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We consider $N\times N$ self-adjoint Gaussian random matrices defined by an arbitrary deterministic sparsity pattern with $d$ nonzero entries per row. We show that such random matrices exhibit a canonical localization-delocalization…

Probability · Mathematics 2024-01-03 Laura Shou , Ramon van Handel

We study the limiting spectral distribution of the normalized Laplacian $\mathcal L$ of an Erd\H{o}s-R\'enyi graph $G(n,p)$. To account for the presence of isolated vertices in the sparse regime, we define $\mathcal L$ using the…

Probability · Mathematics 2026-01-01 Yiming Chen , Zijun Chen , Yizhe Zhu

We study a certain random groeth model in two dimensions closely related to the one-dimensional totally asymmetric exclusion process. The results show that the shape fluctuations, appropriately scaled, converges in distribution to the…

Combinatorics · Mathematics 2009-10-31 Kurt Johansson

We prove a central limit theorem for the components of the largest eigenvectors of the adjacency matrix of a finite-dimensional random dot product graph whose true latent positions are unknown. In particular, we follow the methodology…

Statistics Theory · Mathematics 2013-12-24 Avanti Athreya , Vince Lyzinski , David J. Marchette , Carey E. Priebe , Daniel L. Sussman , Minh Tang

We show that the fluctuations of the largest eigenvalue of a real symmetric or complex Hermitian Wigner matrix of size $N$ converge to the Tracy--Widom laws at a rate $O(N^{-1/3+\omega})$, as $N$ tends to infinity. For Wigner matrices this…

Probability · Mathematics 2022-05-04 Kevin Schnelli , Yuanyuan Xu

We investigate Ramsey properties of a random graph model in which random edges are added to a given dense graph. Specifically, we determine lower and upper bounds on the function $p=p(n)$ that ensures that for any dense graph $G_n$ a.a.s.…

Combinatorics · Mathematics 2019-02-07 Emil Powierski

We show that for an Erd\H{o}s-R\'{e}nyi graph on $N$ vertices with expected degree $d$ satisfying $\log^{-1/9}N\leq d\leq \log^{1/40}N$, the largest eigenvalues can be precisely determined by small neighborhoods around vertices of close to…

Probability · Mathematics 2023-09-21 Ella Hiesmayr , Theo McKenzie

We consider two non-Gaussian ensembles of large Hermitian random matrices with strong level confinement and show that near the soft edge of the spectrum both scaled density of states and eigenvalue correlations follow so-called Airy laws…

chao-dyn · Physics 2009-10-30 E. Kanzieper , V. Freilikher

Random spatial networks-that is, graphs whose connectivity is governed by geometric proximity-have emerged as fundamental models for systems constrained by an underlying spatial structure. A prototypical example is the random geometric…

Probability · Mathematics 2026-02-20 Christian Hirsch , Kyeongsik Nam , Moritz Otto

We compute the spectral density for ensembles of of sparse symmetric random matrices using replica, managing to circumvent difficulties that have been encountered in earlier approaches along the lines first suggested in a seminal paper by…

Disordered Systems and Neural Networks · Physics 2009-11-13 Reimer Kuehn

We develop a new method for deriving local laws for a large class of random matrices. It is applicable to many matrix models built from sums and products of deterministic or independent random matrices. In particular, it may be used to…

Probability · Mathematics 2016-08-05 Antti Knowles , Jun Yin

The top eigenvalues of rank $r$ spiked real Wishart matrices and additively perturbed Gaussian orthogonal ensembles are known to exhibit a phase transition in the large size limit. We show that they have limiting distributions for…

Probability · Mathematics 2016-09-28 Alex Bloemendal , Bálint Virág

We derive the limiting distribution for the largest eigenvalues of the adjacency matrix for a stochastic blockmodel graph when the number of vertices tends to infinity. We show that, in the limit, these eigenvalues are jointly multivariate…

Machine Learning · Statistics 2018-04-02 Minh Tang

We investigate the eigenvalue density in ensembles of large sparse Bernoulli random matrices. We demonstrate that the fraction of linear subgraphs just below the percolation threshold is about 95\% of all finite subgraphs, and the…

Disordered Systems and Neural Networks · Physics 2016-01-20 V. Avetisov , P. L. Krapivsky , S. Nechaev

We prove that the bulk eigenvectors of sparse random matrices, i.e. the adjacency matrices of Erd\H{o}s-R\'enyi graphs or random regular graphs, are asymptotically jointly normal, provided the averaged degree increases with the size of the…

Probability · Mathematics 2017-06-30 Paul Bourgade , Jiaoyang Huang , Horng-Tzer Yau

We use random matrix theory to study the spectrum of random geometric graphs, a fundamental model of spatial networks. Considering ensembles of random geometric graphs we look at short range correlations in the level spacings of the…

Physics and Society · Physics 2017-06-08 Carl P. Dettmann , Orestis Georgiou , Georgie Knight

We consider large non-Hermitian real or complex random matrices $X$ with independent, identically distributed centred entries. We prove that their local eigenvalue statistics near the spectral edge, the unit circle, coincide with those of…

Probability · Mathematics 2023-01-11 Giorgio Cipolloni , László Erdős , Dominik Schröder

We study the asymptotic distributions of the spiked eigenvalues and the largest nonspiked eigenvalue of the sample covariance matrix under a general covariance matrix model with divergent spiked eigenvalues, while the other eigenvalues are…

Statistics Theory · Mathematics 2017-11-07 Tony Cai , Xiao Han , Guangming Pan

Let $A_n$ be an $n\times n$ matrix with iid entries distributed as Bernoulli random variables with parameter $p = p_n$. Rudelson and Tikhomirov, in a beautiful and celebrated paper, show that the distribution of eigenvalues of $A_n \cdot…

Probability · Mathematics 2025-01-09 Ashwin Sah , Julian Sahasrabudhe , Mehtaab Sawhney

We study the spectral properties of the adjacency matrix in the giant connected component of Erd\"os-R\'enyi random graphs, with average connectivity $p$ and randomly distributed hopping amplitudes. By solving the self-consistent cavity…

Disordered Systems and Neural Networks · Physics 2024-11-14 Leticia F. Cugliandolo , Grégory Schehr , Marco Tarzia , Davide Venturelli
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