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We study the spectral properties of a class of random matrices where the matrix elements depend exponentially on the distance between uniformly and randomly distributed points. This model arises naturally in various physical contexts, such…

Disordered Systems and Neural Networks · Physics 2015-05-18 Ariel Amir , Yuval Oreg , Yoseph Imry

We present a Gaussian ensemble of random cyclic matrices on the real field and study their spectral fluctuations. These cyclic matrices are shown to be pseudo-symmetric with respect to generalized parity. We calculate the joint probability…

Mathematical Physics · Physics 2013-02-13 Sudhir R. Jain , Shashi C. L. Srivastava

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

We consider asymptotic behavior of the correlation functions of the characteristic polynomials of the hermitian sample covariance matrices $H_n=n^{-1}A_{m,n}^*A_{m,n}$, where $A_{m,n}$ is a $m\times n$ complex matrix with independent and…

Mathematical Physics · Physics 2011-05-19 T. Shcherbina

Theoretical analysis of biological and artificial neural networks e.g. modelling of synaptic or weight matrices necessitate consideration of the generic real-asymmetric matrix ensembles, those with varying order of matrix elements e.g. a…

Disordered Systems and Neural Networks · Physics 2025-09-15 Ratul Dutta , Pragya Shukla

This paper aims to derive asymptotical distributions of the spiked eigenvalues of the large-dimensional spiked Fisher matrices without Gaussian assumption and the restrictive assumptions on covariance matrices. We first establish invariance…

Statistics Theory · Mathematics 2022-03-29 Dandan Jiang , Zhiqiang Hou , Zhidong Bai , Runze Li

We derive the exact form of the eigenvalue spectra of correlation matrices derived from a set of time-shifted, finite Brownian random walks (time-series). These matrices can be seen as random, real, asymmetric matrices with a special…

Physics and Society · Physics 2008-12-02 Christoly Biely , Stefan Thurner

Although there is an extensive literature on the eigenvalues of high-dimensional sample covariance matrices, much of it is specialized to independent components (IC) models -- in which observations are represented as linear transformations…

Statistics Theory · Mathematics 2023-05-05 Siyao Wang , Miles E. Lopes

We establish a general framework to explore parametric statistics of individual energy levels in unitary random matrix ensembles. For a generic confinement potential $W(H)$, we (i) find the joint distribution functions of the eigenvalues of…

Condensed Matter · Physics 2009-11-10 I. E. Smolyarenko , B. D. Simons

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…

Probability · Mathematics 2021-12-22 Sung-Soo Byun , Seong-Mi Seo

We study the asymptotic behavior of the spectrum of a random matrix where a non-linearity is applied entry-wise to a Wigner matrix perturbed by a rank-one spike with independent and identically distributed entries. In this setting, we show…

Probability · Mathematics 2023-10-24 Alice Guionnet , Justin Ko , Florent Krzakala , Pierre Mergny , Lenka Zdeborová

We describe a method to determine the eigenvalue density of empirical covariance matrix in the presence of correlations between samples. This is a straightforward generalization of the method developed earlier by the authors for…

Statistical Mechanics · Physics 2008-12-02 Z. Burda , J. Jurkiewicz , B. Waclaw

We consider large random matrices with a general slowly decaying correlation among its entries. We prove universality of the local eigenvalue statistics and optimal local laws for the resolvent away from the spectral edges, generalizing the…

Probability · Mathematics 2020-06-01 László Erdős , Torben Krüger , Dominik Schröder

High dimensionality comparable to sample size is common in many statistical problems. We examine covariance matrix estimation in the asymptotic framework that the dimensionality $p$ tends to $\infty$ as the sample size $n$ increases.…

Statistics Theory · Mathematics 2007-06-13 Jianqing Fan , Yingying Fan , Jinchi Lv

We consider a class of sparse random matrices, which includes the adjacency matrix of Erd\H{o}s-R\'enyi graphs $\mathcal G(N,p)$ for $p \in [N^{\varepsilon-1},N^{-\varepsilon}]$. We identify the joint limiting distributions of the…

Probability · Mathematics 2020-03-13 Yukun He

We investigate the universality of singular value and eigenvalue distributions of matrix valued functions of independent random matrices and apply these general results in several examples. In particular we determine the limit distribution…

Probability · Mathematics 2014-08-19 F. Götze , H. Kösters , A. Tikhomirov

Efficient schemes for sampling from the eigenvalues of the Wishart distribution have recently been described for both the uncorrelated central case (where the covariance matrix is $\mathbf{I}$) and the spiked Wishart with a single spike…

Computation · Statistics 2024-10-10 Thomas G. Brooks

We develop a supersymmetric field theoretical description of the Gaussian ensemble of the almost diagonal Hermitian Random Matrices. The matrices have independent random entries H_{ij} with parametrically small off-diagonal elements…

Disordered Systems and Neural Networks · Physics 2016-09-07 Oleg Yevtushenko , Alexander Ossipov

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…

Probability · Mathematics 2020-07-31 Bartłomiej Polaczyk

We compute the asymptotic empirical eigenvalue distribution of the matrix $M = \bigodot_{i=1}^k \frac{1}{d_i}X^{(i)}{X^{(i)}}^\top$ where $X^{(i)}\in\mathbb{R}^{n\times d_i}$ are independent matrices with independent rows but general…

Probability · Mathematics 2026-01-14 Lucas Benigni , Ziyad Zaklani