Department of Mathematics,
University of California San Diego

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Murray and Adylin Rosenblatt Lecture in Applied Mathematics

Professor Claire Tomlin
James and Katherine Lau Professor in the College of Engineering; Chair, Department of Electrical Engineering and Computer Sciences (University of California, Berkeley)

Safe Learning in Autonomy

Abstract:

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Kavli Auditorium, Tata Hall, UC San Diego

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Department of Mathematics,
University of California San Diego

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Murray and Adylin Rosenblatt Endowed Lecture in Applied Mathematics

Professor David Hirshleifer
University of Southern California

Social Transmission Effects in Economics and Finance

Abstract:

Please register here:

https://forms.gle/yDcUa9LAmpY1F2178.

 

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Kavli Auditorium, Tata Hall, UC San Diego

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Department of Mathematics,
University of California San Diego

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Math 288 - Probability & Statistics

Haixiao Wang
UC San Diego

Critical sparse random rectangular matrices: emergence of spectra outliers

Abstract:

Consider the random bipartite Erdos-Renyi graph $G(n, m, p)$, where each edge with one vertex in $V_{1}=[n]$ and the other vertex in $V_{2}=[m]$ is connected with probability $p$ with $n \geq m$. For the centered and normalized adjacency matrix $H$, it is well known that the empirical spectral measure will converge to the Marchenko-Pastur (MP) distribution. However, this does not necessarily imply that the largest (resp. smallest) singular values will converge to the right (resp. left) edge when $p = o(1)$, due to the sparsity assumption. In Dumitriu and Zhu 2024, it was proved that almost surely there are no outliers outside the compact support of the MP law when $np = \omega(\log(n))$. In this paper, we consider the critical sparsity regime with $np =O(\log(n))$, where we denote $p = b\log(n)/\sqrt{mn}$, $\gamma = n/m$ for some positive constants $b$ and $\gamma$. For the first time in the literature, we quantitatively characterize the emergence of outlier singular values. When $b > b_{\star}$, there is no outlier outside the bulk; when $b^{\star}< b < b_{\star}$, outlier singular values only appear outside the right edge of the MP law; when $b < b^{\star}$, outliers appear on both sides. Meanwhile, the locations of those outliers are precisely characterized by some function depending on the largest and smallest degrees of the sampled random graph. The thresholds $b^{\star}$ and $b_{\star}$ purely depend on $\gamma$. Our results can be extended to sparse random rectangular matrices with bounded entries.

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APM 6402

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