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We consider a sparse Erd\H{o}s--R\'{e}nyi graph $\mathcal{G}(n,\lambda/n)$ where each edge is independently assigned a random signed weight. For two uniformly chosen vertices, we study the joint distribution of the total weights and…

Probability · Mathematics 2025-12-01 Heng Ma , Pascal Maillard

We analyze the convergence of the spectrum of large random graphs to the spectrum of a limit infinite graph. We apply these results to graphs converging locally to trees and derive a new formula for the Stieljes transform of the spectral…

Probability · Mathematics 2009-05-05 Charles Bordenave , Marc Lelarge

We investigate the asymptotic behavior of the eigenvalues of spiked perturbations of Wigner matrices when the dimension goes to infinity. The entries of the Hermitian Wigner matrix have a distribution which is symmetric and satisfies a…

Probability · Mathematics 2011-09-19 Mireille Capitaine , Catherine Donati-Martin , Delphine Féral , Maxime Février

We apply Tsallis's q-indexed entropy to formulate a non-extensive random matrix theory (RMT), which may be suitable for systems with mixed regular-chaotic dynamics. The joint distribution of the matrix elements is given by folding the…

Statistical Mechanics · Physics 2007-05-23 A. Y. Abul-Magd

The eigenvector empirical spectral distribution (VESD) is a useful tool in studying the limiting behavior of eigenvalues and eigenvectors of covariance matrices. In this paper, we study the convergence rate of the VESD of sample covariance…

Probability · Mathematics 2020-08-19 Haokai Xi , Fan Yang , Jun Yin

We propose a distribution-free approach to the study of random geometric graphs. The distribution of vertices follows a Poisson point process with intensity function $nf(\cdot)$, where $n\in \mathbb{N}$, and $f$ is a probability density…

Probability · Mathematics 2012-10-22 Srikanth K. Iyer , Debleena Thacker

We consider the ensemble of adjacency matrices of Erd\H{o}s-R\'{e}nyi random graphs, that is, graphs on $N$ vertices where every edge is chosen independently and with probability $p\equiv p(N)$. We rescale the matrix so that its bulk…

Probability · Mathematics 2013-07-12 László Erdős , Antti Knowles , Horng-Tzer Yau , Jun Yin

We study the asymptotic distribution of level crossings for random matrix pencils A_n+\lambda B_n in several ensembles, including complex and real i.i.d. matrices and Gaussian/Hermitian settings. We derive a representation of the normalized…

Mathematical Physics · Physics 2026-04-29 B. Shapiro

We prove that certain natural random variables associated with the local eigenvalue statistics for generalized lattice Anderson models constructed with finite-rank perturbations are compound Poisson distributed. This distribution is…

Mathematical Physics · Physics 2015-09-30 Peter D. Hislop , M. Krishna

For each $n$, let $A_n=(\sigma_{ij})$ be an $n\times n$ deterministic matrix and let $X_n=(X_{ij})$ be an $n\times n$ random matrix with i.i.d. centered entries of unit variance. We study the asymptotic behavior of the empirical spectral…

Probability · Mathematics 2020-08-03 Nicholas A. Cook , Walid Hachem , Jamal Najim , David Renfrew

Inhomogeneous Erd\H{o}s-R\'enyi random graphs $\mathbb G_N$ on $N$ vertices in the non-dense regime are considered in this paper. The edge between the pair of vertices $\{i,j\}$ is retained with probability…

Probability · Mathematics 2019-10-16 Arijit Chakrabarty , Rajat Subhra Hazra , Frank den Hollander , Matteo Sfragara

An independent set of size $k$ in a finite undirected graph $G$ is a set of $k$ vertices of the graph, no two of which are connected by an edge. Let $x_{k}(G)$ be the number of independent sets of size $k$ in the graph $G$ and let…

Probability · Mathematics 2020-06-09 Steven Heilman

Let $X_N$ be an $N\ts N$ random symmetric matrix with independent equidistributed entries. If the law $P$ of the entries has a finite second moment, it was shown by Wigner \cite{wigner} that the empirical distribution of the eigenvalues of…

Probability · Mathematics 2007-07-17 Gerard Ben Arous , Alice Guionnet

Absence of level repulsion between extended states in random non-Hermitian systems is demonstrated. As a result, the general Wigner-Dyson distributions of level spacing of diffusive metals in the usual Hermitian systems is replaced by the…

Mesoscale and Nanoscale Physics · Physics 2020-04-22 C. Wang , X. R. Wang

We consider the random geometric graph on $n$ vertices drawn uniformly from a $d$--dimensional sphere. We focus on the sparse regime, when the expected degree is constant independent of $d$ and $n$. We show that, when $d$ is larger than $n$…

Probability · Mathematics 2021-10-22 Elliot Paquette , Andrew Vander Werf

In this paper, we adopt the eigenvector empirical spectral distribution (VESD) to investigate the limiting behavior of eigenvectors of a large dimensional Wigner matrix W_n. In particular, we derive the optimal bound for the rate of…

Statistics Theory · Mathematics 2016-11-22 Ningning Xia , Zhidong Bai

We show that the spectral radius of an $N\times N$ random symmetric matrix with i.i.d. bounded centered but non-symmetrically distributed entries is bounded from above by $ 2 \*\sigma + o(N^{-6/11+\epsilon}), $ where $\sigma^2 $ is the…

Probability · Mathematics 2007-05-23 Sandrine Peche , Alexander Soshnikov

We establish the relation between two objects: an integrable system related to Painlev\'e II equation, and the symplectic invariants of a certain plane curve S(TW). This curve describes the average eigenvalue density of a random hermitian…

Exactly Solvable and Integrable Systems · Physics 2010-12-14 Gaetan Borot , Bertrand Eynard

We compare eigenvalue densities of Wigner random matrices whose elements are independent identically distributed (iid) random numbers with a Levy distribution and maximally random matrices with a rotationally invariant measure exhibiting a…

Statistical Mechanics · Physics 2013-05-29 Zdzislaw Burda , Jerzy Jurkiewicz , Maciej A. Nowak , Gabor Papp , Ismail Zahed

The paper is devoted to the derivation of random unitary matrices whose spectral statistics is the same as statistics of quantum eigenvalues of certain deterministic two-dimensional barrier billiards. These random matrices are extracted…

Chaotic Dynamics · Physics 2022-06-08 Eugene Bogomolny