Smooth analysis of the condition number and the least singular value

Let \a be a complex random variable with mean zero and bounded variance. Let $N_{n}$ be the random matrix of size $n$ whose entries are iid copies of \a and $M$ be a fixed matrix of the same size. The goal of this paper is to give a general estimate for the condition number and least singular value of the matrix $M + N_{n}$, generalizing an earlier result of Spielman and Teng for the case when \a is gaussian. Our investigation reveals an interesting fact that the "core" matrix $M$ does play a role on tail bounds for the least singular value of $M+N_{n}$. This does not occur in Spielman-Teng studies when \a is gaussian. Consequently, our general estimate involves the norm $\|M\|$. In the special case when $\|M\|$ is relatively small, this estimate is nearly optimal and extends or refines existing results.Comment: 20 pages. An erratum to the published version has been adde

Smoothed analysis of symmetric random matrices with continuous distributions

We study invertibility of matrices of the form $D+R$ where $D$ is an arbitrary symmetric deterministic matrix, and $R$ is a symmetric random matrix whose independent entries have continuous distributions with bounded densities. We show that $|(D+R)^{-1}| = O(n^2)$ with high probability. The bound is completely independent of $D$. No moment assumptions are placed on $R$; in particular the entries of $R$ can be arbitrarily heavy-tailed.Comment: Several very small revisions mad

A continuous variant of the inverse Littlewood-Offord problem for quadratic forms

Motivated by the inverse Littlewood-Offord problem for linear forms, we study the concentration of quadratic forms. We show that if this form concentrates on a small ball with high probability, then the coefficients can be approximated by a sum of additive and algebraic structures.Comment: 17 pages. This is the first part of http://arxiv.org/abs/1101.307

Random matrices: Law of the determinant

Let $A_n$ be an $n$ by $n$ random matrix whose entries are independent real random variables with mean zero, variance one and with subexponential tail. We show that the logarithm of $|\det A_n|$ satisfies a central limit theorem. More precisely, \begin{eqnarray*}\sup_{x\in {\mathbf {R}}}\biggl|{\mathbf {P}}\biggl(\frac{\log(|\det A_n|)-({1}/{2})\log (n-1)!}{\sqrt{({1}/{2})\log n}}\le x\biggr)-{\mathbf {P}}\bigl(\mathbf {N}(0,1)\le x\bigr)\biggr|\\\qquad\le\log^{-{1}/{3}+o(1)}n.\end{eqnarray*}Comment: Published in at http://dx.doi.org/10.1214/12-AOP791 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Optimal Inverse Littlewood-Offord theorems

Let eta_i be iid Bernoulli random variables, taking values -1,1 with probability 1/2. Given a multiset V of n integers v_1,..., v_n, we define the concentration probability as rho(V) := sup_{x} Pr(v_1 eta_1+...+ v_n eta_n=x). A classical result of Littlewood-Offord and Erdos from the 1940s asserts that if the v_i are non-zero, then rho(V) is O(n^{-1/2}). Since then, many researchers obtained improved bounds by assuming various extra restrictions on V. About 5 years ago, motivated by problems concerning random matrices, Tao and Vu introduced the Inverse Littlewood-Offord problem. In the inverse problem, one would like to give a characterization of the set V, given that rho(V) is relatively large. In this paper, we introduce a new method to attack the inverse problem. As an application, we strengthen a previous result of Tao and Vu, obtaining an optimal characterization for V. This immediately implies several classical theorems, such as those of Sarkozy-Szemeredi and Halasz. The method also applies in the continuous setting and leads to a simple proof for the beta-net theorem of Tao and Vu, which plays a key role in their recent studies of random matrices. All results extend to the general case when V is a subset of an abelian torsion-free group and eta_i are independent variables satisfying some weak conditions

Ring-LWE Cryptography for the Number Theorist

In this paper, we survey the status of attacks on the ring and polynomial learning with errors problems (RLWE and PLWE). Recent work on the security of these problems [Eisentr\"ager-Hallgren-Lauter, Elias-Lauter-Ozman-Stange] gives rise to interesting questions about number fields. We extend these attacks and survey related open problems in number theory, including spectral distortion of an algebraic number and its relationship to Mahler measure, the monogenic property for the ring of integers of a number field, and the size of elements of small order modulo q.Comment: 20 Page