Related papers: Local law and Tracy--Widom limit for sparse stocha…
In this paper we consider the Erd\H{o}s-R\'enyi random graph in the sparse regime in the limit as the number of vertices $n$ tends to infinity. We are interested in what this graph looks like when it contains many triangles, in two…
We study the hierarchy of communities in real-world networks under a generic stochastic block model, in which the connection probabilities are structured in a binary tree. Under such model, a standard recursive bi-partitioning algorithm is…
These notes provide an introduction to the local semicircle law from random matrix theory, as well as some of its applications. We focus on Wigner matrices, Hermitian random matrices with independent upper-triangular entries with zero…
Detection of the number of signals corrupted by high-dimensional noise is a fundamental problem in signal processing and statistics. This paper focuses on a general setting where the high-dimensional noise has an unknown complicated…
We consider large random matrices $X$ with centered, independent entries which have comparable but not necessarily identical variances. Girko's circular law asserts that the spectrum is supported in a disk and in case of identical…
We study the distribution of the largest eigenvalue in the "Pfaffian" classical ensembles of random matrix theory, namely in the Gaussian orthogonal (GOE) and Gaussian symplectic (GSE) ensembles, using semi-classical skew-orthogonal…
We consider $N\times N$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove…
In this paper we find spectral properties in the large $N$ limit of Dirac operators that come from random finite noncommutative geometries. In particular for a Gaussian potential the limiting eigenvalue spectrum is shown to be universal…
In this paper, we study the effect of sparsity on the appearance of outliers in the semi-circular law. Let $(W_n)_{n=1}^\infty$ be a sequence of random symmetric matrices such that each $W_n$ is $n\times n$ with i.i.d entries above and on…
The top eigenvalues of rank $r$ spiked real Wishart matrices and additively perturbed Gaussian orthogonal ensembles are known to exhibit a phase transition in the large size limit. We show that they have limiting distributions for…
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…
We present a simple and flexible method to prove consistency of semidefinite optimization problems on random graphs. The method is based on Grothendieck's inequality. Unlike the previous uses of this inequality that lead to constant…
The local spectrum of a vertex set in a graph has been proven to be very useful to study some of its metric properties. It also has applications in the area of pseudo-distance-regularity around a set and can be used to obtain quasi-spectral…
We study the empirical spectral distribution (ESD) of symmetric random matrices with ergodic entries on the diagonals. We observe that for entries with correlations that decay to 0, when the distance of the diagonal entries becomes large…
We consider random hermitian matrices made of complex blocks. The symmetries of these matrices force them to have pairs of opposite real eigenvalues, so that the average density of eigenvalues must vanish at the origin. These densities are…
We present a spectral-theoretic approach to time-average statistical mechanics for general, non-equilibrium initial conditions. We consider the statistics of bounded, local additive functionals of reversible as well as irreversible ergodic…
We investigate the properties of sparse matrix ensembles with particular regard for the spectral ergodicity hypothesis, which claims the identity of ensemble and spectral averages of spectral correlators. An apparent violation of the…
Under certain conditions, the largest eigenvalue of a sample covariance matrix undergoes a well-known phase transition when the sample size $n$ and data dimension $p$ diverge proportionally. In the subcritical regime, this eigenvalue has…
The spherical Sherrington-Kirkpatrick model is a spherical mean field model for spin glass. We consider the fluctuations of the free energy at arbitrary non-critical temperature for the 2-spin model with no magnetic field. We show that in…
In this paper we prove the strong consistency of several methods based on the spectral clustering techniques that are widely used to study the community detection problem in stochastic block models (SBMs). We show that under some weak…