Related papers: The circular law for sparse non-Hermitian matrices
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…
This paper considers random (non-Hermitian) circulant matrices, and proves several results analogous to recent theorems on non-Hermitian random matrices with independent entries. In particular, the limiting spectral distribution of a random…
Let $A$ be a $n \times n$ symmetric matrix with $(A_{i,j})_{i\leq j} $, independent and identically distributed according to a subgaussian distribution. We show that $$\mathbb{P}(\sigma_{\min}(A) \leq \varepsilon/\sqrt{n}) \leq C…
In the first part of this article, we proved a local version of the circular law up to the finest scale $N^{-1/2+ \e}$ for non-Hermitian random matrices at any point $z \in \C$ with $||z| - 1| > c $ for any $c>0$ independent of the size of…
We consider spectral properties and the edge universality of sparse random matrices, the class of random matrices that includes the adjacency matrices of the Erdos-Renyi graph model $G(N,p)$. We prove a local law for the eigenvalue density…
Let $A$ be an $n\times n$ matrix with mutually independent centered Gaussian entries. Define \begin{align*} \sigma^*:=\max\limits_{i,j\leq n}\sqrt{{\mathbb E}\,|A_{i,j}|^2}, \quad \sigma:=\max\bigg(\max\limits_{j\leq n}\sqrt{{\mathbb…
We consider products of independent square non-Hermitian random matrices. More precisely, let X(1),...,X(n) be random matrices with independent entries (real or complex with independent real and imaginary parts) with zero mean and variance…
Let $\mathbf X=(X_{jk})$ denote a Hermitian random matrix with entries $X_{jk}$, which are independent for $1\le j\le k$. We consider the rate of convergence of the empirical spectral distribution function of the matrix $\mathbf X$ to the…
In this paper we consider ensemble of random matrices $\X_n$ with independent identically distributed vectors $(X_{ij}, X_{ji})_{i \neq j}$ of entries. Under assumption of finite fourth moment of matrix entries it is proved that empirical…
We investigate the spectral properties of non-Hermitian real random matrices whose entries exhibit long-range correlations decaying as~$|r-r'|^{-\alpha}$. We find a progressive breakdown of the circular law, controlled by the decrease…
Let $\mathbf X=(X_{jk})_{j,k=1}^n$ denote a Hermitian random matrix with entries $X_{jk}$, which are independent for $1\le j\le k\le n$. We consider the rate of convergence of the empirical spectral distribution function of the matrix…
We present the exact analytical expression for the spectrum of a sparse non-Hermitian random matrix ensemble, generalizing two classical results in random-matrix theory: this analytical expression forms a non-Hermitian version of the…
We study the distribution of the least singular value associated to an ensemble of sparse random matrices. Our motivating example is the ensemble of $N\times N$ matrices whose entries are chosen independently from a Bernoulli distribution…
Sparse non-Hermitian random matrices arise in the study of disordered physical systems with asymmetric local interactions, and have applications ranging from neural networks to ecosystem dynamics. The spectral characteristics of these…
We consider Erd\H{o}s-R\'enyi-type random hypergraphs that are non-uniform, in the sense that hyperedges of different sizes may coexist, and inhomogeneous, in that connection probabilities may depend on the hyperedge size. All parameters…
Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the…
The famous \emph{circular law} asserts that if $M_n$ is an $n \times n$ matrix with iid complex entries of mean zero and unit variance, then the empirical spectral distribution (ESD) of the normalized matrix $\frac{1}{\sqrt{n}} M_n$…
The universality phenomenon asserts that the distribution of the eigenvalues of random matrix with i.i.d. zero mean, unit variance entries does not depend on the underlying structure of the random entries. For example, a plot of the…
We study random normal matrix models whose eigenvalues tend to be distributed within a narrow "band" around the unit circle of width proportional to $\frac1n$, where $n$ is the size of matrices. For general radially symmetric potentials…
Let $\mathcal A$ be the adjacency matrix of the Erd\H{o}s-R\'{e}nyi directed graph $\mathscr G(N,p)$. We denote the eigenvalues of $\mathcal A$ by $\lambda_1^{\cal A},...,\lambda^{\cal A}_N$, and $|\lambda_1^{\cal A}|=\max_i|\lambda_i^{\cal…