Related papers: Random Normal Matrices and Polynomial Curves
In this paper we study the concentration properties for the eigenvalues of kernel matrices, which are central objects in a wide range of kernel methods and, more recently, in network analysis. We present a set of concentration inequalities…
It is well-known that orthogonal polynomials on the real line satisfy a three-term recurrence relation and conversely every system of polynomials satisfying a three-term recurrence relation is orthogonal with respect to some positive Borel…
We study Hermitian non-commutative quadratic polynomials of multiple independent Wigner matrices. We prove that, with the exception of some specific reducible cases, the limiting spectral density of the polynomials always has a square root…
Motivated by a problem in learning theory, we are led to study the dominant eigenvalue of a class of random matrices. This turns out to be related to the roots of the derivative of random polynomials (generated by picking their roots…
For a sufficiently nice 2 dimensional shape, we define its approximating matrix (or patterned matrix) as a random matrix with iid entries arranged according to a given pattern. For large approximating matrices, we observe that the…
Given a finitely generated amenable group we consider ergodic random Schr\"odinger operators on a Cayley graph with random potentials and random boundary conditions. We show that the normalised eigenvalue counting functions of finite volume…
We investigate a random normal matrix model with eigenvalues forced to be in the droplet, the support of the equilibrium measure associated with an external field. For radially symmetric external fields, we show that the fluctuations of the…
Many important problems are characterized by the eigenvalues of a large matrix. For example, the difficulty of many optimization problems, such as those arising from the fitting of large models in statistics and machine learning, can be…
We study largest singular values of large random matrices, each with mean of a fixed rank $K$. Our main result is a limit theorem as the number of rows and columns approach infinity, while their ratio approaches a positive constant. It…
The eigendecomposition of the coupling matrix of large biological networks is central to the study of the dynamics of these networks. For neural networks, this matrix should reflect the topology of the network and conform with Dale's law…
Let $A$ be a square random matrix of size $n$, with mean zero, independent but not identically distributed entries, with variance profile $S$. When entries are i.i.d. with unit variance, the spectral radius of $n^{-1/2}A$ converges to $1$…
The differential systems satisfied by orthogonal polynomials with arbitrary semiclassical measures supported on contours in the complex plane are derived, as well as the compatible systems of deformation equations obtained from varying such…
We review the recent developments in the theory of normal, normal self-dual and general complex random matrices. The distribution and correlations of the eigenvalues at large scales are investigated in the large $N$ limit. The 1/N expansion…
This article introduces innovative classes of open sets in \(\mathbb{R}^{N}\), where \(N=2, 3\), characterized by a geometric property associated with the inward normal. The focus lies on proving compactness results for the Hausdorff…
Many eigenvalue matrix models possess a peculiar basis of observables which have explicitly calculable averages. This explicit calculability is a stronger feature than ordinary integrability, just like the cases of quadratic and Coulomb…
Let $A$ be a square complex matrix and $z$ a complex number. The distance, with respect to the spectral norm, from $A$ to the set of matrices which have $z$ as an eigenvalue is less than or equal to the distance from $z$ to the spectrum of…
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…
We discuss the limiting spectral density of real symmetric random matrices. Other than in standard random matrix theory the upper diagonal entries are not assumed to be independent, but we will fill them with the entries of a stochastic…
We derive concentration inequalities for functions of the empirical measure of large random matrices with infinitely divisible entries and, in particular, stable ones. We also give concentration results for some other functionals of these…
In this paper (a sequel to B. Drinovec Drnovsek and F. Forstneric, Holomorphic curves in complex spaces, Duke Math. J. 139 (2007), 203-253) we obtain existence and approximation results for closed complex subvarieties that are normalized by…