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A Chung-Lu random graph is an inhomogeneous Erd\H{o}s-R\'enyi random graph in which vertices are assigned average degrees, and pairs of vertices are connected by an edge with a probability that is proportional to the product of their…

We present an analytical technique to compute the probability of rare events in which the largest eigenvalue of a random matrix is atypically large (i.e.\ the right tail of its large deviations). The results also transfer to the left tail…

Statistical Mechanics · Physics 2021-05-26 Antoine Maillard

Subspace methods are commonly used for finding approximate eigenvalues and singular values of large-scale matrices. Once a subspace is found, the Rayleigh-Ritz method (for symmetric eigenvalue problems) and Petrov-Galerkin projection (for…

Numerical Analysis · Mathematics 2025-10-07 Irina-Beatrice Haas , Yuji Nakatsukasa

We consider the problem of graph matchability in non-identically distributed networks. In a general class of edge-independent networks, we demonstrate that graph matchability can be lost with high probability when matching the networks…

Statistics Theory · Mathematics 2019-03-22 Vince Lyzinski , Daniel L. Sussman

For random $d$-regular graphs on $N$ vertices with $1 \ll d \ll N^{2/3}$, we develop a $d^{-1/2}$ expansion of the local eigenvalue distribution about the Kesten-McKay law up to order $d^{-3}$. This result is valid up to the edge of the…

Probability · Mathematics 2021-07-06 Roland Bauerschmidt , Jiaoyang Huang , Antti Knowles , Horng-Tzer Yau

In case of sparse graphs, relation between the real eigenvalues of the non-backtracking matrix and those of the non-backtracking transition probability matrix is considered with respect to vertex clustering. For this purpose, the random…

Combinatorics · Mathematics 2026-05-26 Marianna Bolla

The problem of detecting edge correlation between two Erd\H{o}s-R\'enyi random graphs on $n$ unlabeled nodes can be formulated as a hypothesis testing problem: under the null hypothesis, the two graphs are sampled independently; under the…

Probability · Mathematics 2022-05-31 Jian Ding , Hang Du

For graph-valued data sampled iid from a distribution $\mu$, the sample moments are computed with respect to a choice of metric. In this work, we equip the set of graphs with the pseudo-metric defined by the $\ell_2$ norm between the…

Machine Learning · Computer Science 2022-07-06 Daniel Ferguson , François G. Meyer

Bell inequality tests where the detection efficiency is below a certain threshold $\eta_{\rm{crit}}$ can be simulated with local hidden-variable models. Here, we introduce a method to identify Bell tests requiring low $\eta_{\rm{crit}}$ and…

The goal of this paper is to establish relative perturbation bounds, tailored for empirical covariance operators. Our main results are expansions for empirical eigenvalues and spectral projectors, leading to concentration inequalities and…

Probability · Mathematics 2022-03-03 Moritz Jirak , Martin Wahl

Graph anomaly detection (GAD) is crucial in applications like fraud detection and cybersecurity. Despite recent advancements using graph neural networks (GNNs), two major challenges persist. At the model level, most methods adopt a…

Machine Learning · Computer Science 2026-02-06 Chunyu Wei , Siyuan He , Yu Wang , Yueguo Chen , Yunhai Wang , Bing Bai , Yidong Zhang , Yong Xie , Shunming Zhang , Fei Wang

We study eigenvalue distribution of the adjacency matrix $A^{(N,p, \alpha)}$ of weighted random bipartite graphs $\Gamma= \Gamma_{N,p}$. We assume that the graphs have $N$ vertices, the ratio of parts is $\frac{\alpha}{1-\alpha}$ and the…

Mathematical Physics · Physics 2013-12-03 Valentin Vengerovsky

Uncertainty principles present an important theoretical tool in signal processing, as they provide limits on the time-frequency concentration of a signal. In many real-world applications the signal domain has a complicated irregular…

Information Theory · Computer Science 2023-06-29 Elizaveta Rebrova , Palina Salanevich

We study signatures of quantum chaos in (1+1)D Quantum Field Theory (QFT) models. Our analysis is based on the method of Hamiltonian truncation, a numerical approach for the construction of low-energy spectra and eigenstates of QFTs that…

Statistical Mechanics · Physics 2021-04-02 Miha Srdinsek , Tomaz Prosen , Spyros Sotiriadis

We study the two inference problems of detecting and recovering an isolated community of \emph{general} structure planted in a random graph. The detection problem is formalized as a hypothesis testing problem, where under the null…

Data Structures and Algorithms · Computer Science 2022-01-25 Wasim Huleihel

We deepen the study of Dirichlet eigenvalues in bounded domains where a thin tube is attached to the boundary. As its section shrinks to a point, the problem is spectrally stable and we quantitatively investigate the rate of convergence of…

Analysis of PDEs · Mathematics 2023-09-01 Laura Abatangelo , Roberto Ognibene

We introduce a method for describing eigenvalue distributions of correlation matrices from multidimensional time series. Using our newly developed matrix H theory, we improve the description of eigenvalue spectra for empirical correlation…

Statistical Finance · Quantitative Finance 2025-12-01 Luan M. T. de Moraes , Antônio M. S. Macêdo , Giovani L. Vasconcelos , Raydonal Ospina

We examine the empirical distribution of the eigenvalues and the eigenvectors of adjacency matrices of sparse regular random graphs. We find that when the degree sequence of the graph slowly increases to infinity with the number of…

Probability · Mathematics 2012-10-15 Ioana Dumitriu , Soumik Pal

This paper studies the extreme gaps between eigenvalues of random matrices. We give the joint limiting law of the smallest gaps for Haar-distributed unitary matrices and matrices from the Gaussian unitary ensemble. In particular, the kth…

Probability · Mathematics 2013-07-25 Gérard Ben Arous , Paul Bourgade

Typically, graph structures are represented by one of three different matrices: the adjacency matrix, the unnormalised and the normalised graph Laplacian matrices. The spectral (eigenvalue) properties of these different matrices are…

Methodology · Statistics 2020-01-27 J. F. Lutzeyer , A. T. Walden
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