No Arabic abstract
Let $xi$ be a non-constant real-valued random variable with finite support, and let $M_{n}(xi)$ denote an $ntimes n$ random matrix with entries that are independent copies of $xi$. For $xi$ which is not uniform on its support, we show that begin{align*} mathbb{P}[M_{n}(xi)text{ is singular}] &= mathbb{P}[text{zero row or column}] + (1+o_n(1))mathbb{P}[text{two equal (up to sign) rows or columns}], end{align*} thereby confirming a folklore conjecture. As special cases, we obtain: (1) For $xi = text{Bernoulli}(p)$ with fixed $p in (0,1/2)$, [mathbb{P}[M_{n}(xi)text{ is singular}] = 2n(1-p)^{n} + (1+o_n(1))n(n-1)(p^2 + (1-p)^2)^{n},] which determines the singularity probability to two asymptotic terms. Previously, no result of such precision was available in the study of the singularity of random matrices. (2) For $xi = text{Bernoulli}(p)$ with fixed $p in (1/2,1)$, [mathbb{P}[M_{n}(xi)text{ is singular}] = (1+o_n(1))n(n-1)(p^2 + (1-p)^2)^{n}.] Previously, only the much weaker upper bound of $(sqrt{p} + o_n(1))^{n}$ was known due to the work of Bourgain-Vu-Wood. For $xi$ which is uniform on its support: (1) We show that begin{align*} mathbb{P}[M_{n}(xi)text{ is singular}] &= (1+o_n(1))^{n}mathbb{P}[text{two rows or columns are equal}]. end{align*} (2) Perhaps more importantly, we provide a sharp analysis of the contribution of the `compressible part of the unit sphere to the lower tail of the smallest singular value of $M_{n}(xi)$.
Let $M_n$ be a random $ntimes n$ matrix with i.i.d. $text{Bernoulli}(1/2)$ entries. We show that for fixed $kge 1$, [lim_{nto infty}frac{1}{n}log_2mathbb{P}[text{corank }M_nge k] = -k.]
Very sparse random graphs are known to typically be singular (i.e., have singular adjacency matrix), due to the presence of low-degree dependencies such as isolated vertices and pairs of degree-1 vertices with the same neighbourhood. We prove that these kinds of dependencies are in some sense the only causes of singularity: for constants $kge 3$ and $lambda > 0$, an ErdH os--Renyi random graph $Gsimmathbb{G}(n,lambda/n)$ with $n$ vertices and edge probability $lambda/n$ typically has the property that its $k$-core (its largest subgraph with minimum degree at least $k$) is nonsingular. This resolves a conjecture of Vu from the 2014 International Congress of Mathematicians, and adds to a short list of known nonsingularity theorems for extremely sparse random matrices with density $O(1/n)$. A key aspect of our proof is a technique to extract high-degree vertices and use them to boost the rank, starting from approximate rank bounds obtainable from (non-quantitative) spectral convergence machinery due to Bordenave, Lelarge and Salez.
In this paper, we study random matrix models which are obtained as a non-commutative polynomial in random matrix variables of two kinds: (a) a first kind which have a discrete spectrum in the limit, (b) a second kind which have a joint limiting distribution in Voiculescus sense and are globally rotationally invariant. We assume that each monomial constituting this polynomial contains at least one variable of type (a), and show that this random matrix model has a set of eigenvalues that almost surely converges to a deterministic set of numbers that is either finite or accumulating to only zero in the large dimension limit. For this purpose we define a framework (cyclic monotone independence) for analyzing discrete spectra and develop the moment method for the eigenvalues of compact (and in particular Schatten class) operators. We give several explicit calculations of discrete eigenvalues of our model.
We study the singularity probability of random integer matrices. Concretely, the probability that a random $n times n$ matrix, with integer entries chosen uniformly from ${-m,ldots,m}$, is singular. This problem has been well studied in two regimes: large $n$ and constant $m$; or large $m$ and constant $n$. In this paper, we extend previous techniques to handle the regime where both $n,m$ are large. We show that the probability that such a matrix is singular is $m^{-cn}$ for some absolute constant $c>0$. We also provide some connections of our result to coding theory.
We survey recent mathematical results about the spectrum of random band matrices. We start by exposing the Erd{H o}s-Schlein-Yau dynamic approach, its application to Wigner matrices, and extension to other mean-field models. We then introduce random band matrices and the problem of their Anderson transition. We finally describe a method to obtain delocalization and universality in some sparse regimes, highlighting the role of quantum unique ergodicity.