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Let $M_n$ be drawn uniformly from all $\pm 1$ symmetric $n \times n$ matrices. We show that the probability that $M_n$ is singular is at most $\exp(-c(n\log n)^{1/2})$, which represents a natural barrier in recent approaches to this…

概率论 · 数学 2020-11-06 Marcelo Campos , Matthew Jenssen , Marcus Michelen , Julian Sahasrabudhe

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

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…

概率论 · 数学 2020-11-05 Vishesh Jain , Ashwin Sah , Mehtaab Sawhney

In this paper, we investigate the invertibility of sparse symmetric matrices. We show that for an $n\times n$ sparse symmetric random matrix $A$ with $A_{ij} = \delta_{ij} \xi_{ij}$ is invertible with high probability. Here, $\delta_{ij}$s,…

概率论 · 数学 2018-04-26 Feng Wei

Let $M_n = (\xi_{ij})_{1 \leq i,j \leq n}$ be a real symmetric random matrix in which the upper-triangular entries $\xi_{ij}, i<j$ and diagonal entries $\xi_{ii}$ are independent. We show that with probability tending to 1, $M_n$ has no…

概率论 · 数学 2014-12-04 Terence Tao , Van Vu

We prove the conjecture about the probability that Pn of Bernulli +- 1 square matrix to be singular and asymptotic expansion of Pn.

概率论 · 数学 2025-10-28 Vladimir Blinovsky

Let $A_n$ be a random symmetric matrix with Bernoulli $\{\pm 1\}$ entries. For any $\kappa>0$ and two real numbers $\lambda_1,\lambda_2$ with a separation $|\lambda_1-\lambda_2|\geq \kappa n^{1/2}$ and both lying in the bulk…

概率论 · 数学 2025-04-23 Yi Han

We study n by n symmetric random matrices H, possibly discrete, with iid above-diagonal entries. We show that H is singular with probability at most exp(-n^c), and the spectral norm of the inverse of H is O(sqrt{n}). Furthermore, the…

概率论 · 数学 2014-03-05 Roman Vershynin

Let $p \in (0,1/2)$ be fixed, and let $B_n(p)$ be an $n\times n$ random matrix with i.i.d. Bernoulli random variables with mean $p$. We show that for all $t \ge 0$, \[\mathbb{P}[s_n(B_n(p)) \le tn^{-1/2}] \le C_p t + 2n(1-p)^{n} + C_p…

概率论 · 数学 2021-05-07 Vishesh Jain , Ashwin Sah , Mehtaab Sawhney

Let $M_n$ be a class of symmetric sparse random matrices, with independent entries $M_{ij} = \delta_{ij} \xi_{ij}$ for $i \leq j$. $\delta_{ij}$ are i.i.d. Bernoulli random variables taking the value $1$ with probability $p \geq…

概率论 · 数学 2018-02-20 Kyle Luh , Van Vu

We study the singularity probability of n*n random matrices with i.i.d. entries from highly biased discrete distributions. We obtain sharp non-asymptotic bounds for this probability and derive estimates on the least singular values. Our…

概率论 · 数学 2025-12-12 Zeyan Song

We consider a class of sparse random matrices of the form $A_n =(\xi_{i,j}\delta_{i,j})_{i,j=1}^n$, where $\{\xi_{i,j}\}$ are i.i.d.~centered random variables, and $\{\delta_{i,j}\}$ are i.i.d.~Bernoulli random variables taking value $1$…

概率论 · 数学 2017-02-06 Anirban Basak , Mark Rudelson

Let A be a matrix whose entries are real i.i.d. centered random variables with unit variance and suitable moment assumptions. Then the smallest singular value of A is of order n^{-1/2} with high probability. The lower estimate of this type…

概率论 · 数学 2016-12-23 Mark Rudelson , Roman Vershynin

Let $M_n$ be an $n\times n$ random matrix with i.i.d. Bernoulli(p) entries. We show that there is a universal constant $C\geq 1$ such that, whenever $p$ and $n$ satisfy $C\log n/n\leq p\leq C^{-1}$, \begin{align*} {\mathbb…

概率论 · 数学 2020-04-08 Alexander E. Litvak , Konstantin E. Tikhomirov

In this paper we consider Wigner random matrices -- symmetric n by n random matrices whose entries are independent identically distributed real random variables. We prove that the probability distribution of one or several eigenvalues close…

数学物理 · 物理学 2017-11-29 Anastasia A. Ruzmaikina

A well-known result in random matrix theory, proven by Kahn, Koml\'os and Szemer\'edi in 1995, states that a square random matrix with i.i.d. uniform $\{\pm 1\}$ entries is invertible with probability $1-\exp(-\Omega(n))$. As a natural…

概率论 · 数学 2026-02-20 Yi Han

Two results concerning the number of threshold functions $P(2, n)$ and the probability ${\mathbb P}_n$ that a random $n\times n$ Bernoulli matrix is singular are established. We introduce a supermodular function $\eta^{\bigstar}_n : 2^{{\bf…

组合数学 · 数学 2021-11-02 Anwar A. Irmatov

We prove two basic conjectures on the distribution of the smallest singular value of random n times n matrices with independent entries. Under minimal moment assumptions, we show that the smallest singular value is of order n^{-1/2}, which…

概率论 · 数学 2016-12-23 Mark Rudelson , Roman Vershynin

We prove the universal asymptotically almost sure non-singularity of general Ginibre and Wigner ensembles of random matrices when the distribution of the entries are independent but not necessarily identically distributed and may depend on…

概率论 · 数学 2016-02-22 Paulo Manrique , Victor Pérez-Abreu , Rahul Roy

Statistical properties of non--symmetric real random matrices of size $M$, obtained as truncations of random orthogonal $N\times N$ matrices are investigated. We derive an exact formula for the density of eigenvalues which consists of two…

统计力学 · 物理学 2010-10-21 Boris A. Khoruzhenko , Hans-Juergen Sommers , Karol Zyczkowski