Related papers: Percolation in a Class of Band Structured Random M…
In this text, we consider an N by N random matrix X such that all but o(N) rows of X have W non identically zero entries, the other rows having lass than $W$ entries (such as, for example, standard or cyclic band matrices). We always…
We consider the eigenvalues of sample covariance matrices of the form $\mathcal{Q}=(\Sigma^{1/2}X)(\Sigma^{1/2}X)^*$. The sample $X$ is an $M\times N$ rectangular random matrix with real independent entries and the population covariance…
Every realistic instance of a percolation problem is faced with some degree of polydispersity, e.g., the pore-size distribution of an inhomogeneous medium, the size distribution of filler particles in composite materials, or the vertex…
We derive efficient recursive formulas giving the exact distribution of the largest eigenvalue for finite dimensional real Wishart matrices and for the Gaussian Orthogonal Ensemble (GOE). In comparing the exact distribution with the…
Quantum entanglement plays a crucial role in quantum information, quantum teleportation and quantum computation. The information about the entanglement content between subsystems of the composite system is encoded in the Schmidt…
We study a certain random groeth model in two dimensions closely related to the one-dimensional totally asymmetric exclusion process. The results show that the shape fluctuations, appropriately scaled, converges in distribution to the…
We address overcrowding estimates for the singular values of random iid matrices, as well as for the eigenvalues of random Wigner matrices. We show evidence of long range separation under arbitrary perturbation even in matrices of discrete…
In this work, we study the percolation transition and large deviation properties of generalized canonical network ensembles. This new type of random networks might have a very rich complex structure, including high heterogeneous degree…
We study percolation on networks, which is used as a model of the resilience of networked systems such as the Internet to attack or failure and as a simple model of the spread of disease over human contact networks. We reformulate…
In this work, we study a class of random matrices which interpolate between the Wigner matrix model and various types of patterned random matrices such as random Toeplitz, Hankel, and circulant matrices. The interpolation mechanism is…
In this paper we study the distribution of the scaled largest eigenvalue of complexWishart matrices, which has diverse applications both in statistics and wireless communications. Exact expressions, valid for any matrix dimensions, have…
Consider the random matrix obtained from the adjacency matrix of a random d-regular graph by multiplying every entry by a random sign. The largest eigenvalue converges, after proper scaling, to the Tracy--Widom distribution.
We propose a theoretical framework to study the eigenvalue spectra of the controllability Gramian of systems with random state matrices, such as networked systems with a random graph structure. Using random matrix theory, we provide…
We study the spectrum of a random matrix, whose elements depend on the Euclidean distance between points randomly distributed in space. This problem is widely studied in the context of the Instantaneous Normal Modes of fluids and is…
We determine the limiting distribution of the largest eigenvalue of products from the $\beta$-Laguerre ensemble. This limiting distribution is given by a Tracy-Widom law with parameter $\beta_0>0$ depending on the ratio of the parameters of…
We study the evolution of the distribution of eigenvalues of $N\times N$ matrix ensembles subject to a change of variances of its matrix elements. Our results indicate that the evolution of the probability density is governed by a Fokker-…
We consider a versatile matrix model of the form ${\bf A}+i {\bf B}$, where ${\bf A}$ and ${\bf B}$ are real random circulant matrices with independent but, in general, nonidentically distributed Gaussian entries. For this model, we derive…
In this paper, we consider the singular values and singular vectors of finite, low rank perturbations of large rectangular random matrices. Specifically, we prove almost sure convergence of the extreme singular values and appropriate…
We solve a supersymmetric matrix model with a general potential. While matrix models usually describe surfaces, supersymmetry enforces a cancellation of bosonic and fermionic loops and only diagrams corresponding to so-called branched…
Bootstrap percolation in (random) graphs is a contagion dynamics among a set of vertices with certain threshold levels. The process is started by a set of initially infected vertices, and an initially uninfected vertex with threshold $k$…