English

Power law decay for systems of randomly coupled differential equations

Probability 2018-08-16 v3

Abstract

We consider large random matrices XX with centered, independent entries but possibly different variances. We compute the normalized trace of f(X)g(X)f(X) g(X^*) for f,gf,g functions analytic on the spectrum of XX. 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 t1/2t^{-1/2}.

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