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We consider the problem of approximating the set of eigenvalues of the covariance matrix of a multivariate distribution (equivalently, the problem of approximating the "population spectrum"), given access to samples drawn from the…

Machine Learning · Computer Science 2017-07-18 Weihao Kong , Gregory Valiant

We study the energy landscape near the ground state of a model of a single particle in a random potential with trivial topology. More precisely, we find the large dimensional limit of the Hessian spectrum at the global minimum of the…

Probability · Mathematics 2025-12-16 Hao Xu , Qiang Zeng

We introduce a method for describing eigenvalue distributions of correlation matrices from multidimensional time series. Using our newly developed matrix H theory, we improve the description of eigenvalue spectra for empirical correlation…

Statistical Finance · Quantitative Finance 2025-12-01 Luan M. T. de Moraes , Antônio M. S. Macêdo , Giovani L. Vasconcelos , Raydonal Ospina

We study the statistical properties of eigenvalues of the Hessian matrix ${\cal H}$ (matrix of second derivatives of the potential energy) for a classical atomic liquid, and compare these properties with predictions for random matrix models…

Statistical Mechanics · Physics 2016-08-31 Srikanth Sastry , Nivedita Deo , Silvio Franz

We consider inflation driven near a saddle point in a higher dimensional field space, which is the most likely type of slow roll inflation on the string theoretical landscape; anthropic arguments need to be invoked in order to find a…

High Energy Physics - Theory · Physics 2013-07-25 Diana Battefeld , Thorsten Battefeld

Eigenvalue distributions are important dynamical quantities in matrix models, and it is an interesting challenge to study corresponding quantities in tensor models. We study real tensor eigenvalue/vector distributions for real symmetric…

High Energy Physics - Theory · Physics 2022-12-16 Naoki Sasakura

Theories with ingredients like the Higgs mechanism, gravitons, and inflaton fields rejuvenate the idea that relativistic kinematics is dynamically emergent. Eternal inflation treats the Hubble constant H as depending on location.…

General Relativity and Quantum Cosmology · Physics 2015-05-19 Sascha Vongehr

We propose a technique for calculating and understanding the eigenvalue distribution of sums of random matrices from the known distribution of the summands. The exact problem is formidably hard. One extreme approximation to the true density…

Quantum Physics · Physics 2017-10-27 Ramis Movassagh , Alan Edelman

Using the replica method we calculate the mean spectral density of the Hessian matrix at the global minimum of a random $N \gg 1$ dimensional isotropic, translationally invariant Gaussian random landscape confined by a parabolic potential…

Disordered Systems and Neural Networks · Physics 2019-03-19 Yan V Fyodorov , Pierre Le Doussal

Quantum counterparts of certain simple classical systems can exhibit chaotic behaviour through the statistics of their energy levels and the irregular spectra of chaotic systems are modelled by eigenvalues of infinite random matrices. We…

Mathematical Physics · Physics 2016-12-21 C. T. J. Dodson

We study the statistical properties of the eigenvalues of the primordial tidal and deformation tensor for random Gaussian cosmic density fields. With the tidal and deformation tensors, Hessians of the gravitational and velocity potential,…

Cosmology and Nongalactic Astrophysics · Physics 2023-01-19 Job Feldbrugge , Yihan Yan , Rien van de Weygaert

We compute statistical distributions of individual low-lying eigenvalues of random matrix ensembles interpolating chiral Gaussian symplectic and unitary ensembles. To this aim we use the Nystrom-type discretization of Fredholm Pfaffians and…

High Energy Physics - Lattice · Physics 2015-04-02 Shinsuke M. Nishigaki , Takuya Yamamoto

We propose two different strategies to find eigenvalues and eigenvectors of a given, not necessarily Hermitian, matrix $A$. Our methods apply also to the case of complex eigenvalues, making the strategies interesting for applications to…

Mathematical Physics · Physics 2020-06-24 Fabio Bagarello , Francesco Gargano

We model the essential features of eternal inflation on the landscape of a dense discretuum of vacua by the potential $V(\phi)=V_{0}+\delta V(\phi)$, where $|\delta V(\phi)|\ll V_{0}$ is random. We find that the diffusion of the…

High Energy Physics - Theory · Physics 2009-02-09 D. Podolsky , K. Enqvist

Complex networks with directed, local interactions are ubiquitous in nature, and often occur with probabilistic connections due to both intrinsic stochasticity and disordered environments. Sparse non-Hermitian random matrices arise…

Disordered Systems and Neural Networks · Physics 2019-12-04 Grace H. Zhang , David R. Nelson

We construct a theoretical framework to interpret the Hubble tension by means of a slow-rolling dynamics of a self-interacting scalar field. In particular, we split the Friedmann equation in order to construct a system for the three…

General Relativity and Quantum Cosmology · Physics 2024-04-25 Giovanni Montani , Nakia Carlevaro , Maria G. Dainotti

This paper is concerned with the asymptotic empirical eigenvalue distribution of a non linear random matrix ensemble. More precisely we consider $M= \frac{1}{m} YY^*$ with $Y=f(WX)$ where $W$ and $X$ are random rectangular matrices with…

Probability · Mathematics 2022-01-14 Lucas Benigni , Sandrine Péché

We develop a theory for the eigenvalue density of arbitrary non-Hermitian Euclidean matrices. Closed equations for the resolvent and the eigenvector correlator are derived. The theory is applied to the random Green's matrix relevant to wave…

Disordered Systems and Neural Networks · Physics 2011-08-26 A. Goetschy , S. E. Skipetrov

The eigenvalue distribution of the Hessian matrix plays a crucial role in understanding the optimization landscape of deep neural networks. Prior work has attributed the well-documented ``bulk-and-spike'' spectral structure, where a few…

Machine Learning · Computer Science 2026-05-26 Shenyang Deng , Boyao Liao , Zhuoli Ouyang , Tianyu Pang , Yaoqing Yang

We demonstrate that the Einstein relation for the diffusion of a particle in the random energy landscape with the Gaussian density of states is an exclusive 1D property and does not hold in higher dimensions. We also consider the analytical…

Disordered Systems and Neural Networks · Physics 2020-02-21 S. V. Novikov