相关论文: The Littlewood-Offord Problem and invertibility of…

We derive efficient recursive formulas giving the exact distribution of the largest eigenvalue for finite dimensional real Wishart matrices and for the Gaussian Orthogonal Ensemble (GOE). In comparing the exact distribution with the…

Gaussian comparison theorems are useful tools in probability theory; they are essential ingredients in the classical proofs of many results in empirical processes and extreme value theory. More recently, they have been used extensively in…

This article concerns the non-asymptotic analysis of the singular values (and Lyapunov exponents) of Gaussian matrix products in the regime where $N,$ the number of term in the product, is large and $n,$ the size of the matrices, may be…

Randomized algorithms and data structures are often analyzed under the assumption of access to a perfect source of randomness. The most fundamental metric used to measure how "random" a hash function or a random number generator is, is its…

We consider the least singular value of $M = R^* X T + U^* YV$, where $R,T,U,V$ are independent Haar-distributed unitary matrices and $X, Y$ are deterministic diagonal matrices. Under weak conditions on $X$ and $Y$, we show that the…

Consider the Euclidean traveling salesman problem with $n$ random points on the plane. Suppose that one of the points is shifted to a new random location. This gives us a new optimal path. Consider such shifts for each of the $n$ points. Do…

We study the gaps between consecutive singular values of random rectangular matrices. Specifically, if $M$ is an $n \times p$ random matrix with independent and identically distributed entries and $\Sigma$ is a $n \times n$ deterministic…

Let $\a$ be a complex random variable with mean zero and bounded variance. Let $N_{n}$ be the random matrix of size $n$ whose entries are iid copies of $\a$ and $M$ be a fixed matrix of the same size. The goal of this paper is to give a…

This papers contains two results concerning random $n \times n$ Bernoulli matrices. First, we show that with probability tending to one the determinant has absolute value $\sqrt {n!} \exp(O(\sqrt(n log n)))$. Next, we prove a new upper…

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…

We prove two universality results for random tensors of arbitrary rank D. We first prove that a random tensor whose entries are N^D independent, identically distributed, complex random variables converges in distribution in the large N…

For certain natural families of topologies, we study continuity and stability of statistical properties of random walks on linear groups over local fields. We extend large deviation results known in the Archimedean case to non-Archimedean…

Consider the problem of matching two independent i.i.d. samples of size $N$ from two distributions $P$ and $Q$ in $\mathbb{R}^d$. For an arbitrary continuous cost function, the optimal assignment problem looks for the matching that…

Given a random quantum state of multiple distinguishable or indistinguishable particles, we provide an effective method, rooted in symplectic geometry, to compute the joint probability distribution of the eigenvalues of its one-body reduced…

For an $n\times n$ Laplacian random matrix $L$ with Gaussian entries it is proven that the fluctuations of the largest eigenvalue and the largest diagonal entry of $L/\sqrt{n-1}$ are Gumbel. We first establish suitable non-asymptotic…

Let $\sigma_n(\cdot)$ denote the least singular value of a $n \times n$ matrix. It is well-known that $\mathbb{P}[\sigma_n(A) \le \varepsilon] \le \varepsilon n$ if $A$ is drawn from the real Ginibre ensemble of $n \times n$ matrices and…

In 2000, Vu proved that the number of solutions of $x_1^k + \cdots + x_s^k = N$ in an arbitrary box satisfies the expected Hardy--Littlewood upper bound with a power-saving error term, for $s \geq O(8^k k^3)$. We show that one may take…

Gradient-based (a.k.a. `first order') optimization algorithms are routinely used to solve large scale non-convex problems. Yet, it is generally hard to predict their effectiveness. In order to gain insight into this question, we revisit the…

We study problems with stochastic uncertainty information on intervals for which the precise value can be queried by paying a cost. The goal is to devise an adaptive decision tree to find a correct solution to the problem in consideration…

We show that several versions of Floyd and Rivest's improved algorithm Select for finding the $k$th smallest of $n$ elements require at most $n+\min\{k,n-k\}+O(n^{1/2}\ln^{1/2}n)$ comparisons on average and with high probability. This…