相关论文: The spectral norm of Gaussian matrices with correl…
A highly non-gaussian cosmological perturbation with a flat spectrum has unusual stochastic properties. We show that they depend on the size of the box within which the perturbation is defined, but that for a typical observer the parameters…
We obtain sequences of inclusion sets for the spectrum, essential spectrum, and pseudospectrum of banded, in general non-normal, matrices of finite or infinite size. Each inclusion set is the union of the pseudospectra of certain…
Processes with almost periodic covariance functions have spectral mass on lines parallel to the diagonal in the two-dimensional spectral plane. Methods have been given for estimation of spectral mass on the lines of spectral concentration…
We consider the spectrum of additive, polynomially vanishing random perturbations of deterministic matrices, as follows. Let $M_N$ be a deterministic $N\times N$ matrix, and let $G_N$ be a complex Ginibre matrix. We consider the matrix…
In this paper we investigate the spectral norm for circulant matrices, whose entries are modified Fibonacci numbers and Lucas numbers. We obtain the identity estimations for the spectral norms. Some numerical test results are listed to…
We derive the exponential as well as power decreasing tail estimations for normed sums of centered independent identical distributed (or not) random variables on the Khintchine's form. We consider arbitrary, in particular, non-Rademacher's…
Recently, Chernozhukov, Chetverikov, and Kato [Ann. Statist. 42 (2014) 1564--1597] developed a new Gaussian comparison inequality for approximating the suprema of empirical processes. This paper exploits this technique to devise sharp…
We establish a central limit theorem for the unnormalized linear statistic of the Gaussian Unitary Ensemble under optimal conditions: the linear statistics converges if and only if the expression for the limiting variance is finite.
We bound the second eigenvalue of random $d$-regular graphs, for a wide range of degrees $d$, using a novel approach based on Fourier analysis. Let $G_{n, d}$ be a uniform random $d$-regular graph on $n$ vertices, and let $\lambda (G_{n,…
We present a quantifier of non-classical correlations for bipartite, multi-mode Gaussian states. It is derived from the Discriminating Strength measure, introduced for finite dimensional systems in A. Farace et al., New. J. Phys. 16, 073010…
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…
We study an "inner-product kernel" random matrix model, whose empirical spectral distribution was shown by Xiuyuan Cheng and Amit Singer to converge to a deterministic measure in the large $n$ and $p$ limit. We provide an interpretation of…
The inverse covariance matrix provides considerable insight for understanding statistical models in the multivariate setting. In particular, when the distribution over variables is assumed to be multivariate normal, the sparsity pattern in…
Previously, we derived exact relationships between the properties of a linear time-invariant control system and properties of an anomaly detector that quantified the impact an attacker can have on the system if that attacker aims to remain…
In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parametrized non-extensive statistics power-law distribution are investigated. In the limit as q->1 the well known Gaussian…
We give upper and lower bounds for the spectral radius of a nonnegative matrix by using its average 2-row sums, and characterize the equality cases if the matrix is irreducible. We also apply these bounds to various nonnegative matrices…
The noncentral Wishart distribution has become more mainstream in statistics as the prevalence of applications involving sample covariances with underlying multivariate Gaussian populations as dramatically increased since the advent of…
Given an unbalanced open quantum graph, we derive a formula relating sums over its scattering resonances with integrals outside a strip. We deduce lower bounds on the number of resonances (in bounded regions of the complex plane),that are…
We consider the following detection problem: given a realization of a symmetric matrix ${\mathbf{X}}$ of dimension $n$, distinguish between the hypothesis that all upper triangular variables are i.i.d. Gaussians variables with mean 0 and…
Spectral properties of random matrices play an important role in statistics, machine learning, communications, and many other areas. Engaging results regarding the convergence of the empirical spectral distribution (ESD) and the…