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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

In this paper we study the concentration properties for the eigenvalues of kernel matrices, which are central objects in a wide range of kernel methods and, more recently, in network analysis. We present a set of concentration inequalities…

Machine Learning · Statistics 2020-10-27 Ernesto Araya Valdivia

Since the ($\beta$-deformed) hermitian one-matrix models can be represented as the integrated conformal field theory (CFT) expectation values, we construct the operators in terms of the generators of the Heisenberg algebra such that the…

High Energy Physics - Theory · Physics 2022-10-26 Rui Wang , Chun-Hong Zhang , Fu-Hao Zhang , Wei-Zhong Zhao

The unitarily invariant probability measures on infinite Hermitian matrices have been classified by Pickrell, and by Olshanski and Vershik. This classification is equivalent to determining the boundary of a certain inhomogeneous Markov…

Probability · Mathematics 2020-08-21 Theodoros Assiotis , Joseph Najnudel

Debbah and Ryan have recently proved a result about the limit empirical singular distribution of the sum of two rectangular random matrices whose dimensions tend to infinity. In this paper, we reformulate it in terms of the rectangular free…

Probability · Mathematics 2008-07-04 Florent Benaych-Georges

The addition of noise has a regularizing effect on Hermitian matrices. This effect is studied here for $H=A+V$, where $A$ is the base matrix and $V$ is sampled from the GOE or the GUE random matrix ensembles. We bound the mean number of…

Probability · Mathematics 2017-09-22 Michael Aizenman , Ron Peled , Jeffrey Schenker , Mira Shamis , Sasha Sodin

Gaussian and Chiral Beta-Ensembles, which generalise well known orthogonal (Beta=1), unitary (Beta=2), and symplectic (Beta=4) ensembles of random Hermitian matrices, are considered. Averages are shown to satisfy duality relations like…

Mathematical Physics · Physics 2012-08-13 Patrick Desrosiers

Different types of convolution operations involving large Vandermonde matrices are considered. The convolutions parallel those of large Gaussian matrices and additive and multiplicative free convolution. First additive and multiplicative…

Information Theory · Computer Science 2016-11-15 Ø. Ryan , M. Debbah

In this paper we study the eigenvalues of the laplacian matrices of the cyclic graphs with one edge of weight $\alpha$ and the others of weight $1$. We denote by $n$ the order of the graph and suppose that $n$ tends to infinity. We notice…

Functional Analysis · Mathematics 2025-04-28 Sergei M. Grudsky , Egor A. Maximenko , Alejandro Soto-González

The goal of this article is to study how much the eigenvalues of large Hermitian random matrices deviate from certain deterministic locations -- or in other words, to investigate optimal rigidity estimates for the eigenvalues. We do this in…

Probability · Mathematics 2019-06-05 Tom Claeys , Benjamin Fahs , Gaultier Lambert , Christian Webb

Three-loop $\beta$-functions of the Minimal Supersymmetric Standard Model regularized by higher covariant derivatives are obtained for an arbitrary supersymmetric subtraction scheme. For this purpose we first calculate two-loop anomalous…

High Energy Physics - Phenomenology · Physics 2022-10-19 Olesya Haneychuk , Valentina Shirokova , Konstantin Stepanyantz

The largest eigenvalue of a matrix is always larger or equal than its largest diagonal entry. We show that for a large class of random Laplacian matrices, this bound is essentially tight: the largest eigenvalue is, up to lower order terms,…

Probability · Mathematics 2015-07-28 Afonso S. Bandeira

Let $G$ be a group. The orbits of the natural action of $Aut(G)$ on $G$ are called the automorphism orbits of $G$, and their number is denoted by $\omega(G)$. Let $\mathbb{F}$ be an infinite field, and let $UT_n(\mathbb{F})$ denote the…

Group Theory · Mathematics 2025-10-13 Emerson de Melo , Júlia Kato

The paper deals with Henselian valued field with analytic structure. Actually, we are focused on separated analytic structures, but the results remain valid for strictly convergent analytic ones as well. A classical example of the latter is…

Algebraic Geometry · Mathematics 2018-11-29 Krzysztof Jan Nowak

I review aspects of work done in collaboration with A. Zee and R. Scalettar \cite{fz1,fz2,fsz} on complex non-hermitean random matrices. I open by explaining why the bag of tools used regularly in analyzing hermitean random matrices cannot…

Disordered Systems and Neural Networks · Physics 2014-11-17 Joshua Feinberg

The universality of renormalization group limit cycle behavior is illustrated with a simple discrete Hamiltonian model. A non-perturbative renormalization group equation for the model is soluble analytically at criticality and exhibits one…

Condensed Matter · Physics 2009-11-10 Stanislaw D. Glazek , Kenneth G. Wilson

As countless examples show, it can be fruitful to study a sequence of complicated objects all at once via the formalism of generating functions. We apply this point of view to the homology and combinatorics of orbit configuration spaces:…

Algebraic Topology · Mathematics 2020-04-22 Christin Bibby , Nir Gadish

We consider the eigenvalues and eigenvectors of finite, low rank perturbations of random matrices. Specifically, we prove almost sure convergence of the extreme eigenvalues and appropriate projections of the corresponding eigenvectors of…

Probability · Mathematics 2012-03-19 Florent Benaych-Georges , Raj Rao Nadakuditi

We introduce a new technique to prove bounds for the spectral radius of a random matrix, based on using Jensen's formula to establish the zerofreeness of the associated characteristic polynomial in a region of the complex plane. Our…

Probability · Mathematics 2025-10-01 Sidhanth Mohanty , Amit Rajaraman

We compute exact asymptotic results for the probability of the occurrence of large deviations of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we…

Statistical Mechanics · Physics 2009-11-13 David S. Dean , Satya N. Majumdar