相关论文: Concentration of permanent estimators for certain …
We consider the following natural question. Given a matrix $A$ with i.i.d. random entries, what are the moments of the determinant of $A$? In other words, what is $\mathbb{E}[\det(A)^k]$? While there is a general expression for…
In the first part we study critical points of random polynomials. We choose two deterministic sequences of complex numbers,whose empirical measures converge to the same probability measure in complex plane. We make a sequence of polynomials…
Given two positive integers $n$ and $k$ and a parameter $t\in (0,1)$, we choose at random a vector subspace $V_{n}\subset \mathbb{C}^{k}\otimes\mathbb{C}^{n}$ of dimension $N\sim tnk$. We show that the set of $k$-tuples of singular values…
In this paper, we consider a strongly-repelling model of $n$ ordered particles $\{e^{i \theta_j}\}_{j=0}^{n-1}$ with the density $p({\theta_0},\cdots, \theta_{n-1})=\frac{1}{Z_n} \exp \left\{-\frac{\beta}{2}\sum_{j \neq k} \sin^{-2} \left(…
Let $Q_n(x)=\sum_{i=0}^{n} A_{i}x^{i}$ be a random algebraic polynomial where the coefficients $A_0,A_1,... $ form a sequence of centered Gaussian random variables. Moreover, assume that the increments $\Delta_j=A_j-A_{j-1}$, $j=0,1,2,...$…
Let $m,n>1$ be integers and $\mathbb{P}_{n,m}$ be the point set of the projective $(n-1)$-space (defined by [2]) over the ring $\mathbb{Z}_m$of integers modulo $m$. Let $A_{n,m}=(a_{uv})$ be the matrix with rows and columns being labeled by…
Consider a large linear system where $A_n$ is a $n\times n$ matrix with independent real standard Gaussian entries, $\boldsymbol{1}_n$ is a $n\times 1$ vector of ones and with unknown the $n\times 1$ vector $\boldsymbol{x}_n$…
Consider a random polynomial $Q_n$ of degree $n+1$ whose zeroes are i.i.d. random variables $\xi_0,\xi_1,\ldots,\xi_n$ in the complex plane. We study the pairing between the zeroes of $Q_n$ and its critical points, i.e. the zeroes of its…
We derive concentration inequalities for the spectral measure of large random matrices, allowing for certain forms of dependence. Our main focus is on empirical covariance (Wishart) matrices, but general symmetric random matrices are also…
We give an almost-complete description of orthogonal matrices $M$ of order $n$ that "rotate a non-negligible fraction of the Boolean hypercube $C_n=\{-1,1\}^n$ onto itself," in the sense that $$P_{x\in C_n}(Mx\in C_n) \ge n^{-C},\mbox{ for…
We present a concentration inequality for linear functionals of noncommutative polynomials in random matrices. Our hypotheses cover most standard ensembles, including Gaussian matrices, matrices with independent uniformly bounded entries…
Let $(A_n)_{n\in\mathbb{N}}$ be a stationary sequence of topical (i.e., isotone and additively homogeneous) operators. Let $x(n,x_0)$ be defined by $x(0,x_0)=x_0$ and $x(n+1,x_0)=A_nx(n,x_0)$. It can model a wide range of systems including…
We study sets of the form $A = \big\{ n \in \mathbb N \big| \lVert p(n) \rVert_{\mathbb R / \mathbb Z} \leq \varepsilon(n) \big\}$ for various real valued polynomials $p$ and decay rates $\varepsilon$. In particular, we ask when such sets…
Let $A$ be an $n \times n$ random matrix with iid entries over a finite field of order $q$. Suppose that the entries do not take values in any additive coset of the field with probability greater than $1 - \alpha$ for some fixed $0 < \alpha…
For a large $n\times m$ Gaussian matrix, we compute the joint statistics, including large deviation tails, of generalized and total variance - the scaled log-determinant $H$ and trace $T$ of the corresponding $n\times n$ covariance matrix.…
The aim of this note is to provide a Master Theorem for some discrete divide and conquer recurrences: $$X_{n}=a_n+\sum_{j=1}^m b_j X_{\lfloor{\frac{n}{m_j}}\rfloor},$$ where the $m_i$'s are integers with $m_i\ge 2$. The main novelty of this…
We prove an estimate on the smallest singular value of a multiplicatively and additively deformed random rectangular matrix. Suppose $n\le N \le M \le \Lambda N$ for some constant $\Lambda \ge 1$. Let $X$ be an $M\times n$ random matrix…
Let $\mathbf{W}\in\mathbb{C}^{n\times n}$ be a {\it single-spiked} Wishart matrix in the class $\mathbf{W}\sim \mathcal{CW}_n(m,\mathbf{I}_n+ \theta \mathbf{v}\mathbf{v}^\dagger) $ with $m\geq n$, where $\mathbf{I}_n$ is the $n\times n$…
The density of complex eigenvalues of random asymmetric $N\times N$ matrices is found in the large-$N$ limit. The matrices are of the form $H_0+A$ where $A$ is a matrix of $N^2$ independent, identically distributed random variables with…
Given an $n$-dimensional random vector $X^{(n)}$ , for $k < n$, consider its $k$-dimensional projection $\mathbf{a}_{n,k}X^{(n)}$, where $\mathbf{a}_{n,k}$ is an $n \times k$-dimensional matrix belonging to the Stiefel manifold…