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This paper studies the spectral behavior of large dimensional Chatterjee's rank correlation matrix when observations are independent draws from a high-dimensional random vector with independent continuous components. We show that the…

Statistics Theory · Mathematics 2025-10-09 Zhaorui Dong , Fang Han , Jianfeng Yao

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

We investigate the rank of the adjacency matrix of large diluted random graphs: for a sequence of graphs $(G_n)_{n\geq0}$ converging locally to a Galton--Watson tree $T$ (GWT), we provide an explicit formula for the asymptotic multiplicity…

Probability · Mathematics 2015-03-13 Charles Bordenave , Marc Lelarge , Justin Salez

Consider a sample of a centered random vector with unit covariance matrix. We show that under certain regularity assumptions, and up to a natural scaling, the smallest and the largest eigenvalues of the empirical covariance matrix converge,…

Probability · Mathematics 2018-03-16 Djalil Chafaï , Konstantin Tikhomirov

The article considers an inhomogeneous Erd\H{o}s-R\"enyi random graph on $\{1,\ldots, N\}$, where an edge is placed between vertices $i$ and $j$ with probability $\varepsilon_N f(i/N,j/N)$, for $i\le j$, the choice being made independent…

Probability · Mathematics 2024-02-28 Arijit Chakrabarty , Sukrit Chakraborty , Rajat Subhra Hazra

We show that for an Erd\H{o}s-R\'{e}nyi graph on $N$ vertices with expected degree $d$ satisfying $\log^{-1/9}N\leq d\leq \log^{1/40}N$, the largest eigenvalues can be precisely determined by small neighborhoods around vertices of close to…

Probability · Mathematics 2023-09-21 Ella Hiesmayr , Theo McKenzie

This paper is concerned with extensions of the classical Mar\v{c}enko-Pastur law to time series. Specifically, $p$-dimensional linear processes are considered which are built from innovation vectors with independent, identically distributed…

Statistics Theory · Mathematics 2015-04-03 Haoyang Liu , Alexander Aue , Debashis Paul

We consider sparse sample covariance matrices $\frac1{np_n}\mathbf X\mathbf X^*$, where $\mathbf X$ is a sparse matrix of order $n\times m$ with the sparse probability $p_n$. We prove the local Marchenko--Pastur law in some complex domain…

Probability · Mathematics 2022-09-28 F. Götze , A. Tikhomirov , D. Timushev

We consider the local statistics of $H = V^* X V + U^* Y U$ where $V$ and $U$ are independent Haar-distributed unitary matrices, and $X$ and $Y$ are deterministic real diagonal matrices. In the bulk, we prove that the gap statistics and…

Probability · Mathematics 2017-01-04 Ziliang Che , Benjamin Landon

We consider the statistics of the extreme eigenvalues of sparse random matrices, a class of random matrices that includes the normalized adjacency matrices of the Erd{\H o}s-R{\'e}nyi graph $G(N,p)$. Recently, it was shown by Lee, up to an…

Probability · Mathematics 2023-05-05 Jiaoyang Huang , Horng-Tzer Yau

We design an efficient sampling algorithm to generate samples from the hardcore model on random regular bipartite graphs as long as $\lambda \lesssim \frac{1}{\sqrt{\Delta}}$, where $\Delta$ is the degree. Combined with recent work of…

Data Structures and Algorithms · Computer Science 2026-04-24 Nicholas Kocurek , Shayan Oveis Gharan , Dante Tjowasi

We are going to analyze local algorithms over sparse random graphs. These algorithms are based on local information where local regards to a decision made by the exploration of a small neighbourhood of a certain vertex plus a believe of the…

Disordered Systems and Neural Networks · Physics 2014-09-19 David Gamarnik , Mathieu Hemery , Samuel Hetterich

We prove a local law and eigenvector delocalization for general Wigner-type matrices. Our methods allow us to get the best possible interval length and optimal eigenvector delocalization in the dense case, and the first results of such kind…

Probability · Mathematics 2019-04-12 Ioana Dumitriu , Yizhe Zhu

For a given complex square matrix $A$ with constant row sum, we establish two new eigenvalue inclusion sets. Using these bounds, first we derive bounds for the second largest and smallest eigenvalues of adjacency matrices of $k$-regular…

Combinatorics · Mathematics 2020-08-27 Ranjit Mehatari , M. Rajesh Kannan

We compute an asymptotic expansion in $1/c$ of the limit in $n$ of the empirical spectral measure of the adjacency matrix of an Erd\H{o}s-R\'enyi random graph with $n$ vertices and parameter $c/n$. We present two different methods, one of…

Probability · Mathematics 2017-01-05 Nathanael Enriquez , Laurent Menard

In this paper, we analyze the limiting spectral distribution of the adjacency matrix of a random graph ensemble, proposed by Chung and Lu, in which a given expected degree sequence $\overline{w}_n^{^{T}} = (w^{(n)}_1,\ldots,w^{(n)}_n)$ is…

Statistics Theory · Mathematics 2017-03-28 Victor M. Preciado , M. Amin Rahimian

A complex unit gain graph is a simple graph in which each orientation of an edge is given a complex number with modulus 1 and its inverse is assigned to the opposite orientation of the edge. In this article, first we establish bounds for…

Combinatorics · Mathematics 2019-10-04 Ranjit Mehatari , M. Rajesh Kannan , Aniruddha Samanta

We present a simple and versatile method for deriving (an)isotropic local laws for general random matrices constructed from independent random variables. Our method is applicable to mean-field random matrices, where all independent…

Probability · Mathematics 2017-04-13 Yukun He , Antti Knowles , Ron Rosenthal

We introduce a family of coefficients based on U-statistics that generalize the notion of correlation and explore their properties in the large dimensional multivariate case, showing that in the null case of uncorrelated variables, the…

Probability · Mathematics 2026-03-20 Florent Benaych-Georges , Tomas Espana

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