Related papers: Localization and delocalization for heavy tailed b…

We analyze gene co-expression network under the random matrix theory framework. The nearest neighbor spacing distribution of the adjacency matrix of this network follows Gaussian orthogonal statistics of random matrix theory (RMT). Spectral…

We consider a class of random permutations of the interval $[-n,n]$, in which points are typically displaced a distance $O(W)$. We show the cycles are localized on the scale $W^3$, with an exponentially decaying tail bound. Analogous to…

We analytically compute the large-deviation probability of a diagonal matrix element of two cases of random matrices, namely $\beta=[\vec H^\dagger\vec H]^{-1}_{11}$ and $\gamma=[\vec I_N+\rho\vec H^\dagger\vec H]^{-1}_{11}$, where $\vec H$…

A Markov chain is considered whose states are orderings of an underlying fixed tree and whose transitions are local "random-to-front" reorderings, driven by a probability distribution on subsets of the leaves. The eigenvalues of the…

We perform an extensive investigation of the localization properties of the eigenmodes of the Laplace and adjacency matrix for one-dimensional random geometric graphs. We evaluate the density of states, the probability distribution of the…

Given a random sample from a multivariate normal distribution whose covariance matrix is a Toeplitz matrix, we study the largest off-diagonal entry of the sample correlation matrix. Assuming the multivariate normal distribution has the…

We analyze the distribution of eigenvectors for mesoscopic, mean-field perturbations of diagonal matrices in the bulk of the spectrum. Our results apply to a generalized $N\times N$ Rosenzweig-Porter model. We prove that the eigenvectors…

In this paper, we characterize the asymptotic and large scale behavior of the eigenvalues of wavelet random matrices in high dimensions. We assume that possibly non-Gaussian, finite-variance $p$-variate measurements are made of a…

This is the first part of a paper that studies the phase transition in the asymptotic limit of the rank 1 real Wishart spiked model. In this paper, we consider $N$-dimensional real Wishart matrices $S$ in the class…

Transitions from delocalized to localized eigenstates have been extensively studied in both quadratic and interacting models. The delocalized regime typically exhibits diffusion and quantum chaos, and its properties comply with the random…

We consider Markov chains with random transition probabilities which, moreover, fluctuate randomly with time. We describe such a system by a product of stochastic matrices, $U(t)=M_t\cdots M_1$, with the factors $M_i$ drawn independently…

We consider the empirical eigenvalue distribution of an $m\times m$ principal submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. For $n$ and $m$ large with $\frac{m}{n}=\alpha$, the empirical spectral…

Analyzing the spectral behavior of random matrices with dependency among entries is a challenging problem. The adjacency matrix of the random $d$-regular graph is a prominent example that has attracted immense interest. A crucial spectral…

Motivated by the problem of Many-Body Localization and the recent numerical results for the level and eigenfunction statistics on the random regular graphs, a generalization of the Rosenzweig-Porter random matrix model is suggested that…

We analyse the eigenvectors of the adjacency matrix of the Erd\H{o}s-R\'enyi graph on $N$ vertices with edge probability $\frac{d}{N}$. We determine the full region of delocalization by determining the critical values of $\frac{d}{\log N}$…

We compute the limiting eigenvalue statistics at the edge of the spectrum of large Hermitian random matrices perturbed by the addition of small rank deterministic matrices. To be more precise, we consider random Hermitian matrices with…

In this paper we study an ensemble of random matrices called Elliptic Volatility Model, which arises in finance as models of stock returns. This model consists of a product of independent matrices $X = \Sigma Z $ where $Z$ is a $T$ by $S$…

Common belief, confirmed by existing experiments, is that arbitrarily weak disorder should lead to spatial localization of eigenmodes of scalar wave equations when wave propagation is two-dimensional (2D). We predict that contrary to this…

Many solutions for scientific problems rely on finding the first (largest) eigenvalue and eigenvector of a particular matrix. We explore the distribution of the first eigenvector of a symmetric random sparse matrix. To analyze the…

We study the localization properties of eigenvectors of the Google matrix, generated both from the World Wide Web and from the Albert-Barabasi model of networks. We establish the emergence of a delocalization phase for the PageRank vector…