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Let $\mathbf X=(X_{jk})$ denote a Hermitian random matrix with entries $X_{jk}$, which are independent for $1\le j\le k$. We consider the rate of convergence of the empirical spectral distribution function of the matrix $\mathbf X$ to the…

Probability · Mathematics 2013-10-29 Friedrich Götze , Alexander Tikhomirov

For random operators it is conjectured that spectral properties of an infinite-volume operator are related to the distribution of spectral gaps of finite-volume approximations. In particular, localization and pure point spectrum in infinite…

Mathematical Physics · Physics 2014-06-09 Leander Geisinger

We consider the nearest-neighbor spacing distributions of mixed random matrix ensembles interpolating between different symmetry classes, or between integrable and non-integrable systems. We derive analytical formulas for the spacing…

Mathematical Physics · Physics 2012-08-22 Sebastian Schierenberg , Falk Bruckmann , Tilo Wettig

In this paper we consider ensemble of random matrices $\X_n$ with independent identically distributed vectors $(X_{ij}, X_{ji})_{i \neq j}$ of entries. Under assumption of finite fourth moment of matrix entries it is proved that empirical…

Probability · Mathematics 2012-08-07 Alexey Naumov

In this article we show the existence of limiting spectral distribution of a symmetric random matrix whose entries come from a stationary Gaussian process with covariances satisfying a summability condition. We provide an explicit…

Probability · Mathematics 2013-05-15 Arijit Chakrabarty , Rajat Subhra Hazra , Deepayan Sarkar

In this paper, we derive nearly tight probabilistic norm bounds for a class of random matrices we call graph matrices. While the classical case of symmetric matrices with independent random entries (Wigner's matrices) is a special case, in…

Combinatorics · Mathematics 2021-04-30 Kwangjun Ahn , Dhruv Medarametla , Aaron Potechin

We consider Erd\H{o}s-R\'{e}nyi graphs $G(n,p_n)$ with large constant expected degree $\lambda$ and $p_n=\lambda/n$. Bordenave and Lelarge (2010) showed that the infinite-volume limit, in the Benjamini-Schramm topology, is a Galton-Watson…

Probability · Mathematics 2020-01-13 Paul Jung , Jaehun Lee

Following the derivation of the trace formulae in the first paper in this series, we establish here a connection between the spectral statistics of random regular graphs and the predictions of Random Matrix Theory (RMT). This follows from…

Mathematical Physics · Physics 2010-04-28 Idan Oren , Uzy Smilansky

The global structure of the minimal spanning tree (MST) is expected to be universal for a large class of underlying random discrete structures. However, very little is known about the intrinsic geometry of MSTs of most standard models, and…

Probability · Mathematics 2021-06-01 Louigi Addario-Berry , Sanchayan Sen

For a class of sparse random matrices of the form $A_n =(\xi_{i,j}\delta_{i,j})_{i,j=1}^n$, where $\{\xi_{i,j}\}$ are i.i.d.~centered sub-Gaussian random variables of unit variance, and $\{\delta_{i,j}\}$ are i.i.d.~Bernoulli random…

Probability · Mathematics 2018-06-13 Anirban Basak , Mark Rudelson

Symmetric matrices with zero row sums occur in many theoretical settings and in real-life applications. When the offdiagonal elements of such matrices are i.i.d. random variables and the matrices are large, the eigenvalue distributions…

Disordered Systems and Neural Networks · Physics 2023-06-27 Pawat Akara-pipattana , Oleg Evnin

We study the spectral and diffusive properties of the wired minimal spanning forest (WMSF) on the Poisson-weighted infinite tree (PWIT). Let $M$ be the tree containing the root in the WMSF on the PWIT and $(Y_n)_{n\geq0}$ be a simple random…

Probability · Mathematics 2024-02-06 Asaf Nachmias , Pengfei Tang

In this paper, we characterize the convergence of the (rescaled logarithmic) empirical spectral distribution of wavelet random matrices. We assume a moderately high-dimensional framework where the sample size $n$, the dimension $p(n)$ and,…

Probability · Mathematics 2024-01-08 Patrice Abry , Gustavo Didier , Oliver Orejola , Herwig Wendt

In this paper we establish the limit of the empirical spectral distribution of quaternion sample covariance matrices. Suppose $\mathbf X_n = ({x_{jk}^{(n)}})_{p\times n}$ is a quaternion random matrix. For each $n$, the entries…

Probability · Mathematics 2013-10-22 Huiqin Li , Zhidong Bai , Jiang Hu

We study the empirical spectral distribution (ESD) for complex n x n matrix polynomials of degree k. We obtain exact formulae for the almost sure limit of the ESD in two distinct scenarios: (1) n -> \infty with k constant and (2) k ->…

Probability · Mathematics 2022-02-22 Giovanni Barbarino , Vanni Noferini

We show that the nearest-neighbor spacing distribution for a model that consists of random points uniformly distributed on a self-similar fractal is the Brody distribution of random matrix theory. In the usual context of Hamiltonian…

Chaotic Dynamics · Physics 2007-05-23 Jamal Sakhr , John M. Nieminen

We investigate the level-density $\sigma(x)$ and level-spacing distribution $p(s)$ of random matrices $M=AF\neq M^{\dagger}$ where $F$ is a (diagonal) inner-product and $A$ is a random, real symmetric or complex Hermitian matrix with…

Disordered Systems and Neural Networks · Physics 2011-03-21 Yogesh N. Joglekar , William A. Karr

We introduce the notion of a hereditary property for rooted real trees and we also consider reduction of trees by a given hereditary property. Leaf-length erasure, also called trimming, is included as a special case of hereditary reduction.…

Probability · Mathematics 2012-11-12 Thomas Duquesne , Matthias Winkel

We study the number of isolated nodes in a soft random geometric graph whose vertices constitute a Poisson process on the torus of length L (the line segment [0,L] with periodic boundary conditions), and where an edge is present between two…

Probability · Mathematics 2022-10-21 Michael Wilsher , Carl Dettmann , Ayalvadi Ganesh

We consider spectral properties and the edge universality of sparse random matrices, the class of random matrices that includes the adjacency matrices of the Erdos-Renyi graph model $G(N,p)$. We prove a local law for the eigenvalue density…

Probability · Mathematics 2016-06-03 Ji Oon Lee , Kevin Schnelli