On Expected Gaussian Random Determinants

Expected Number of Local Maxima of Some Gaussian Random Polnomials

On the average number of sharp crossings of certain Gaussian random polynomials

Expected number of maxima in the envelope of a spherically invariant random process

In many engineering applications, specially in communication engineering, one usually encounters a bandpass non-Gaussian random process, with a slowly varying envelope. Among the available models for non-Gaussian random processes, spherically invariant random processes (SIRP's) play an important role. These processes are of interest mainly due to the fact that they allow one to relax the assump...

On the Expected Number of Zeros of a Random Harmonic Polynomial

We study the distribution of complex zeros of Gaussian harmonic polynomials with independent complex coefficients. The expected number of zeros is evaluated by applying a formula of independent interest for the expected absolute value of quadratic forms of Gaussian random variables.

TR-2014008: Supporting GENP and Low-Rank Approximation with Random Multipliers

We prove that standard Gaussian random multipliers are expected to stabilize numerically both Gaussian elimination with no pivoting and block Gaussian elimination and that they also are expected to support the celebrated randomized algorithm for low-rank approximation of a matrix even without customary oversampling. Our tests show similar results where we apply random circulant and Toeplitz mul...