# Tagged Questions

1answer
197 views

### What is known about the distribution of eigenvectors of random matrices?

Let $A$ be a real asymmetric $n \times n$ matrix with i.i.d. random, zero-mean elements. What results, if any, are there for the eigenvectors of $A$? In particular: How are individual eigenvectors ...
1answer
109 views

### Two matrix Fisher distributions on SO(3)?

After the uniform distribution (normalized Haar measure), the matrix Fisher distribution seems to be the most popular probability distribution on the Lie group SO(3). The density is proportional to ...
1answer
99 views

### Invertibility of random Vandermonde matrix

Let $\kappa, d \in\mathbb{N}$ and $f$ is a uniform probability measure on $\mathcal{D} = \left[-1,1\right]^{\kappa}$. In addition, let \begin{equation*} p = p\left(\kappa,d\right) := ...
0answers
601 views
+50

### conjectures regarding a new Renyi information quantity

In a recent paper http://arxiv.org/abs/1403.6102, we defined a quantity that we called the "Renyi conditional mutual information" and investigated several of its properties. We have some open ...
0answers
50 views

0answers
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### Do the Eigenvectors find by use PCA on a set of data point, a good replacement for Random Projection when I later on use L1Magic to reconstruct the sparse vector?

Concretely if I use the first k eigenvectors find by PCA with a point set A,to project another sparse vector b to k dimension subspace, then use L1-magic to recover b. Will this be better than a ...
2answers
190 views

### Iterating Random Matrix Operations

Consider the following probability measure on the integers concentrated around $0$: the probability of drawing $0$ is $\frac{1}{2}$, of drawing ($1$ or $-1$) is $\frac{1}{4}$ split evenly among the ...
2answers
684 views

### Probability of a submatrix to be full rank in a N x N Random Matrix of rank m.

Consider a random matrix $\mathbf{A} \in \mathbb{C}^{N \times N}$ of rank $m$ with $m < N$ that follows the Wishart distribution ( http://en.wikipedia.org/wiki/Wishart_distribution ). I have a ...
0answers
163 views

### Expectation of a multivariate Gaussian over a plane

For a vector $X$ which follows a multinomial Gaussian distribution $N(\vec{0},\Sigma)$, a given vector $b$, and a known scalar value $c$, I would like to calculate the expectation : $E[X|X^Tb = c]$ ...
1answer
310 views

### Lower bound on Bhattacharya distance between independent Gaussian distributions ?

I am interested in a lower bound on the Bhattacharya distance between two independent multivariate Gaussian distributions. To be precise, consider zero-mean independent Gaussian distributions ...
0answers
934 views

### Correspondence between eigenvalue distributions of random unitary and random orthogonal matrices

In the course of a physics problem (arXiv:1206.6687), I stumbled on a curious correspondence between the eigenvalue distributions of the matrix product $U\bar{U}$, with $U$ a random unitary matrix and ...
3answers
269 views

### Characterising semi-definite positiveness on vectors with non-negative entries

My problem is to characterise (or find useful information on) the cone $C$ of $N\times N$ matrices $M$ ($N\geq 1$) such that $$V^t M V\geq 0$$ for every vector $V$ with non-negative entries. Is this ...
2answers
262 views

### On Random Vectors and Eigenvectors of Symmetric Matrices

I have a question that might be answered with a pointer to some references or with some discussion. I did some searching, to no avail, but I realized that I might not have the vocabulary to form a ...
1answer
292 views

### Elementary Markov Chain Question

Are any general conditions known on a finite transition nxn matrix that ensure that there exists at least one mth root which is also a transition matrix? It is easy to construct a 3x3 , diagonally ...
4answers
1k views

### Probability of zero in a random matrix

Let $M(n,k)$ be the set of $n\times n$ matrices of nonnegative integers such that every row and every column sums to $k$. Let $P(n,k)$ be the fraction of such matrices which have no zero entries, ...
3answers
436 views

### Representing a real number as the value of a countably infinite game

Is it true that for any real number $p$ between 0 and 1, there exist finite or infinite sequences $x_m$ and $y_n$ of positive real numbers, and a finite or infinite matrix of numbers $\varphi_{mn}$ ...
1answer
227 views

### Continuous family of Markov chains

Suppose I have a family of countable state-space, discrete-time Markov chains, indexed by a parameter $r \in \mathbb{R}$. The state space is the same for all values of $r$; the transition ...
1answer
934 views

### Convergence of Eigenvalues

Suppose we have a matrix $A_n = \frac{1}{n}\sum_{i=1}^nX_i X_i^T$, where $X_i$ is a $p$-dimensional random-vector. We also know that $E(XX^T) = \Sigma_{p \times p}$. Let us denote the $j$-th largest ...
0answers
93 views

### Linear relations with small coefficients

NOTE: Slightly more general question follows my specific one at the top For $1 \leq i,j \leq n$, let $e_{ij}$ be the vector in $\mathbb{R}^{n^{2}}$ with a 1 in entry $(n-1)i + j$, and 0's everywhere ...
0answers
269 views

### Seeking the normalizing constant (or any references) for a distribution over a subset of positive definite martrices

I'm interested in a probability distribution over the set of positive definite matrices with unit diagonal elements. That is, and $X$ such that: $X \in S^{n+}, \forall_{i}X_{ii} = 1$ where $S^{n+}$ ...
3answers
335 views

### probability that a random element of Z/NZ can be written as a subset sum of others

How could one calculate the probability that any element in $\mathbb{Z}/N\mathbb{Z}$ can be written as a subset sum of $n$ random elements in $\mathbb{Z}/N\mathbb{Z}$? In other words, say I pick ...
1answer
752 views

### A Question on Random Matrices

Consider the following $n\times n$ random matrix $V_{n}$ where the $(p,q)$ entry is given by $$V_{n}(p,q):= \frac{1}{\sqrt{n}}\exp(2\pi i(p-1) x_{q})$$ where $x_{1},x_{2},\ldots,x_{n}$ are iid ...
2answers
447 views

3answers
608 views

### Random products of projections: bounds on convergence rate?

The von Neumann-Halperin [vN,H] theorem shows that iterating a fixed product of projection operators converges to the projector onto the intersection subspace of the individual projectors. A good ...