[책][B] Topics in random matrix theory

T Tao - 2012 - books.google.com
The field of random matrix theory has seen an explosion of activity in recent years, with
connections to many areas of mathematics and physics. However, this makes the current …

A randomized Kaczmarz algorithm with exponential convergence

T Strohmer, R Vershynin - Journal of Fourier Analysis and Applications, 2009 - Springer
The Kaczmarz method for solving linear systems of equations is an iterative algorithm that
has found many applications ranging from computer tomography to digital signal …

Non-asymptotic theory of random matrices: extreme singular values

M Rudelson, R Vershynin - … of Mathematicians 2010 (ICM 2010) (In …, 2010 - World Scientific
The classical random matrix theory is mostly focused on asymptotic spectral properties of
random matrices as their dimensions grow to infinity. At the same time many recent …

Random matrices: Universality of ESDs and the circular law

T Tao, V Vu, M Krishnapur - 2010 - projecteuclid.org
Given an n× n complex matrix A, let A (x, y):= 1 n|{1 ≤ i ≤ n, Re i ≤ x, Im i ≤ y\}| be the
empirical spectral distribution (ESD) of its eigenvalues λ i∈ ℂ, i= 1,…, n. We consider the …

[책][B] Condition: The geometry of numerical algorithms

P Bürgisser, F Cucker - 2013 - books.google.com
This book gathers threads that have evolved across different mathematical disciplines into
seamless narrative. It deals with condition as a main aspect in the understanding of the …

The Littlewood–Offord problem and invertibility of random matrices

M Rudelson, R Vershynin - Advances in Mathematics, 2008 - Elsevier
We prove two basic conjectures on the distribution of the smallest singular value of random
n× n matrices with independent entries. Under minimal moment assumptions, we show that …

Around the circular law

C Bordenave, D Chafaï - 2012 - projecteuclid.org
These expository notes are centered around the circular law theorem, which states that the
empirical spectral distribution of an× n random matrix with iid entries of variance 1/n tends to …

Recent progress in combinatorial random matrix theory

VH Vu - 2021 - projecteuclid.org
Recent progress in combinatorial random matrix theory Page 1 Probability Surveys Vol. 18 (2021)
179–200 ISSN: 1549-5787 https://doi.org/10.1214/20-PS346 Recent progress in combinatorial …

Random matrices: the circular law

T Tao, V Vu - Communications in Contemporary Mathematics, 2008 - World Scientific
Let x be a complex random variable with mean zero and bounded variance σ2. Let Nn be a
random matrix of order n with entries being iid copies of x. Let λ1,…, λn be the eigenvalues …

Singularity of random Bernoulli matrices

K Tikhomirov - Annals of Mathematics, 2020 - projecteuclid.org
Singularity of random Bernoulli matrices Page 1 Annals of Mathematics 191 (2020), 593–634
https://doi.org/10.4007/annals.2020.191.2.6 Singularity of random Bernoulli matrices By …