Publication:5388761

Publication date: 20 April 2012

monograph; asymptotic behavior; Hermitian matrices; textbook; random matrices; central limit theorem; spectral distribution; operator norm; Stirling's formula; singular value; moment method; Bernoulli random matrices; semicircular law; characteristic function method; circular law; Gaussian orthogonal ensembles; Gaussian unitary ensembles; Ginibre formula; Wigner random matrix ensembles

Mathematics Subject Classification ID

60B20: Random matrices (probabilistic aspects)

15A18: Eigenvalues, singular values, and eigenvectors

15A60: Norms of matrices, numerical range, applications of functional analysis to matrix theory

15B57: Hermitian, skew-Hermitian, and related matrices

15B52: Random matrices (algebraic aspects)

15-02: Research exposition (monographs, survey articles) pertaining to linear algebra

15B35: Sign pattern matrices

Related Items

Non-asymptotic error controlled sparse high dimensional precision matrix estimation, Legendre duality of spherical and Gaussian spin glasses, Gap probabilities and Betti numbers of a random intersection of quadrics, Eigenvalue attraction, The X-ray transform for connections in negative curvature, Outliers in the single ring theorem, Singular values for products of complex Ginibre matrices with a source: hard edge limit and phase transition, Classical and free fourth moment theorems: universality and thresholds, The real Ginibre ensemble with \(k=O(n)\) real eigenvalues, On common diagonal Lyapunov solutions, An update on local universality limits for correlation functions generated by unitary ensembles, On the scaling limits of determinantal point processes with kernels induced by Sturm-Liouville operators, On the zeta Mahler measure function of the Jacobian determinant, condition numbers and the height of the generic discriminant, Sharp nonasymptotic bounds on the norm of random matrices with independent entries, Semicircle law for a matrix ensemble with dependent entries, Central limit theorem for linear eigenvalue statistics of elliptic random matrices, On the non-commutative fractional Wishart process, Cauchy-Binet for pseudo-determinants, Determinantal martingales and noncolliding diffusion processes, Around the circular law, Local semicircle law in the bulk for Gaussian \(\beta \)-ensemble, Singular values of products of Ginibre random matrices, multiple orthogonal polynomials and hard edge scaling limits, Distance between spectra of graphs, Probability density of quantum expectation values, Cleaning large correlation matrices: tools from random matrix theory, Inclusion of forbidden minors in random representable matroids, No-gaps delocalization for general random matrices, Eigenvectors of random matrices: A survey, Robust recovery of complex exponential signals from random Gaussian projections via low rank Hankel matrix reconstruction, On the eigenvalue process of a matrix fractional Brownian motion, Local semicircle law under fourth moment condition, Constructive regularization of the random matrix norm, Randomness and complexity in matrix groups, Minimax estimation in sparse canonical correlation analysis, Concentration of the mixed discriminant of well-conditioned matrices, Some obstacles in characterising the boundedness of bi-parameter singular integrals, Spectral concentration and greedy \(k\)-clustering, The dimension-free structure of nonhomogeneous random matrices, Chaos and random matrices in supersymmetric SYK, Semiclassical asymptotics of \(\mathrm {GL}_N(\mathbb C)\) tensor products and quantum random matrices, A spatial branch-and-cut method for nonconvex QCQP with bounded complex variables, Random perturbation of low rank matrices: improving classical bounds, A short proof of the Marchenko-Pastur theorem, Asymptotic Lyapunov exponents for large random matrices, Chaos, complexity, and random matrices, Delocalization and limiting spectral distribution of Erdős-Rényi graphs with constant expected degree, The spectral norm of random inner-product kernel matrices, Second-order matrix concentration inequalities, Noncommutative valuation of options, Rate-optimal perturbation bounds for singular subspaces with applications to high-dimensional statistics, Circular law for the sum of random permutation matrices, The sum of nonsingular matrices is often nonsingular, Book review of: A. Bose, Patterned random matrices, Recovering the structure of random linear graphs, The large-\(N\) limit for two-dimensional Yang-Mills theory, LLN for quadratic forms of long memory time series and its applications in random matrix theory, Semicircle law for generalized Curie-Weiss matrix ensembles at subcritical temperature, Optimality and sub-optimality of PCA. I: Spiked random matrix models, Empirical spectral distributions of sparse random graphs, Local limits for orthogonal polynomials for varying measures via universality, Eigenvectors of non normal random matrices, Traffic distributions of random band matrices, Asymptotic behavior of a sequence of conditional probability distributions and the canonical ensemble, A shrinkage approach to joint estimation of multiple covariance matrices, Approximate Spielman-Teng theorems for the least singular value of random combinatorial matrices, Metastability for the dilute Curie-Weiss model with Glauber dynamics, Spectral statistics of non-selfadjoint operators subject to small random perturbations, Recent advances on eigenvalues of matrix-valued stochastic processes, The spectral norm of random lifts of matrices, Deriving the central limit theorem from the de Moivre-Laplace theorem, A spectral signature of breaking of ensemble equivalence for constrained random graphs, Spectrum of heavy-tailed elliptic random matrices, Quantitative results for banded Toeplitz matrices subject to random and deterministic perturbations, Relative perturbation bounds with applications to empirical covariance operators, Optimal local law and central limit theorem for \(\beta\)-ensembles, Random perturbations of matrix polynomials, Robust and resource-efficient identification of two hidden layer neural networks, On the non-asymptotic concentration of heteroskedastic Wishart-type matrix, Schottky presentations of positive representations, Derandomized compressed sensing with nonuniform guarantees for \(\ell_1\) recovery, Wigner and Wishart ensembles for sparse Vinberg models, Uniform estimation in stochastic block models is slow, When a system of real quadratic equations has a solution, Smoothed analysis for tensor methods in unsupervised learning, Identifiability analysis of linear ordinary differential equation systems with a single trajectory, Norms of randomized circulant matrices, Towards sharp error analysis of extended Lagrangian molecular dynamics, On the speed and spectrum of mean-field random walks among random conductances, Large deviations for products of random two dimensional matrices, Entanglement entropy and Berezin-Toeplitz operators, On projective Kähler manifolds of partially positive curvature and rational connectedness, A note on species richness and the variance of epidemic severity, Quantum discrepancy: a non-commutative version of combinatorial discrepancy, Implicit regularization in nonconvex statistical estimation: gradient descent converges linearly for phase retrieval, matrix completion, and blind deconvolution, Almost sure Weyl law for quantized tori, The noise-sensitivity phase transition in spectral group synchronization over compact groups, On the local pairing behavior of critical points and roots of random polynomials, Concentration inequalities for random tensors, Toeplitz band matrices with small random perturbations, Random batch methods (RBM) for interacting particle systems, Unnamed Item, Upper Tails for Edge Eigenvalues of Random Graphs, A Random-Batch Monte Carlo Method for Many-Body Systems with Singular Kernels, Time Series Source Separation Using Dynamic Mode Decomposition, Spectrum of random perturbations of Toeplitz matrices with finite symbols, Information and Dimensionality of Anisotropic Random Geometric Graphs, Small Ball Probability for the Condition Number of Random Matrices, Regularized Linear Inversion with Randomized Singular Value Decomposition, Eigenvector delocalization for non‐Hermitian random matrices and applications, Optimal Design of Process Flexibility for General Production Systems, The Five Trolls Under the Bridge: Principal Component Analysis With Asynchronous and Noisy High Frequency Data, Large time behavior, bi-Hamiltonian structure, and kinetic formulation for a complex Burgers equation, Random matrices with exchangeable entries, Integral fluctuation relations for entropy production at stopping times, Gaussian Approximation of the Distribution of Strongly Repelling Particles on the Unit Circle, Conditional random matrix ensembles and the stability of dynamical systems, From axiomatics of quantum probability to modelling geological uncertainty and management of intelligent hydrocarbon reservoirs with the theory of open quantum systems, Spectral statistics of non-Hermitian random matrix ensembles, Tuning-parameter selection in regularized estimations of large covariance matrices, REGULARIZATION OF NON-NORMAL MATRICES BY GAUSSIAN NOISE—THE BANDED TOEPLITZ AND TWISTED TOEPLITZ CASES, Principal Component Analysis of High-Frequency Data, Parameter Estimation and Variable Selection for Big Systems of Linear Ordinary Differential Equations: A Matrix-Based Approach, Random Spectrahedra, Random matrices and the average topology of the intersection of two quadrics, Low Permutation-rank Matrices: Structural Properties and Noisy Completion, The Smith Normal Form Distribution of A Random Integer Matrix, Matrix Poincaré, Φ-Sobolev inequalities, and quantum ensembles, Neural Network Spectral Robustness under Perturbations of the Underlying Graph, The Golden-Thompson inequality: Historical aspects and random matrix applications, From Boltzmann to random matrices and beyond, Nonlinear random matrix theory for deep learning, Exact equivalences and phase discrepancies between random matrix ensembles, Spectra of adjacency and Laplacian matrices of inhomogeneous Erdős–Rényi random graphs, Spectral distributions of periodic random matrix ensembles, Fractional free convolution powers, Spectral theory of sparse non-Hermitian random matrices, Matrix Kesten recursion, inverse-Wishart ensemble and fermions in a Morse potential, Rate of moment convergence in the central limit theorem for the elephant random walk, Universal characteristics of deep neural network loss surfaces from random matrix theory, Operator Shifting for General Noisy Matrix Systems, The Araki-Lieb-Thirring inequality and the Golden-Thompson inequality in Euclidean Jordan algebras, Lyapunov exponent, universality and phase transition for products of random matrices, Scalable subspace methods for derivative-free nonlinear least-squares optimization, The limit empirical spectral distribution of Gaussian monic complex matrix polynomials, A probabilistic Weyl-law for perturbed Berezin-Toeplitz operators, Large-dimensional random matrix theory and its applications in deep learning and wireless communications, Numerical Solution of Free Stochastic Differential Equations, Asymptotic properties of random contingency tables with uniform margin, Matrix concentration inequalities and free probability, On the concavity of the TAP free energy in the SK model, Global existence and spatial analyticity for a nonlocal flux with fractional diffusion, Beyond islands: a free probabilistic approach, The planar low temperature Coulomb gas: separation and equidistribution, Jackknife estimation of a cluster-sample IV regression model with many weak instruments, Spectral analysis of the quantum random energy model, Random band and block matrices with correlated entries, Spectral measure of empirical autocovariance matrices of high-dimensional Gaussian stationary processes, Long-term stability of interacting Hawkes processes on random graphs, On the limiting spectral distributions of stochastic block models, Operator shifting for noisy elliptic systems, The Timescales of Quantum Breaking, Proof methods in random matrix theory, Tight Probability Bounds with Pairwise Independence, Experiments with holographic associative memory, Necessary and sufficient conditions for convergence to the semicircle distribution, A Spectral Method for Joint Community Detection and Orthogonal Group Synchronization, Statistical Analysis of Random Objects Via Metric Measure Laplacians, Central limit theorems for global and local empirical measures of diffusions on Erdős-Rényi graphs, On the distribution of eigenvalues of increasing trees, On the distribution of the entries of a fixed-rank random matrix over a finite field, On the distance to low-rank matrices in the maximum norm, Evaluating gambles using dynamics, Mesoscopic perturbations of large random matrices, Bayesian inverse problems with unknown operators, On the Spectrum of Sample Covariance Matrices for Time Series, Lévy-Khintchine random matrices and the Poisson weighted infinite skeleton tree, Distance between distance spectra of graphs, Optimization Methods for Frame Conditioning and Application to Graph Laplacian Scaling, Scaling Limits of Polynomials and Entire Functions of Exponential Type, Quantum Query Algorithms Are Completely Bounded Forms, On the ratio probability of the smallest eigenvalues in the Laguerre unitary ensemble, Discontinuity of Lyapunov exponents near fiber bunched cocycles, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, On privacy vs. cooperation in multi-agent systems, An asymptotic property of large matrices with identically distributed Boolean independent entries, Random matrix ensembles with split limiting behavior, Coherent States for Compact Lie Groups and Their Large-N Limits, Inverse Optimization with Noisy Data, Spectral Analysis of Matrix Scaling and Operator Scaling, Deterministic equivalence for noisy perturbations, Eigenvalue processes of Elliptic Ginibre Ensemble and their overlaps, Random non-Abelian G-circulant matrices. Spectrum of random convolution operators on large finite groups, Eigenvalues of Random Signed Graphs with Cycles: A Graph-Centered View of the Method of Moments with Practical Applications, On the Marchenko–Pastur law in analog bipartite spin-glasses, Bioinspired Random Projections for Robust, Sparse Classification, A UNIFORM BOUND ON THE OPERATOR NORM OF SUB-GAUSSIAN RANDOM MATRICES AND ITS APPLICATIONS, How to iron out rough landscapes and get optimal performances: averaged gradient descent and its application to tensor PCA, Random quantum graphs, A Short and Elementary Proof of the Central Limit Theorem by Individual Swapping, Tracial smooth functions of non-commuting variables and the free Wasserstein manifold, The limit empirical spectral distribution of complex matrix polynomials, Joint Community Detection and Rotational Synchronization via Semidefinite Programming, The Spectra of Principal Submatrices in Rotationally Invariant Hermitian Random Matrices and the Markov-Krein Correspondence, Quantum Query Algorithms are Completely Bounded Forms., Path-following methods for calculating linear surface wave dispersion relations on vertical shear flows, General Toeplitz matrices subject to Gaussian perturbations, The Schrödinger problem on the non-commutative Fisher-Rao space, Narain transform for spectral deformations of random matrix models, Rapid evaluation of the spectral signal detection threshold and Stieltjes transform, Random geometric complexes and graphs on Riemannian manifolds in the thermodynamic limit, Normal approximation and confidence region of singular subspaces, Semicircular limits on the free Poisson chaos: counterexamples to a transfer principle, Strong converse for the classical capacity of the pure-loss bosonic channel, The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square, On the stability of matrix-valued Riccati diffusions, High dimensional deformed rectangular matrices with applications in matrix denoising, Random characteristics for Wigner matrices, Non-crossing Brownian paths and Dyson Brownian motion under a moving boundary, On the geometry of the set of symmetric matrices with repeated eigenvalues, Concentration of the empirical spectral distribution of random matrices with dependent entries, Principal component analysis in the local differential privacy model, The circular law for random regular digraphs, A large covariance matrix estimator under intermediate spikiness regimes, Probabilistic Schubert calculus, Adjacency spectra of random and complete hypergraphs, Random discretization of the finite Fourier transform and related kernel random matrices, Distance between the spectra of graphs with respect to normalized Laplacian spectra, Inflation as an information bottleneck: a strategy for identifying universality classes and making robust predictions, Delocalization and continuous spectrum for ultrametric random operators, The circular law for sparse non-Hermitian matrices, On the norm of a random jointly exchangeable matrix, Multidimensional Paley-Zygmund theorems and sharp \(L^p\) estimates for some elliptic operators, On the Marčenko-Pastur law for linear time series, Determinantal martingales and correlations of noncolliding random walks, The matching energy of random graphs, The ASEP and determinantal point processes, Swarming on random graphs, Concentration of distances in Wigner matrices, The TAP-Plefka variational principle for the spherical SK model, The sparse circular law under minimal assumptions, Spectrum of SYK model, A multilinear algebra proof of the Cauchy-Binet formula and a multilinear version of Parseval's identity, Random matrix theory in statistics: a review, Average discrete energies of spectra of Gaussian random matrices, On a symbolic representation of non-central Wishart random matrices with applications, On the law of large numbers for the empirical measure process of generalized Dyson Brownian motion, Circular law for sparse random regular digraphs, Differentially private high dimensional sparse covariance matrix estimation, TAP equations are repulsive, Spectral theory of the multi-frequency quasi-periodic operator with a Gevrey type perturbation, Spectral form factor of a quantum spin glass, Spectral norm bounds for block Markov chain random matrices, Wavelet eigenvalue regression in high dimensions, Halting time is predictable for large models: a universality property and average-case analysis, Large deviation type estimates for iterates of linear cocycles, Mod-Gaussian Convergence and Its Applications for Models of Statistical Mechanics, The Geometry of Differential Privacy: The Small Database and Approximate Cases, Bernstein-type inequality for a class of dependent random matrices, Hurwitz and the origins of random matrix theory in mathematics, Eigenvalues of Random Matrices with Isotropic Gaussian Noise and the Design of Diffusion Tensor Imaging Experiments, Unnamed Item, The KPZ universality class and related topics, May–Wigner transition in large random dynamical systems, Concentration Inequalities for Statistical Inference, PDE Methods in Random Matrix Theory, Harmonic means of Wishart random matrices, Eigenvalues of block structured asymmetric random matrices, On singular values distribution of a matrix large auto-covariance in the ultra-dimensional regime