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We consider extremal eigenvalues of sparse random matrices, a class of random matrices including the adjacency matrices of Erd\H{o}s-R\'{e}nyi graphs $\mathcal{G}(N,p)$. Recently, it was shown that the leading order fluctuations of extremal…

Probability · Mathematics 2023-06-08 Jaehun Lee

Spectral properties of random matrices play an important role in statistics, machine learning, communications, and many other areas. Engaging results regarding the convergence of the empirical spectral distribution (ESD) and the…

Statistics Theory · Mathematics 2025-07-08 Zeyan Zhuang , Xin Zhang , Dongfang Xu , Shenghui Song

Multiple studies of neural avalanches across different data modalities led to the prominent hypothesis that the brain operates near a critical point. The observed exponents often indicate the mean-field directed-percolation universality…

Neurons and Cognition · Quantitative Biology 2022-11-14 Roxana Zeraati , Victor Buendía , Tatiana A. Engel , Anna Levina

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

Euclidean random matrices arise in a wide range of physical systems where interactions are determined by spatial configurations, including disordered media and cooperative phenomena in atomic ensembles. Unlike classical random matrix…

Statistical Mechanics · Physics 2026-05-08 Pasquale Casaburi , Pierpaolo Vivo

Many observables of brain dynamics appear to be optimized for computation. Which connectivity structures underlie this fine-tuning? We propose that many of these structures are naturally encoded in the space that more directly relates to…

Disordered Systems and Neural Networks · Physics 2023-09-18 Lorenzo Tiberi , David Dahmen , Moritz Helias

We study the spectral properties of the process of explosive percolation. In particular, we explore how the maximum eigenvalue of the adjacency matrix of a network which governs the spreading efficiency evolves as the density of connection…

Physics and Society · Physics 2015-06-12 Ning Ning Chung , Lock Yue Chew , Choy Heng Lai

We introduce a new random matrix model called distance covariance matrix in this paper, whose normalized trace is equivalent to the distance covariance. We first derive a deterministic limit for the eigenvalue distribution of the distance…

Statistics Theory · Mathematics 2021-05-18 Weiming Li , Qinwen Wang , Jianfeng Yao

We show that not only preferential attachment but also preferential depletion leads to scale-free networks. The resulting degree distribution exponents is typically less than two (5/3) as opposed to the case of the growth models studied…

Physics and Society · Physics 2015-05-27 Christian M. Schneider , Lucilla de Arcangelis , Hans J. Herrmann

The importance of structured, complex connectivity patterns found in several real-world systems is to a great extent related to their respective effects in constraining and even defining the respective dynamics. Yet, while complex networks…

Tissues and Organs · Quantitative Biology 2008-05-16 Matheus P. Viana , Bruno A. N. Travencolo , E. Tanck , Luciano da F. Costa

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

We study the structural characteristics of complex networks using the representative eigenvectors of the adjacent matrix. The probability distribution function of the components of the representative eigenvectors are proposed to describe…

Physics and Society · Physics 2015-05-30 Guimei Zhu , Huijie Yang , Chuanyang Yin , Baowen Li

We study networks constructed from gene expression data obtained from many types of cancers. The networks are constructed by connecting vertices that belong to each others' list of K-nearest-neighbors, with K being an a priori selected…

Soft Condensed Matter · Physics 2009-11-07 Himanshu Agrawal

We give a short, operator-theoretic proof of the asymptotic independence (including a first correction term) of the minimal and maximal eigenvalue of the n \times n Gaussian Unitary Ensemble in the large matrix limit n \to \infty. This is…

Probability · Mathematics 2010-06-01 Folkmar Bornemann

Extreme value statistics provides accurate estimates for the small occurrence probabilities of rare events. While theory and statistical tools for univariate extremes are well-developed, methods for high-dimensional and complex data sets…

Methodology · Statistics 2021-01-06 Sebastian Engelke , Jevgenijs Ivanovs

We establish large deviation principles for the extremal eigenvalues of the Ginibre ensembles with good rate functions. In contrast to the typical estimates for the extremal eigenvalues, the large deviations for the real Ginibre ensemble…

Probability · Mathematics 2025-12-16 Yuanyuan Xu , Qiang Zeng

Extreme events have low occurrence probabilities and display pronounced deviation from their average behaviour, such as earthquakes or power blackouts. Such extreme events occurring on the nodes of a complex network have been extensively…

Physics and Society · Physics 2022-02-09 Govind Gandhi , M. S. Santhanam

The skew-normal and related families are flexible and asymmetric parametric models suitable for modelling a diverse range of systems. We show that the multivariate maximum of a high-dimensional extended skew-normal random sample has…

Methodology · Statistics 2018-10-02 Boris Beranger , Simone A. Padoan , Yangfan Xu , Scott A. Sisson

The hidden variable formalism (based on the assumption of some intrinsic node parameters) turned out to be a remarkably efficient and powerful approach in describing and analyzing the topology of complex networks. Owing to one of its most…

Physics and Society · Physics 2019-08-13 Sámuel G. Balogh , Péter Pollner , Gergely Palla

Using the diagrammatic method, we derive a set of self-consistent equations that describe eigenvalue distributions of large correlated asymmetric random matrices. The matrix elements can have different variances and be correlated with each…

Disordered Systems and Neural Networks · Physics 2016-12-21 Alexander Kuczala , Tatyana O. Sharpee
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