $N$ by $N$ Haar distributed unitary matrix. It is well known that the spectral distribution of the sum $H=A+UBU^*$ converges weakly to the free additive…

Spherically symmetric random walks in arbitrary dimension $D$ can be described in terms of Gegenbauer (ultraspherical) polynomials. For example, Legendre polynomials can be used to represent the special case of two-dimensional spherically…

Let $M_n$ denote a random symmetric $n \times n$ matrix whose upper diagonal entries are independent and identically distributed Bernoulli random variables (which take values $1$ and $-1$ with probability $1/2$ each). It is widely…