Related papers: Outlier eigenvalue fluctuations of perturbed iid m…

This paper systematically studies the behavior of the leading eigenvectors for independent edge undirected random graphs generated from a general latent position model whose link function is possibly infinite rank and also possibly…

We consider a square random matrix of size $N$ of the form $P(Y,A)$ where $P$ is a noncommutative polynomial, $A$ is a tuple of deterministic matrices converging in $\ast$-distribution, when $N$ goes to infinity, towards a tuple $a$ in some…

We consider pairs of GOE (Gaussian Orthogonal Ensemble) matrices which are correlated with each others, and subject to additive and multiplicative rank-one perturbations. We focus on the regime of parameters in which the finite-rank…

The aim of this paper is to study asymptotic geometric properties almost surely or/and in probability of extreme order statistics of an i.i.d. random field (potential) indexed by sites of multidimensional lattice cube, the volume of which…

Anomaly detection in medical imaging is a challenging task in contexts where abnormalities are not annotated. This problem can be addressed through unsupervised anomaly detection (UAD) methods, which identify features that do not match with…

We study the matrix discrepancy problem in the average-case setting. Given a sequence of $m \times m$ symmetric matrices $A_1,\ldots,A_n$, its discrepancy is defined as the minimal spectral norm over all signed sums $\sum_{i=1}^n x_iA_i$…

The asymptotic behaviour of a generalised P\'olya--Eggenberger urn is well--known to depend on the spectrum of its replacement matrix: If its dominant eigenvalue $r$ is simple and no other eigenvalue is `large' in the sense that its real…

We consider a full rank deformation of the GUE $W_N+A_N$ where $A_N$ is a full rank Hermitian matrix of size $N$ and $W_N$ is a GUE. The empirical eigenvalue distribution $\mu_{A_N}$ of $A_N$ converges to a probability distribution $\nu$.…

We prove quantitative bounds on the eigenvalues of non-selfadjoint unbounded operators obtained from selfadjoint operators by a perturbation that is relatively-Schatten. These bounds are applied to obtain new results on the distribution of…

When some eigenvalues of a spiked multiplicative resp. additive deformation model of a Hermitian Wigner matrix resp. a sample covariance matrix separate from the bulk, we study how the corresponding eigenvectors project onto those of the…

In this paper, we shall investigate the almost sure limits of the largest and smallest eigenvalues of a quaternion sample covariance matrix. Suppose that $\mathbf X_n$ is a $p\times n$ matrix whose elements are independent quaternion…

We study the asymptotic behaviour of eigenvalues and eigenfunctions of a boundary value problem for the Sturm-Liouville operator with general boundary conditions and the weight function perturbed by the so-called $\delta'$-like sequence…

One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…

We bound the second eigenvalue of random $d$-regular graphs, for a wide range of degrees $d$, using a novel approach based on Fourier analysis. Let $G_{n, d}$ be a uniform random $d$-regular graph on $n$ vertices, and let $\lambda (G_{n,…

Self-normalized processes arise naturally in statistical applications. Being unit free, they are not affected by scale changes. Moreover, self-normalization often eliminates or weakens moment assumptions. In this paper we present several…

We provide a general formula for the eigenvalue density of large random $N\times N$ matrices of the form $A = M + LJR$, where $M$, $L$ and $R$ are arbitrary deterministic matrices and $J$ is a random matrix of zero-mean independent and…

We characterize the eigenvalues and eigenvectors of a class of complex valued tridiagonal $n$ by $n$ matrices subject to arbitrary boundary conditions, i.e. with arbitrary elements on the first and last rows of the matrix. %By boundary…

Let $ \bbB_n =\frac{1}{n}(\bbR_n + \bbT^{1/2}_n \bbX_n)(\bbR_n + \bbT^{1/2}_n \bbX_n)^* $, where $ \bbX_n $ is a $ p \times n $ matrix with independent standardized random variables, $ \bbR_n $ is a $ p \times n $ non-random matrix and $…

We consider quite general $h$-pseudodifferential operators on $R^n$ with small random perturbations and show that in the limit of small $h$ the eigenvalues are distributed according to a Weyl law with a probabality that tends to 1. The…

We study the asymptotic behavior of eigenvalues of large complex correlated Wishart matrices at the edges of the limiting spectrum. In this setting, the support of the limiting eigenvalue distribution may have several connected components.…