Power law decay for systems of randomly coupled differential equations
Probability
2018-08-16 v3
Abstract
We consider large random matrices with centered, independent entries but possibly different variances. We compute the normalized trace of for functions analytic on the spectrum of . We use these results to compute the long time asymptotics for systems of coupled differential equations with random coefficients. We show that when the coupling is critical the norm squared of the solution decays like .
Keywords
Cite
@article{arxiv.1708.01546,
title = {Power law decay for systems of randomly coupled differential equations},
author = {Laszlo Erdos and Torben Krüger and David Renfrew},
journal= {arXiv preprint arXiv:1708.01546},
year = {2018}
}
Comments
20 pages, Corrected a typo in Assumption (1) [after final publication] and made other irrelevant revisions