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We consider the spectral radius of a large random matrix $X$ with independent, identically distributed entries. We show that its typical size is given by a precise three-term asymptotics with an optimal error term beyond the radius of the…

Probability · Mathematics 2024-03-05 Giorgio Cipolloni , László Erdős , Yuanyuan Xu

We study the spectrum of a random multigraph with a degree sequence ${\bf D}_n=(D_i)_{i=1}^n$ and average degree $1 \ll \omega_n \ll n$, generated by the configuration model, and also the spectrum of the analogous random simple graph. We…

Probability · Mathematics 2020-05-15 Amir Dembo , Eyal Lubetzky , Yumeng Zhang

We prove that if a rectangular matrix with uniformly small entries and approximately orthogonal rows is applied to the independent standardized random variables with uniformly bounded third moments, then the empirical CDF of the resulting…

Probability · Mathematics 2007-06-14 Bernard Bercu , Wlodzimierz Bryc

We study the eigenvalues of non-normal square matrices of the form A_n=U_nT_nV_n with U_n,V_n independent Haar distributed on the unitary group and T_n real diagonal. We show that when the empirical measure of the eigenvalues of T_n…

Probability · Mathematics 2010-12-14 Alice Guionnet , Ofer Zeitouni

This paper considers random (non-Hermitian) circulant matrices, and proves several results analogous to recent theorems on non-Hermitian random matrices with independent entries. In particular, the limiting spectral distribution of a random…

Probability · Mathematics 2011-02-01 Mark W. Meckes

A famous result going back to Eric Kostlan states that the moduli of the eigenvalues of random normal matrices with radial potential are independent yet non identically distributed. This phenomenon is at the heart of the asymptotic analysis…

Probability · Mathematics 2022-06-07 David García-Zelada

We establish bounds on the spectral radii for a large class of sparse random matrices, which includes the adjacency matrices of inhomogeneous Erd\H{o}s-R\'enyi graphs. Our error bounds are sharp for a large class of sparse random matrices.…

Probability · Mathematics 2021-01-25 Florent Benaych-Georges , Charles Bordenave , Antti Knowles

This paper studies sparse elliptic random matrix models which generalize both the classical elliptic ensembles and sparse i.i.d. matrix models by incorporating correlated entries and a tunable sparsity parameter $p_n$. Each $n\times n$…

Probability · Mathematics 2025-08-08 Jackson Carpenter , Sean O'Rourke

We study the asymptotic distribution of the eigenvalues of random Hermitian periodic band matrices, focusing on the spectral edges. The eigenvalues close to the edges converge in distribution to the Airy point process if (and only if) the…

Mathematical Physics · Physics 2011-01-25 Sasha Sodin

Let $X_0$ be a non-constant random variable with finite variance. Given an integer $k\ge2$, define a sequence $\{X_n\}_{n=1}^\infty$ of approximately linear recursions with small perturbations $\{\Delta_n\}_{n=0}^\infty$ by $$X_{n+1} =…

Probability · Mathematics 2019-11-18 Mongkhon Tuntapthai

We consider the edge statistics of large dimensional deformed rectangular matrices of the form $Y_t=Y+\sqrt{t}X,$ where $Y$ is a $p \times n$ deterministic signal matrix whose rank is comparable to $n$, $X$ is a $p\times n$ random noise…

Probability · Mathematics 2022-05-25 Xiucai Ding , Fan Yang

We study a class of Hermitian random matrices which includes and generalizes Wigner matrices, heavy-tailed random matrices, and sparse random matrices such as the adjacency matrices of Erdos-Renyi random graphs with p ~ 1/N. Our NxN random…

Probability · Mathematics 2016-02-16 Paul Jung

Let $X_1,..., X_N\in\R^n$ be independent centered random vectors with log-concave distribution and with the identity as covariance matrix. We show that with overwhelming probability at least $1 - 3 \exp(-c\sqrt{n}\r)$ one has $ \sup_{x\in…

Probability · Mathematics 2012-11-01 Radosław Adamczak , Alexander E. Litvak , Alain Pajor , Nicole Tomczak-Jaegermann

For fixed positive integers m, we consider the product of m independent n by n random matrices with iid entries as in the limit as n tends to infinity. Under suitable assumptions on the entries of each matrix, it is known that the limiting…

Probability · Mathematics 2017-11-21 Natalie Coston , Sean O'Rourke , Philip Matchett Wood

We consider $N$ circles of equal radii, $r$, having their centers randomly placed within a square domain $\mathcal{D}$ of size $L \times L$ with periodic boundary conditions ($\mathcal{D} \in \mathbb{R}^2$). When two or more circles…

Statistical Mechanics · Physics 2020-03-23 Renat K. Akhunzhanov , Yuri Yu. Tarasevich , Irina V. Vodolazskaya

We characterise the class of distributions of random stochastic matrices $X$ with the property that the products $X(n)X(n-1) ... X(1)$ of i.i.d. copies $X(k)$ of $X$ converge a.s. as $n \rightarrow \infty$ and the limit is Dirichlet…

Probability · Mathematics 2014-12-05 Shaun McKinlay

In the past 20 years, the study of real eigenvalues of non-symmetric real random matrices has seen important progress. Notwithstanding, central questions still remain open, such as the characterization of their asymptotic statistics and the…

Mathematical Physics · Physics 2016-05-03 Luis Carlos García del Molino , Khashayar Pakdaman , Jonathan Touboul

We consider a well known model of random directed acyclic graphs of order $n$, obtained by recursively adding vertices, where each new vertex has a fixed outdegree $d\ge2$ and the endpoints of the $d$ edges from it are chosen uniformly at…

Probability · Mathematics 2023-02-28 Svante Janson

We consider random geometric graphs on the plane characterized by a non-uniform density of vertices. In particular, we introduce a graph model where $n$ vertices are independently distributed in the unit disc with positions, in polar…

Disordered Systems and Neural Networks · Physics 2022-04-06 C. T. Martinez-Martinez , J. A. Mendez-Bermudez , Francisco A. Rodrigues , Ernesto Estrada

We prove a local law for eigenvalues of the random Hermitian matrices with external source $W_n=\frac{1}{n}X_n+A_n$ where $X_n$ is Wigner matrix and $A_n$ is diagonal matrix with only two values $a, -a$ on the diagonal. The local law is an…

Probability · Mathematics 2013-10-22 Linh Tran