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Many natural and social systems develop complex networks, that are usually modelled as random graphs. The eigenvalue spectrum of these graphs provides information about their structural properties. While the semi-circle law is known to…

Statistical Mechanics · Physics 2009-11-07 Illes J. Farkas , Imre Derenyi , Albert-Laszlo Barabasi , Tamas Vicsek

The eigendecomposition of the coupling matrix of large biological networks is central to the study of the dynamics of these networks. For neural networks, this matrix should reflect the topology of the network and conform with Dale's law…

Neurons and Cognition · Quantitative Biology 2015-09-08 Hervé Rouault , Shaul Druckmann

This paper examines the relationship between sparse random network architectures and neural network stability by examining the eigenvalue spectral distribution. Specifically, we generalise classical eigenspectral results to sparse…

Neurons and Cognition · Quantitative Biology 2023-10-12 Isabelle D Harris , Hamish Meffin , Anthony N Burkitt , Andre D. H Peterson

We present an analytic method to determine spectral properties of the covariance matrices constructed of correlated Wishart random matrices. The method gives, in the limit of large matrices, exact analytic relations between the spectral…

Statistical Mechanics · Physics 2009-11-10 Zdzislaw Burda , Jerzy Jurkiewicz , Bartlomiej Waclaw

Using Random Matrix Theory one can derive exact relations between the eigenvalue spectrum of the covariance matrix and the eigenvalue spectrum of its estimator (experimentally measured correlation matrix). These relations will be used to…

Statistical Mechanics · Physics 2009-11-10 Zdzislaw Burda , Jerzy Jurkiewicz

We analyze protein-protein interaction networks for six different species under the framework of random matrix theory. Nearest neighbor spacing distribution of the eigenvalues of adjacency matrices of the largest connected part of these…

Molecular Networks · Quantitative Biology 2014-05-20 Ankit Agrawal , Camellia Sarkar , Sanjiv K. Dwivedi , Nitesh Dhasmana , Sarika Jalan

It has been observed that the statistical distribution of the eigenvalues of random matrices possesses universal properties, independent of the probability law of the stochastic matrix. In this article we find the correlation functions of…

Condensed Matter · Physics 2009-10-30 B. Eynard

Using numerical exact diagonalization, we study matrix elements of a local spin operator in the eigenbasis of two different nonintegrable quantum spin chains. Our emphasis is on the question to what extent local operators can be represented…

Statistical Mechanics · Physics 2020-10-27 Jonas Richter , Anatoly Dymarsky , Robin Steinigeweg , Jochen Gemmer

We consider the empirical eigenvalue distribution of random real symmetric matrices with stochastically independent skew-diagonals and study its limit if the matrix size tends to infinity. We allow correlations between entries on the same…

Probability · Mathematics 2015-10-23 Kristina Schubert

The complicated interactions in presence of disorder lead to a correlated randomization of states. The Hamiltonian as a result behaves like a multi-parametric random matrix with correlated elements. We show that the eigenvalue correlations…

Disordered Systems and Neural Networks · Physics 2009-11-10 Pragya Shukla

We investigate eigenvalues of many-body systems interacting by two-body forces as well as those of random matrices. We find a strong linear correlation between eigenvalues and diagonal matrix elements if both of them are sorted from the…

Nuclear Theory · Physics 2008-11-26 J. J. Shen , A. Arima , Y. M. Zhao , N. Yoshinaga

We calculate the probability to find exactly $n$ eigenvalues in a spectral interval of a large random $N \times N$ matrix when this interval contains $s \ll N$ eigenvalues on average. The calculations exploit an analogy to the problem of…

Condensed Matter · Physics 2009-10-22 M. M. Fogler , B. I. Shklovskii

We analyse growing networks ranging from collaboration graphs of scientists to the network of similarities defined among the various transcriptional profiles of living cells. For the explicit demonstration of the scale-free nature and…

Statistical Mechanics · Physics 2009-11-10 I. Farkas , I. Derenyi , H. Jeong , Z. Neda , Z. N. Oltvai , E. Ravasz , A. Schubert , A. -L. Barabasi , T. Vicsek

We study the spectral properties of a class of random matrices where the matrix elements depend exponentially on the distance between uniformly and randomly distributed points. This model arises naturally in various physical contexts, such…

Disordered Systems and Neural Networks · Physics 2015-05-18 Ariel Amir , Yuval Oreg , Yoseph Imry

Theoretical analysis of biological and artificial neural networks e.g. modelling of synaptic or weight matrices necessitate consideration of the generic real-asymmetric matrix ensembles, those with varying order of matrix elements e.g. a…

Disordered Systems and Neural Networks · Physics 2025-09-15 Ratul Dutta , Pragya Shukla

We obtain general, exact formulas for the overlaps between the eigenvectors of large correlated random matrices, with additive or multiplicative noise. These results have potential applications in many different contexts, from quantum…

Statistical Mechanics · Physics 2018-12-05 Joël Bun , Jean-Philippe Bouchaud , Marc Potters

In the present work, eigenvalue distributions defined by a random rectangular matrix whose components are neither independently nor identically distributed are analyzed using replica analysis and belief propagation. In particular, we…

Portfolio Management · Quantitative Finance 2016-05-24 Takashi Shinzato

We analyze the spectral properties of correlation matrices between distinct statistical systems. Such matrices are intrinsically non symmetric, and lend themselves to extend the spectral analyses usually performed on standard Pearson…

Statistical Finance · Quantitative Finance 2012-06-29 Giacomo Livan , Luca Rebecchi

We study complex networks under random matrix theory (RMT) framework. Using nearest-neighbor and next-nearest-neighbor spacing distributions we analyze the eigenvalues of adjacency matrix of various model networks, namely, random,…

Statistical Mechanics · Physics 2009-11-13 Sarika Jalan , Jayendra N. Bandyopadhyay

The eigenvalues and eigenvectors of the connectivity matrix of complex networks contain information about its topology and its collective behavior. In particular, the spectral density $\rho(\lambda)$ of this matrix reveals important network…

Adaptation and Self-Organizing Systems · Physics 2009-11-10 M. A. M. de Aguiar , Y. Bar-Yam