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We consider $N\times N$ Hermitian or symmetric random matrices with independent entries. The distribution of the $(i,j)$-th matrix element is given by a probability measure $\nu_{ij}$ whose first two moments coincide with those of the…

Mathematical Physics · Physics 2011-11-16 Antti Knowles , Jun Yin

In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…

Probability · Mathematics 2010-05-05 Joseph Najnudel , Ashkan Nikeghbali

In this paper, we consider the empirical spectral distribution of the sample correlation matrix and investigate its asymptotic behavior under mild assumptions on the data's distribution, when dimension and sample size increase at the same…

Probability · Mathematics 2022-09-01 Nina Dörnemann , Johannes Heiny

We study the asymptotic shape of random unlabelled graphs subject to certain subcriticality conditions. The graphs are sampled with probability proportional to a product of Boltzmann weights assigned to their $2$-connected components. As…

Combinatorics · Mathematics 2017-12-06 Benedikt Stufler

We study the spectrum of a random multigraph with a degree sequence ${\bf D}_n=(D_i)_{i=1}^n$ and average degree $1 \ll \omega_n \ll n$, generated by the configuration model, and also the spectrum of the analogous random simple graph. We…

Probability · Mathematics 2020-05-15 Amir Dembo , Eyal Lubetzky , Yumeng Zhang

We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…

Statistics Theory · Mathematics 2025-07-29 Karl Oskar Ekvall , Matteo Bottai

We investigate the asymptotic behavior of the eigenvalues of spiked perturbations of Wigner matrices when the dimension goes to infinity. The entries of the Hermitian Wigner matrix have a distribution which is symmetric and satisfies a…

Probability · Mathematics 2011-09-19 Mireille Capitaine , Catherine Donati-Martin , Delphine Féral , Maxime Février

Within a random-matrix-theory approach, we use the nearest-neighbor energy level spacing distribution $P(s)$ and the entropic eigenfunction localization length $\ell$ to study spectral and eigenfunction properties (of adjacency matrices) of…

Physics and Society · Physics 2017-08-14 L. Alonso , J. A. Mendez-Bermudez , A. Gonzalez-Melendrez , Yamir Moreno

Affinity has proven to be a useful tool for quantifying the non-equilibrium character of time continuous Markov processes since it serves as a measure for the breaking of time reversal symmetry. It has recently been conjectured that the…

Statistical Mechanics · Physics 2020-07-27 Matthias Uhl , Udo Seifert

These expository notes are centered around the circular law theorem, which states that the empirical spectral distribution of a nxn random matrix with i.i.d. entries of variance 1/n tends to the uniform law on the unit disc of the complex…

Probability · Mathematics 2012-03-14 Charles Bordenave , Djalil Chafai

On an infinite, radial metric tree graph we consider the corresponding Laplacian equipped with self-adjoint vertex conditions from a large class including $\delta$- and weighted $\delta'$-couplings. Assuming the numbers of different edge…

Spectral Theory · Mathematics 2017-07-04 Jonathan Rohleder , Christian Seifert

For a large class of quantum systems the statistical properties of their spectrum show remarkable agreement with random matrix predictions. Recent advances show that the scope of random matrix theory is much wider. In this work, we show…

Data Analysis, Statistics and Probability · Physics 2009-11-07 M. S. Santhanam , Prabir K. Patra

We formulate gaussian and circular random-matrix models representing a coupled system consisting of an absorbing and an amplifying resonator, which are mutually related by a generalized time-reversal symmetry. Motivated by optical…

Quantum Physics · Physics 2012-12-21 Christopher Birchall , Henning Schomerus

We revisit the derivation of the density of states of sparse random matrices. We derive a recursion relation that allows one to compute the spectrum of the matrix of incidence for finite trees that determines completely the low…

Condensed Matter · Physics 2009-11-07 Guilhem Semerjian , Leticia F. Cugliandolo

We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We…

Probability · Mathematics 2009-09-08 Alexei M. Veneziani , Tiago Pereira , Domingos H. U. Marchetti

We study rooted planar random trees with a probability distribution which is proportional to a product of weight factors $w_n$ associated to the vertices of the tree and depending only on their individual degrees $n$. We focus on the case…

Mathematical Physics · Physics 2015-05-27 Svante Janson , Thordur Jonsson , Sigurdur Orn Stefansson

We study the spectra of quantum trees of finite cone type. These are quantum graphs whose geometry has a certain homogeneity, and which carry a finite set of edge lengths, coupling constants and potentials on the edges. We show the spectrum…

Spectral Theory · Mathematics 2021-03-17 Nalini Anantharaman , Maxime Ingremeau , Mostafa Sabri , Brian Winn

For a large class of symmetric random matrices with correlated entries, selected from stationary random fields of centered and square integrable variables, we show that the limiting distribution of eigenvalue counting measure always exists…

Probability · Mathematics 2016-03-08 Costel Peligrad , Magda Peligrad

We extend the results of B. Bollobas, O. Riordan, J. Spencer, G. Tusnady, and Mori. We consider a model of random tree growth, where at each time unit a new node is added and attached to an already existing node chosen at random. The…

Probability · Mathematics 2007-05-23 Anna Rudas

We propose a technique for calculating and understanding the eigenvalue distribution of sums of random matrices from the known distribution of the summands. The exact problem is formidably hard. One extreme approximation to the true density…

Quantum Physics · Physics 2017-10-27 Ramis Movassagh , Alan Edelman