We study the top singular value for a sum of $m$ independent $n \times n$ random matrices, each of which is a product of $N$ i.i.d. $n\times n$ Gaussian matrices. Our main conceptual observation is that when $m,n,N\rightarrow \infty$, the top singular value coincides with the partition function in a random energy model at the inverse temperature $\beta=\sqrt{2(N-1)/(n\log m)}$, with energies depending on the ratio $N/n$. We provide several non-asymptotic results making this approximation precise.
Let $n\geq 1$ be an odd integer, set $m=(n-1)/2$ and let $M$ be an $n\times n$ matrix whose coefficients are of the form $M_{i,j}=aij+bi+cj+d$ where $0\leq i,j\leq n-1$. Then we prove that for all squares centered at the central coefficient $M_{m,m}$, the mean value of the square equals $M_{m,m}$.
We consider the probability that a discrete random matrix $M_n(\xi)$ is \emph{strongly non-singular}, meaning all its leading principal submatrices are non-singular. This property is equivalent to the existence of an LU factorization. We show that for any discrete random variable $\xi$ with finite support and $|\xi|_\i...
S. Mateo, John Urschel, Nicholas West· 2 citations
We introduce a matrix divisor function $\tau_n(T,M)$, counting factorisations $AB=M$ for $n\times n$ integer matrices $A,B$ of height at most $T$. For a fixed non-singular $M$, or for the zero matrix $M=O_n$, we prove an asymptotic formula for $\tau_n(T,M)$, as $T\to \infty$, using lattice point counting. We also prove...
Tim Browning, N. Kalinin, Alina Ostafe et al.· 0 citations
Let $d_n=(n-1)^2+1$, the dimension of the real linear span of the $n\times n$ permutation matrices. We prove that $d_n$ independent uniformly random permutation matrices are linearly independent with probability $1-O(n^{-1/2})$. Conditioning on distinctness gives the same conclusion for a uniformly random $d_n$-element...
Let $q_n$ denote the $n$th product of two distinct primes. By completing a square in Sono's sieve and solving the resulting one-dimensional variational problem, we prove unconditionally that, for every $\varepsilon>0$ and all sufficiently large integers $\rho$, \[ \liminf_{n\to\infty}(q_{n+\rho}-q_n) \leq \exp\left((\p...
Let $M_n$ be an $n\times n$ matrix with independent uniform sign entries. We prove that there exist absolute constants $C,c>0$ such that, for all sufficiently large $n$, \[ \mathbb{P}\!\left( \left|\operatorname{Per}(M_n)\right| \ge e^{-Cn}\sqrt{n!} \right) \ge 1-n^{-c}. \] This establishes the exponential scale lower...
Yiming Chen· 0 citations
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