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Related papers: Eigenvectors of Deformed Wigner Random Matrices

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We consider a general class of $n\times n$ random band matrices with bandwidth $W$. When $W^2\ll n$, we prove that with high probability the eigenvectors of such matrices are localized and decay exponentially at the sharp scale $W^2$.…

Probability · Mathematics 2025-08-29 Reuben Drogin

We present a concentration result concerning random weighted projections in high dimensional spaces. As applications, we prove (1) New concentration inequalities for random quadratic forms; (2) The infinity norm of most unit eigenvectors of…

Probability · Mathematics 2014-08-19 Van Vu , Ke Wang

This paper presents the applications of Eigenvalues and Eigenvectors (as part of spectral decomposition) to analyze the bipartivity index of graphs as well as to predict the set of vertices that will constitute the two partitions of graphs…

Social and Information Networks · Computer Science 2016-01-20 Natarajan Meghanathan

The limiting distribution of eigenvalues of N x N random matrices has many applications. One of the most studied ensembles are real symmetric matrices with independent entries iidrv; the limiting rescaled spectral measure (LRSM)…

Probability · Mathematics 2012-12-27 Olivia Beckwith , Victor Luo , Steven J. Miller , Karen Shen , Nicholas Triantafillou

It is shown that \begin{equation*} \mathsf{P}(\|a_1U_1+\dots+a_nU_n\|>u)\le c\,\mathsf{P}(a\|Z_d\|>u) \end{equation*} for all real $u$, where $U_1,\dots,U_n$ are independent random vectors uniformly distributed on the unit sphere in…

Probability · Mathematics 2017-01-17 Iosif Pinelis

We consider a multichannel wire with a disordered region of length $L$ and a reflecting boundary. The reflection of a wave of frequency $\omega$ is described by the scattering matrix $\mathcal{S}(\omega)$, encoding the probability…

Mathematical Physics · Physics 2020-10-07 Aurélien Grabsch , Christophe Texier

Let $\mathscr{A}$ be a unital C$^*$-algebra and $E_n$ be the Hilbert $\mathscr{A}$-module defined as the completion of the $\mathscr{A}$-valued Schwartz function space $\mathcal{S}^\mathscr{A}(\mathbb{R}^n)$ with respect to the norm…

Operator Algebras · Mathematics 2025-08-01 Rodrigo A. H. M. Cabral , Severino T. Melo

Let v_1,...,v_{n-1} be n-1 independent vectors in R^n (or C^n). We study x, the unit normal vector of the hyperplane spanned by the v_i. Our main finding is that x resembles a random vector chosen uniformly from the unit sphere, under some…

Probability · Mathematics 2016-04-19 Hoi H. Nguyen , Van H. Vu

In this paper, we use a new approach to prove that the largest eigenvalue of the sample covariance matrix of a normally distributed vector is bigger than the true largest eigenvalue with probability 1 when the dimension is infinite. We…

Probability · Mathematics 2017-08-14 Soufiane Hayou

We introduce a class of $M \times M$ sample covariance matrices $\mathcal Q$ which subsumes and generalizes several previous models. The associated population covariance matrix $\Sigma = \mathbb E \cal Q$ is assumed to differ from the…

Probability · Mathematics 2015-01-19 Alex Bloemendal , Antti Knowles , Horng-Tzer Yau , Jun Yin

We study the spectra and eigenvectors of the adjacency matrices of scale-free networks when bi-directional interaction is allowed, so that the adjacency matrix is real and symmetric. The spectral density shows an exponential decay around…

Statistical Mechanics · Physics 2009-11-07 K. -I. Goh , B. Kahng , D. Kim

Eigenvalue distributions are important dynamical quantities in matrix models, and it is a challenging problem to derive them in tensor models. In this paper, we consider real symmetric order-three tensors with Gaussian distributions as the…

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

We study the Dirichlet problem for the weighted Schr\"odinger operator \[-\Delta u +Vu = \lambda \rho u,\] where $\rho$ is a positive weighting function and $V$ is a potential. Such equations appear naturally in conformal geometry and in…

Differential Geometry · Mathematics 2024-03-06 Gabriel Khan , Soumyajit Saha , Malik Tuerkoen

Quantum field theories can be applied to compute various statistical properties of random tensors. In particular signed distributions of tensor eigenvalues/vectors are the easiest, which can be computed as partition functions of four-fermi…

High Energy Physics - Theory · Physics 2024-03-27 Max Regalado Kloos , Naoki Sasakura

We present a statistical study of the transmission and dwell-time matrices in disordered media composed of resonators, focusing on how frequency detuning influences their eigenvalue distributions. Our analysis reveals that the distribution…

Optics · Physics 2024-12-02 Romain Rescanieres , Romain Pierrat , Arthur Goetschy

The eigenvector empirical spectral distribution (VESD) is a useful tool in studying the limiting behavior of eigenvalues and eigenvectors of covariance matrices. In this paper, we study the convergence rate of the VESD of sample covariance…

Probability · Mathematics 2020-08-19 Haokai Xi , Fan Yang , Jun Yin

The relationship between the Jordan structures of two matrices sufficiently close has been largely studied in the literature, among which a square matrix $A$ and its rank one updated matrix of the form $A+xb^*$ are of special interest. The…

Spectral Theory · Mathematics 2020-12-01 Faith Zhang

Let $\boldsymbol{\Sigma}_N$ be a $M \times N$ random matrix defined by $\boldsymbol{\Sigma}_N = \mathbf{B}_N + \sigma \mathbf{W}_N$ where $\mathbf{B}_N$ is a uniformly bounded deterministic matrix and where $\mathbf{W}_N$ is an independent…

Probability · Mathematics 2011-09-30 Philippe Loubaton , Pascal Vallet

We study the statistics of the local resolvent and non-ergodic properties of eigenvectors for a generalised Rosenzweig-Porter $N\times N$ random matrix model, undergoing two transitions separated by a delocalised non-ergodic phase.…

Disordered Systems and Neural Networks · Physics 2016-09-29 Davide Facoetti , Pierpaolo Vivo , Giulio Biroli

We investigate whether the Wigner semi-circle and Marcenko-Pastur distributions, often used for deep neural network theoretical analysis, match empirically observed spectral densities. We find that even allowing for outliers, the observed…

Machine Learning · Statistics 2021-11-04 Diego Granziol
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