Related papers: Circular law for the sum of random permutation mat…
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…
Let $F_n$ be an $n$ by $n$ symmetric matrix whose entries are bounded by $n^{\gamma}$ for some $\gamma>0$. Consider a randomly perturbed matrix $M_n=F_n+X_n$, where $X_n$ is a random symmetric matrix whose upper diagonal entries $x_{ij}$…
Consider multiple sums $S_n$ on the $d$-dimensional integer grid,which are generated by i.i.d.\ random variables with a positive expectation. We prove the strong law of large numbers, the law of the iterated logarithm and the distributional…
We investigate concentration properties of spectral measures of Hermitian random matrices with partially dependent entries. More precisely, let $X_n$ be a Hermitian random matrix of size $n\times n$ that can be split into independent blocks…
For random percolation at p_c, the probability distribution P(n) of the number of spanning clusters (n) has been studied in large scale simulations. The results are compatible with $P(n) \sim \exp(-an^2)$ for all dimensions. We also study…
We study the rate of convergence of the empirical spectral distribution of products of independent non-Hermitian random matrices to the power of the Circular Law. The distance to the deterministic limit distribution will be measured in…
We investigate the spectrum of the infinitesimal generator of the continuous time random walk on a randomly weighted oriented graph. This is the non-Hermitian random nxn matrix L defined by L(j,k)=X(j,k) if k<>j and…
In this paper, we consider the multi-parameter random simplicial complex model, which generalizes the Linial-Meshulam model and random clique complexes by allowing simplices of different dimensions to be included with distinct…
The celebrated elliptic law describes the distribution of eigenvalues of random matrices with correlations between off-diagonal pairs of elements, having applications to a wide range of physical and biological systems. Here, we investigate…
We analyze the spectral properties of the high-dimensional random geometric graph $G(n, d, p)$, formed by sampling $n$ i.i.d vectors $\{v_i\}_{i=1}^{n}$ uniformly on a $d$-dimensional unit sphere and connecting each pair $\{i,j\}$ whenever…
It is a classic result in spectral theory that the limit distribution of the spectral measure of random graphs G(n, p) converges to the semicircle law in case np tends to infinity with n. The spectral measure for random graphs G(n, c/n)…
The Mallows measure on the symmetric group $S_n$ is the probability measure such that each permutation has probability proportional to $q$ raised to the power of the number of inversions, where $q$ is a positive parameter and the number of…
We are concerned with the behavior of the eigenvalues of renormalized sample covariance matrices of the form C_n=\sqrt{\frac{n}{p}}\left(\frac{1}{n}A_{p}^{1/2}X_{n}B_{n}X_{n}^{*}A_{p}^{1/2}-\frac{1}{n}\tr(B_{n})A_{p}\right) as $p,n\to…
We consider the problem of generating symmetric pseudo-random sign (+/-1) matrices based on the similarity of their spectra to Wigner's semicircular law. Using binary m-sequences (Golomb sequences) of lengths n=2^m-1, we give a simple…
An involution is a permutation that is its own inverse. Given a permutation $\sigma$ of $[n],$ let $\mathbf{N}_{n}(\sigma)$ denote the number of ways to write $\sigma$ as a product of two involutions of $[n].$ If we endow the symmetric…
We consider large random matrices $X$ with centered, independent entries which have comparable but not necessarily identical variances. Girko's circular law asserts that the spectrum is supported in a disk and in case of identical…
For $f$ a Steinhaus random multiplicative function, we prove convergence in distribution of the appropriately normalised partial sums \[ \frac{{(\log \log x)}^{1/4}}{\sqrt{x}} \sum_{\substack{n \leq x \\ P(n) > \sqrt{x}}} f(n), \] where…
Consider an ensemble of $N\times N$ non-Hermitian matrices in which all entries are independent identically distributed complex random variables of mean zero and absolute mean-square one. If the entry distributions also possess bounded…
Consider the sequence of continued fraction convergents $p_n/q_n$ to a random irrational number. We study the distribution of the sequences $p_n \pmod{m}$ and $q_n \pmod{m}$ with a fixed modulus $m$, and more generally, the distribution of…
In this paper, we connect rectangular free probability theory and spherical integrals. In this way, we prove the analogue, for rectangular or square non-Hermitian matrices, of a result that Guionnet and Maida proved for Hermitian matrices…