Related papers: Local law and Tracy--Widom limit for sparse stocha…

We investigate the spectral distribution of random matrix ensembles with correlated entries. We consider symmetric matrices with real valued entries and stochastically independent diagonals. Along the diagonals the entries may be…

Inference for the stochastic blockmodel is currently of burgeoning interest in the statistical community, as well as in various application domains as diverse as social networks, citation networks, brain connectivity networks…

We study an oriented first passage percolation model for the evolution of a river delta. This model is exactly solvable and occurs as the low temperature limit of the beta random walk in random environment. We analyze the asymptotics of an…

In this paper we give a physically transparent picture of singular-continuous spectrum in disordered systems which possess a non-ergodic extended phase. We present a simple model of identically and independently distributed level spacing in…

Consider an $ N \times N$ Hermitian one-dimensional random band matrix with band width $W > N^{1 / 2 + \frak c} $ for any $ {\frak c} > 0$. In the bulk of the spectrum and in the large $ N $ limit, we obtain the following results: (i) The…

The limit of the entropy in the stochastic block model (SBM) has been characterized in the sparse regime for the special case of disassortative communities [COKPZ17] and for the classical case of assortative communities but in the dense…

We consider sparse sample covariance matrices $\frac1{np_n}\mathbf X\mathbf X^*$, where $\mathbf X$ is a sparse matrix of order $n\times m$ with the sparse probability $p_n$. We prove the local Marchenko--Pastur law in some complex domain…

We propose to estimate the number of communities in degree-corrected stochastic block models based on a pseudo likelihood ratio statistic. To this end, we introduce a method that combines spectral clustering with binary segmentation. This…

We consider $N\times N$ Hermitian random matrices $H$ consisting of blocks of size $M\geq N^{6/7}$. The matrix elements are i.i.d. within the blocks, close to a Gaussian in the four moment matching sense, but their distribution varies from…

Extending the idea formulated in Makino {\it{et al}}[Phys.Rev.E {\bf{67}},066205], that is based on the Berry--Robnik approach [M.V. Berry and M. Robnik, J. Phys. A {\bf{17}}, 2413], we investigate the statistical properties of a two-point…

Many natural and social systems develop complex networks, that are usually modelled as random graphs. The eigenvalue spectrum of these graphs provides information about their structural properties. While the semi-circle law is known to…

These expository notes are centered around the circular law theorem, which states that the empirical spectral distribution of a nxn random matrix with i.i.d. entries of variance 1/n tends to the uniform law on the unit disc of the complex…

We study the limiting behavior of interacting particle systems indexed by large sparse graphs, which evolve either according to a discrete time Markov chain or a diffusion, in which particles interact directly only with their nearest…

The full spectrum of transfer matrices of the general eight-vertex model on a square lattice is obtained by numerical diagonalization. The eigenvalue spacing distribution and the spectral rigidity are analyzed. In non-integrable regimes we…

Consider a `dense' Erd\H{o}s--R\'enyi random graph model $G=G_{n,M}$ with $n$ vertices and $M$ edges, where we assume the edge density $M/\binom{n}{2}$ is bounded away from 0 and 1. Fix $k=k(n)$ with $k/n$ bounded away from 0 and~1, and let…

In a graph bisection problem, we are given a graph $G$ with two equally-sized unlabeled communities, and the goal is to recover the vertices in these communities. A popular heuristic, known as spectral clustering, is to output an estimated…

We study the spectral properties of sparse random graphs with different topologies and type of interactions, and their implications on the stability of complex systems, with particular attention to ecosystems. Specifically, we focus on the…

We prove a GUE central limit theorem for random variables with finite fourth moment. We apply this theorem to prove that the directed first and last passage percolation problems in thin rectangles exhibit universal fluctuations given by the…

Random matrices from the elliptic Ginibre orthogonal ensemble (GinOE) are a certain linear combination of a real symmetric, and real anti-symmetric, real Gaussian random matrices and controlled by a parameter $\tau$. Our interest is in the…

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…