NTNicole Tomczak-Jaegermann
Nicole Tomczak-Jaegermann
*This is an algorithmically generated author record based on publicly available information.
Current Organizations / Institutes
The organizations/institutes from the scholar's latest article
Nicole Tomczak-Jaegermann has a total of 28 co-authors. Here are the top co-authors by number of shared publications:
- Alain Pajor
Université de Marne-la-Vallée
14 shared publications - Alexander E. Litvak
University of Alberta
12 shared publications - Radosław Adamczak
University of Warsaw, Institute of Mathematics, Warsaw, Poland
10 shared publications - Alexander E. Litvak
University of Alberta
9 shared publications - Rafał Latała
University of Warsaw
6 shared publications - Anna Lytova
Univ Opole, 48 Oleska, PL-45052 Opole, Poland
5 shared publications
Latest Publications
- Open Access
Small ball probability for the condition number of random matrices
Let $A$ be an $n\times n$ random matrix with i.i.d. entries of zero mean, unit variance and a bounded subgaussian moment. We show that the condition number $s_{\max}(A)/s_{\min}(A)$ satisfies the small ball probability estimate $${\mathbb P}\big\{s_{\max}(A)/s_{\min}(A)\leq n/t\big\}\leq 2\exp(-c t^2),\quad t\geq 1,$$ where $c>0$ may only depend on the subgaussian moment. Although the estimate can be obtained as a combination of known results and techniques, it was not noticed in the literature before. As a key step of the proof, we apply estimates for the singular values of $A$, ${\mathbb P}\big\{s_{n-k+1}(A)\leq ck/\sqrt{n}\big\}\leq 2 \exp(-c k^2), \quad 1\leq k\leq n,$ obtained (under some additional assumptions) by Nguyen.Open AccessSmall ball probability for the condition number of random matrices
Let $A$ be an $n\times n$ random matrix with i.i.d. entries of zero mean, unit variance and a bounded subgaussian moment. We show that the condition number $s_{\max}(A)/s_{\min}(A)$ satisfies the small ball probability estimate $${\mathbb P}\big\{s_{\max}(A)/s_{\min}(A)\leq n/t\big\}\leq 2\exp(-c t^2),\quad t\geq 1,$$ where $c>0$ may only depend on the subgaussian moment. Although the estimate can be obtained as a combination of known results and techniques, it was not noticed in the literature before. As a key step of the proof, we apply estimates for the singular values of $A$, ${\mathbb P}\big\{s_{n-k+1}(A)\leq ck/\sqrt{n}\big\}\leq 2 \exp(-c k^2), \quad 1\leq k\leq n,$ obtained (under some additional assumptions) by Nguyen. - 16 January 2019
- Published by American Mathematical Society (AMS) in Transactions of the American Mathematical Society
- Vol. 371 (11) , 8097-8172
Structure of eigenvectors of random regular digraphs
- 16 January 2019
- Published by American Mathematical Society (AMS) in Transactions of the American Mathematical Society
- Vol. 371 (11) , 8097-8172
Structure of eigenvectors of random regular digraphs
- Open Access
Structure of eigenvectors of random regular digraphs
Let $d$ and $n$ be integers satisfying $C\leq d\leq \exp(c\sqrt{\ln n})$ for some universal constants $c, C>0$, and let $z\in \mathbb{C}$. Denote by $M$ the adjacency matrix of a random $d$-regular directed graph on $n$ vertices. In this paper, we study the structure of the kernel of submatrices of $M-z\,{\rm Id}$, formed by removing a subset of rows. We show that with large probability the kernel consists of two non-intersecting types of vectors, which we call very steep and gradual with many levels. As a corollary, we show, in particular, that every eigenvector of $M$, except for constant multiples of $(1,1,\dots,1)$, possesses a weak delocalization property: its level sets have cardinality less than $Cn\ln^2 d/\ln n$. For a large constant $d$ this provides a principally new structural information on eigenvectors, implying that the number of their level sets grows to infinity with $n$. As a key technical ingredient of our proofs we introduce a decomposition of $\mathbb{C}^n$ into vectors of different degrees of `structuredness', which is an alternative to the decomposition based on the least common denominator in the regime when the underlying random matrix is very sparse.Open AccessStructure of eigenvectors of random regular digraphs
Let $d$ and $n$ be integers satisfying $C\leq d\leq \exp(c\sqrt{\ln n})$ for some universal constants $c, C>0$, and let $z\in \mathbb{C}$. Denote by $M$ the adjacency matrix of a random $d$-regular directed graph on $n$ vertices. In this paper, we study the structure of the kernel of submatrices of $M-z\,{\rm Id}$, formed by removing a subset of rows. We show that with large probability the kernel consists of two non-intersecting types of vectors, which we call very steep and gradual with many levels. As a corollary, we show, in particular, that every eigenvector of $M$, except for constant multiples of $(1,1,\dots,1)$, possesses a weak delocalization property: its level sets have cardinality less than $Cn\ln^2 d/\ln n$. For a large constant $d$ this provides a principally new structural information on eigenvectors, implying that the number of their level sets grows to infinity with $n$. As a key technical ingredient of our proofs we introduce a decomposition of $\mathbb{C}^n$ into vectors of different degrees of `structuredness', which is an alternative to the decomposition based on the least common denominator in the regime when the underlying random matrix is very sparse. - Open Access
The rank of random regular digraphs of constant degree
Let $d$ be a fixed large integer. For any $n$ larger than $d$, let $A_n$ be the adjacency matrix of the random directed $d$-regular graph on $n$ vertices, with the uniform distribution. We show that $A_n$ has rank at least $n-1$ with probability going to one as $n$ goes to infinity. The proof combines the method of simple switchings and a recent result of the authors on delocalization of eigenvectors of $A_n$.Open AccessThe rank of random regular digraphs of constant degree
Let $d$ be a fixed large integer. For any $n$ larger than $d$, let $A_n$ be the adjacency matrix of the random directed $d$-regular graph on $n$ vertices, with the uniform distribution. We show that $A_n$ has rank at least $n-1$ with probability going to one as $n$ goes to infinity. The proof combines the method of simple switchings and a recent result of the authors on delocalization of eigenvectors of $A_n$. - Open Access
The smallest singular value of a shifted $d$-regular random square matrix
We derive a lower bound on the smallest singular value of a random $d$-regular matrix, that is, the adjacency matrix of a random $d$-regular directed graph. More precisely, let $C_1<d< c_1 n/\log^2 n$ and let $\mathcal{M}_{n,d}$ be the set of all $0/1$-valued square $n\times n$ matrices such that each row and each column of a matrix $M\in \mathcal{M}_{n,d}$ has exactly $d$ ones. Let $M$ be uniformly distributed on $\mathcal{M}_{n,d}$. Then the smallest singular value $s_{n} (M)$ of $M$ is greater than $c_2 n^{-6}$ with probability at least $1-C_2\log^2 d/\sqrt{d}$, where $c_1$, $c_2$, $C_1$, and $C_2$ are absolute positive constants independent of any other parameters.Open AccessThe smallest singular value of a shifted $d$-regular random square matrix
We derive a lower bound on the smallest singular value of a random $d$-regular matrix, that is, the adjacency matrix of a random $d$-regular directed graph. More precisely, let $C_1<d< c_1 n/\log^2 n$ and let $\mathcal{M}_{n,d}$ be the set of all $0/1$-valued square $n\times n$ matrices such that each row and each column of a matrix $M\in \mathcal{M}_{n,d}$ has exactly $d$ ones. Let $M$ be uniformly distributed on $\mathcal{M}_{n,d}$. Then the smallest singular value $s_{n} (M)$ of $M$ is greater than $c_2 n^{-6}$ with probability at least $1-C_2\log^2 d/\sqrt{d}$, where $c_1$, $c_2$, $C_1$, and $C_2$ are absolute positive constants independent of any other parameters. - Open Access
Circular law for sparse random regular digraphs
Fix a constant $C\geq 1$ and let $d=d(n)$ satisfy $d\leq \ln^{C} n$ for every large integer $n$. Denote by $A_n$ the adjacency matrix of a uniform random directed $d$-regular graph on $n$ vertices. We show that, as long as $d\to\infty$ with $n$, the empirical spectral distribution of appropriately rescaled matrix $A_n$ converges weakly in probability to the circular law. This result, together with an earlier work of Cook, completely settles the problem of weak convergence of the empirical distribution in directed $d$-regular setting with the degree tending to infinity. As a crucial element of our proof, we develop a technique of bounding intermediate singular values of $A_n$ based on studying random normals to rowspaces and on constructing a product structure to deal with the lack of independence between the matrix entries.Open AccessCircular law for sparse random regular digraphs
Fix a constant $C\geq 1$ and let $d=d(n)$ satisfy $d\leq \ln^{C} n$ for every large integer $n$. Denote by $A_n$ the adjacency matrix of a uniform random directed $d$-regular graph on $n$ vertices. We show that, as long as $d\to\infty$ with $n$, the empirical spectral distribution of appropriately rescaled matrix $A_n$ converges weakly in probability to the circular law. This result, together with an earlier work of Cook, completely settles the problem of weak convergence of the empirical distribution in directed $d$-regular setting with the degree tending to infinity. As a crucial element of our proof, we develop a technique of bounding intermediate singular values of $A_n$ based on studying random normals to rowspaces and on constructing a product structure to deal with the lack of independence between the matrix entries. - Open Access
Adjacency matrices of random digraphs: singularity and anti-concentration
Let ${\mathcal D}_{n,d}$ be the set of all $d$-regular directed graphs on $n$ vertices. Let $G$ be a graph chosen uniformly at random from ${\mathcal D}_{n,d}$ and $M$ be its adjacency matrix. We show that $M$ is invertible with probability at least $1-C\ln^{3} d/\sqrt{d}$ for $C\leq d\leq cn/\ln^2 n$, where $c, C$ are positive absolute constants. To this end, we establish a few properties of $d$-regular directed graphs. One of them, a Littlewood-Offord type anti-concentration property, is of independent interest. Let $J$ be a subset of vertices of $G$ with $|J|\approx n/d$. Let $\delta_i$ be the indicator of the event that the vertex $i$ is connected to $J$ and define $\delta = (\delta_1, \delta_2, ..., \delta_n)\in \{0, 1\}^n$. Then for every $v\in\{0,1\}^n$ the probability that $\delta=v$ is exponentially small. This property holds even if a part of the graph is "frozen".Open AccessAdjacency matrices of random digraphs: singularity and anti-concentration
Let ${\mathcal D}_{n,d}$ be the set of all $d$-regular directed graphs on $n$ vertices. Let $G$ be a graph chosen uniformly at random from ${\mathcal D}_{n,d}$ and $M$ be its adjacency matrix. We show that $M$ is invertible with probability at least $1-C\ln^{3} d/\sqrt{d}$ for $C\leq d\leq cn/\ln^2 n$, where $c, C$ are positive absolute constants. To this end, we establish a few properties of $d$-regular directed graphs. One of them, a Littlewood-Offord type anti-concentration property, is of independent interest. Let $J$ be a subset of vertices of $G$ with $|J|\approx n/d$. Let $\delta_i$ be the indicator of the event that the vertex $i$ is connected to $J$ and define $\delta = (\delta_1, \delta_2, ..., \delta_n)\in \{0, 1\}^n$. Then for every $v\in\{0,1\}^n$ the probability that $\delta=v$ is exponentially small. This property holds even if a part of the graph is "frozen". - Open Access
On the geometry of projective tensor products
In this work, we study the volume ratio of the projective tensor products $\ell^n_p\otimes_{\pi}\ell_q^n\otimes_{\pi}\ell_r^n$ with $1\leq p\leq q \leq r \leq \infty$. We obtain asymptotic formulas that are sharp in almost all cases. As a consequence of our estimates, these spaces allow for a nearly Euclidean decomposition of Kashin type whenever $1\leq p \leq q\leq r \leq 2$ or $1\leq p \leq 2 \leq r \leq \infty$ and $q=2$. Also, from the Bourgain-Milman bound on the volume ratio of Banach spaces in terms of their cotype $2$ constant, we obtain information on the cotype of these $3$-fold projective tensor products. Our results naturally generalize to $k$-fold products $\ell_{p_1}^n\otimes_{\pi}\dots \otimes_{\pi}\ell_{p_k}^n$ with $k\in\mathbb N$ and $1\leq p_1 \leq \dots\leq p_k \leq \infty$.Open AccessOn the geometry of projective tensor products
In this work, we study the volume ratio of the projective tensor products $\ell^n_p\otimes_{\pi}\ell_q^n\otimes_{\pi}\ell_r^n$ with $1\leq p\leq q \leq r \leq \infty$. We obtain asymptotic formulas that are sharp in almost all cases. As a consequence of our estimates, these spaces allow for a nearly Euclidean decomposition of Kashin type whenever $1\leq p \leq q\leq r \leq 2$ or $1\leq p \leq 2 \leq r \leq \infty$ and $q=2$. Also, from the Bourgain-Milman bound on the volume ratio of Banach spaces in terms of their cotype $2$ constant, we obtain information on the cotype of these $3$-fold projective tensor products. Our results naturally generalize to $k$-fold products $\ell_{p_1}^n\otimes_{\pi}\dots \otimes_{\pi}\ell_{p_k}^n$ with $k\in\mathbb N$ and $1\leq p_1 \leq \dots\leq p_k \leq \infty$. - Open Access
On the interval of fluctuation of the singular values of random matrices
Let $A$ be a matrix whose columns $X_1,\dots, X_N$ are independent random vectors in $\mathbb{R}^n$. Assume that the tails of the 1-dimensional marginals decay as $\mathbb{P}(|\langle X_i, a\rangle|\geq t)\leq t^{-p}$ uniformly in $a\in S^{n-1}$ and $i\leq N$. Then for $p>4$ we prove that with high probability $A/{\sqrt{n}}$ has the Restricted Isometry Property (RIP) provided that Euclidean norms $|X_i|$ are concentrated around $\sqrt{n}$. We also show that the covariance matrix is well approximated by the empirical covariance matrix and establish corresponding quantitative estimates on the rate of convergence in terms of the ratio $n/N$. Moreover, we obtain sharp bounds for both problems when the decay is of the type $ \exp({-t^{\alpha}})$ with $\alpha \in (0,2]$, extending the known case $\alpha\in[1, 2]$.Open AccessOn the interval of fluctuation of the singular values of random matrices
Let $A$ be a matrix whose columns $X_1,\dots, X_N$ are independent random vectors in $\mathbb{R}^n$. Assume that the tails of the 1-dimensional marginals decay as $\mathbb{P}(|\langle X_i, a\rangle|\geq t)\leq t^{-p}$ uniformly in $a\in S^{n-1}$ and $i\leq N$. Then for $p>4$ we prove that with high probability $A/{\sqrt{n}}$ has the Restricted Isometry Property (RIP) provided that Euclidean norms $|X_i|$ are concentrated around $\sqrt{n}$. We also show that the covariance matrix is well approximated by the empirical covariance matrix and establish corresponding quantitative estimates on the rate of convergence in terms of the ratio $n/N$. Moreover, we obtain sharp bounds for both problems when the decay is of the type $ \exp({-t^{\alpha}})$ with $\alpha \in (0,2]$, extending the known case $\alpha\in[1, 2]$. - 27 January 2015
- Published by Springer Nature in The Journal of Geometric Analysis
- Vol. 26 (1) , 645-662
On the Isotropic Constant of Random Polytopes
- 27 January 2015
- Published by Springer Nature in The Journal of Geometric Analysis
- Vol. 26 (1) , 645-662
On the Isotropic Constant of Random Polytopes