Related papers: Local law for eigenvalues of random regular bipart…

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…

We investigate the behavior of the empirical neighbourhood distribution of marked graphs in the framework of local weak convergence. We establish a large deviation principle for such families of empirical measures. The proof builds on…

We initiate the study of property testing in arbitrary planar graphs. We prove that bipartiteness can be tested in constant time, improving on the previous bound of $\tilde{O}(\sqrt{n})$ for graphs on $n$ vertices. The constant-time…

In this paper, we study the empirical spectral distribution of Spearman's rank correlation matrices, under the assumption that the observations are independent and identically distributed random vectors and the features are correlated. We…

We derive the limiting distribution for the largest eigenvalues of the adjacency matrix for a stochastic blockmodel graph when the number of vertices tends to infinity. We show that, in the limit, these eigenvalues are jointly multivariate…

Via the process of isospectral graph reduction the adjacency matrix of a graph can be reduced to a smaller matrix while its spectrum is preserved up to some known set. It is then possible to estimate the spectrum of the original matrix by…

We consider large Hermitian matrices whose entries are defined by evaluating the exponential function along orbits of the skew-shift $\binom{j}{2} \omega+jy+x \mod 1$ for irrational $\omega$. We prove that the eigenvalue distribution of…

We consider the joint distribution of real and imaginary parts of eigenvalues of random matrices with independent entries with mean zero and unit variance. We prove the convergence of this distribution to the uniform distribution on the…

We prove delocalization of eigenvectors of vertex-transitive graphs via elementary estimates of the spectral projector. We recover in this way known results which were formerly proved using representation theory. Similar techniques show…

We carry out a numerical study of fluctuations in the spectrum of regular graphs. Our experiments indicate that the level spacing distribution of a generic k-regular graph approaches that of the Gaussian Orthogonal Ensemble of random matrix…

In this article we find exponential good approximation of the empirical neigbourhood distribution of symbolled random graphs conditioned to a given empirical symbol distribution and empirical pair distribution. Using this approximation we…

Let A be a p-variate real Wishart matrix on n degrees of freedom with identity covariance. The distribution of the largest eigenvalue in A has important applications in multivariate statistics. Consider the asymptotics when p grows in…

The celebrated Marchenko-Pastur theorem gives the asymptotic spectral distribution of sums of random, independent, rank-one projections. Its main hypothesis is that these projections are more or less uniformly distributed on the first…

Several well-known results from the random matrix theory, such as Wigner's law and the Marchenko--Pastur law, can be interpreted (and proved) in terms of non-backtracking walks on a certain graph. Orthogonal polynomials with respect to the…

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…

The spectral density of various ensembles of sparse symmetric random matrices is analyzed using the cavity method. We consider two cases: matrices whose associated graphs are locally tree-like, and sparse covariance matrices. We derive a…

For a class of symmetric random matrices whose entries are martingale differences adapted to an increasing filtration, we prove that under a Lindeberg-like condition, the empirical spectral distribution behaves asymptotically similarly to a…

This paper investigates limiting properties of eigenvalues of multivariate sample spatial-sign covariance matrices when both the number of variables and the sample size grow to infinity. The underlying p-variate populations are general…

We prove the existence of the local limit of uniform random d-regular bipartite planar maps, for every $d\geq 3$, as the number of vertices tends to infinity. The proof relies on a bijection between maps and so-called blossoming trees…

We consider the singular values of certain Young diagram shaped random matrices. For block-shaped random matrices, the empirical distribution of the squares of the singular eigenvalues converges almost surely to a distribution whose moments…