English
Related papers

Related papers: The Tracy--Widom law for some sparse random matric…

200 papers

We consider a directed graph on the 2-dimensional integer lattice, placing a directed edge from vertex $(i_1,i_2)$ to $(j_1,j_2)$, whenever $i_1 \le j_1$, $i_2 \le j_2$, with probability $p$, independently for each such pair of vertices.…

Probability · Mathematics 2013-08-26 Takis Konstantopoulos , Katja Trinajstić

We consider large random matrices with a general slowly decaying correlation among its entries. We prove universality of the local eigenvalue statistics and optimal local laws for the resolvent away from the spectral edges, generalizing the…

Probability · Mathematics 2020-06-01 László Erdős , Torben Krüger , Dominik Schröder

We study random k-lifts of large, but otherwise arbitrary graphs G. We prove that, with high probability, all eigenvalues of the adjacency matrix of the lift that are not eigenvalues of G are of the order (D ln (kn))^{1/2}, where D is the…

Combinatorics · Mathematics 2011-09-07 Roberto Imbuzeiro Oliveira

The goal of these expository notes is to give an introduction to random matrices for non-specialist of this topic focusing on the link between random matrices and systems of particles in interaction. We first recall some general results…

Analysis of PDEs · Mathematics 2026-02-09 Valentin Pesce

Eigenvalues of Wigner matrices has been a major topic of investigation. A particularly important subclass of such random matrices is formed by the adjacency matrix of an Erd\H{o}s-R\'{e}nyi graph $\mathcal{G}_{n,p}$ equipped with i.i.d.…

Probability · Mathematics 2022-06-15 Shirshendu Ganguly , Ella Hiesmayr , Kyeongsik Nam

We present an analytical technique to compute the probability of rare events in which the largest eigenvalue of a random matrix is atypically large (i.e.\ the right tail of its large deviations). The results also transfer to the left tail…

Statistical Mechanics · Physics 2021-05-26 Antoine Maillard

We consider the random geometric graph on $n$ vertices drawn uniformly from a $d$--dimensional sphere. We focus on the sparse regime, when the expected degree is constant independent of $d$ and $n$. We show that, when $d$ is larger than $n$…

Probability · Mathematics 2021-10-22 Elliot Paquette , Andrew Vander Werf

We examine the adjacency matrices of three-regular graphs representing one-face maps. Numerical studies reveal that the limiting eigenvalue statistics of these matrices are the same as those of much larger, and more widely studied classes…

Spectral Theory · Mathematics 2009-08-24 E. M. McNicholas

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…

Probability · Mathematics 2022-01-04 Tapesh Yadav

We study the universality of the local eigenvalue statistics of Gaussian divisible Hermitian Wigner matrices. These random matrices are obtained by adding an independent GUE matrix to an Hermitian random matrix with independent elements, a…

Probability · Mathematics 2011-04-08 Kurt Johansson

Let $M_n$ be a class of symmetric sparse random matrices, with independent entries $M_{ij} = \delta_{ij} \xi_{ij}$ for $i \leq j$. $\delta_{ij}$ are i.i.d. Bernoulli random variables taking the value $1$ with probability $p \geq…

Probability · Mathematics 2018-02-20 Kyle Luh , Van Vu

We consider random non-normal matrices constructed by removing one row and column from samples from Dyson's circular ensembles or samples from the classical compact groups. We develop sparse matrix models whose spectral measures match these…

Probability · Mathematics 2016-06-22 Rowan Killip , Rostyslav Kozhan

The eccentricity (anti-adjacency) matrix $\varepsilon(G)$ of a graph $G$ is obtained from the distance matrix by retaining the eccentricities in each row and each column. This matrix is first defined in 2018 by Wang et al. \cite{1}. In this…

Combinatorics · Mathematics 2020-12-22 Sezer Sorgun , Hakan Küçük

We show that the fluctuations of the largest eigenvalue of a real symmetric or complex Hermitian Wigner matrix of size $N$ converge to the Tracy--Widom laws at a rate $O(N^{-1/3+\omega})$, as $N$ tends to infinity. For Wigner matrices this…

Probability · Mathematics 2022-05-04 Kevin Schnelli , Yuanyuan Xu

We prove that the bulk eigenvectors of sparse random matrices, i.e. the adjacency matrices of Erd\H{o}s-R\'enyi graphs or random regular graphs, are asymptotically jointly normal, provided the averaged degree increases with the size of the…

Probability · Mathematics 2017-06-30 Paul Bourgade , Jiaoyang Huang , Horng-Tzer Yau

In this paper, we consider the log-concave ensemble of random matrices, a class of covariance-type matrices $XX^*$ with isotropic log-concave $X$-columns. A main example is the covariance estimator of the uniform measure on isotropic convex…

Probability · Mathematics 2022-12-23 Zhigang Bao , Xiaocong Xu

When a randomness is introduced at the level of real matrix elements, depending on its particular realization, a pair of eigenvalues can appear as real or form a complex conjugate pair. We show that in the limit of large matrix size the…

Mathematical Physics · Physics 2022-01-12 Wojciech Tarnowski

We develop a new method for deriving local laws for a large class of random matrices. It is applicable to many matrix models built from sums and products of deterministic or independent random matrices. In particular, it may be used to…

Probability · Mathematics 2016-08-05 Antti Knowles , Jun Yin

I report on the development of a novel statistical mechanical formalism for the analysis of random graphs with many short loops, and processes on such graphs. The graphs are defined via maximum entropy ensembles, in which both the degrees…

Disordered Systems and Neural Networks · Physics 2016-05-04 A C C Coolen

We present a general method for obtaining the spectra of large graphs with short cycles using ideas from statistical mechanics of disordered systems. This approach leads to an algorithm that determines the spectra of graphs up to a high…

Disordered Systems and Neural Networks · Physics 2023-01-12 D. Bollé , F. L. Metz , I. Neri