Related papers: Spectra of sparse non-Hermitian random matrices: a…
We investigate the spectrum of the infinitesimal generator of the continuous time random walk on a randomly weighted oriented graph. This is the non-Hermitian random nxn matrix L defined by L(j,k)=X(j,k) if k<>j and…
We derive exact equations that determine the spectra of undirected and directed sparsely connected regular graphs containing loops of arbitrary length. The implications of our results to the structural and dynamical properties of networks…
We numerically analyze the spectral statistics of the multiparametric Gaussian ensembles of complex matrices with zero mean and variances with different decay routes away from the diagonals. As the latter mimics different degree of…
We introduce a transfer matrix method for the spectral analysis of discrete Hermitian operators with locally finite hopping. Such operators can be associated with a locally finite graph structure and the method works in principle on any…
We consider a class of sparse random matrices, which includes the adjacency matrix of Erd\H{o}s-R\'enyi graph ${\bf G}(N,p)$. For $N^{-1+o(1)}\leq p\leq 1/2$, we show that the non-trivial edge eigenvectors are asymptotically jointly normal.…
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…
Parameter-dependent statistical properties of spectra of totally connected irregular quantum graphs with Neumann boundary conditions are studied. The autocorrelation functions of level velocities c(x) and c(w,x) as well as the distributions…
A non-Hermitean extension of paradigmatic Wishart random matrices is introduced to set up a theoretical framework for statistical analysis of (real, complex and real quaternion) stochastic time series representing two "remote" complex…
In the sufficiently sparse case, we find the probability that a uniformly random bipartite graph with given degree sequence contains no edge from a specified set of edges. This enables us to enumerate loop-free digraphs and oriented graphs…
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…
We present an algorithm to identify sparse dependence structure in continuous and non-Gaussian probability distributions, given a corresponding set of data. The conditional independence structure of an arbitrary distribution can be…
Estimation of a sparse spectral precision matrix, the inverse of a spectral density matrix, is a canonical problem in frequency-domain analysis of high-dimensional time series (HDTS), with applications in neurosciences and environmental…
In this work, we study some statistical properties of the extreme eigenstates of the randomly-weighted adjacency matrices of random graphs. We focus on two random graph models: Erd\H{o}s-R\'{e}nyi (ER) graphs and random geometric graphs…
Non-asymptotic theory of random matrices strives to investigate the spectral properties of random matrices, which are valid with high probability for matrices of a large fixed size. Results obtained in this framework find their applications…
We present a first numerical investigation of the accuracy of the recently proposed {\em non-classical transport equation}. This equation contains an extra independent variable (the path-length $s$), and models particle transport taking…
A family of random matrix ensembles interpolating between the GUE and the Ginibre ensemble of $n\times n$ matrices with iid centered complex Gaussian entries is considered. The asymptotic spectral distribution in these models is uniform in…
We compute the spectral density for ensembles of of sparse symmetric random matrices using replica, managing to circumvent difficulties that have been encountered in earlier approaches along the lines first suggested in a seminal paper by…
We uncover the very rich graph topology of generic bounded non-Hermitian spectra, distinct from the topology of conventional band invariants and complex spectral winding. The graph configuration of complex spectra are characterized by the…
The spectrum of Hamiltonian (Markov matrix) of a multi-species asymmetric simple exclusion process on a ring is studied. The dynamical exponent concerning the relaxation time is found to coincide with the one-species case. It implies that…
We propose a new simple and explicit numerical scheme for time-homogeneous stochastic differential equations. The scheme is based on sampling increments at each time step from a skew-symmetric probability distribution, with the level of…