Van Vu

  1. Random matrices: The Four Moment Theorem for Wigner ensembles.

    Authors: Terence Tao, Van Vu
    Subjects: Probability
    Abstract

    We survey some recent progress on rigorously establishing the universality of
    various spectral statistics of Wigner random matrix ensembles, focusing in
    particular on the Four Moment Theorem and its applications.

  2. Random matrices: Universality of eigenvectors.

    Authors: Terence Tao, Van Vu
    Subjects: Probability
    Abstract

    The four moment theorem asserts, roughly speaking, that the joint
    distribution of a small number of eigenvalues of a Wigner random matrix (when
    measured at the scale of the mean eigenvalue spacing) depends only on the first
    four moments of the entries of the matrix. In this paper, we extend the four
    moment theorem to also cover the coefficients of the \emph{eigenvectors} of a
    Wigner random matrix. A similar result (with different hypotheses) has been
    proved recently by Knowles and Yin, using a different method.

  3. Singular vectors under random perturbation.

    Authors: Van Vu
    Subjects: Numerical Analysis
    Abstract

    Computing the first few singular vectors of a large matrix is a problem that
    frequently comes up in statistics and numerical analysis. Given the presence of
    noise, exact calculation is hard to achieve, and the following problem is of
    importance:

  4. The Littlewood-Offord problem in high dimensions and a conjecture of Frankl and F\"uredi.

    Authors: Terence Tao, Van Vu
    Subjects: Combinatorics
    Abstract

    We give a new bound on the probability that the random sum $\xi_1 v_1 +...+
    \xi_n v_n$ belongs to a ball of fixed radius, where the $\xi_i$ are iid
    Bernoulli random variables and the $v_i$ are vectors in $\R^d$. As an
    application, we prove a conjecture of Frankl and F\"uredi (raised in 1988),
    which can be seen as the high dimensional version of the classical
    Littlewood-Offord-Erd\H os theorem.

  5. Random covariance matrices: Universality of local statistics of eigenvalues.

    Authors: Terence Tao, Van Vu
    Subjects: Spectral Theory
    Abstract

    We study the eigenvalues values of the covariance matrix $\frac{1}{n} M^\ast
    M$ of a large rectangular matrix $M = M_{n,p} = (\zeta_{ij})_{1 \leq i \leq p;
    1 \leq j \leq n}$ whose entries are iid random variables of mean zero, variance
    one, and having finite $C_0^{th}$ moment for some sufficiently large $C_0$.

  6. Spectra of lifted Ramanujan graphs.

    Authors: Van Vu, Eyal Lubetzky, Benny Sudakov
    Subjects: Combinatorics
    Abstract

    A random $n$-lift of a base graph $G$ is its cover graph $H$ on the vertices
    $[n]\times V(G)$, where for each edge $u v$ in $G$ there is an independent
    uniform bijection $\pi$, and $H$ has all edges of the form $(i,u),(\pi(i),v)$.
    A main motivation for studying lifts is understanding Ramanujan graphs, and
    namely whether typical covers of such a graph are also Ramanujan.

  7. Random matrices: Universality of local eigenvalue statistics up to the edge.

    Authors: Terence Tao, Van Vu
    Subjects: Probability
    Abstract

    This is a continuation of our earlier paper on the universality of the
    eigenvalues of Wigner random matrices. The main new results of this paper are
    an extension of the results in that paper from the bulk of the spectrum up to
    the edge. In particular, we prove a variant of the universality results of
    Soshnikov for the largest eigenvalues, assuming moment conditions rather than
    symmetry conditions.

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