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We investigate the spectral distribution of large sample covariance matrices with independent columns and entries in the columns that stem from Markov chains. We characterize the limiting spectral densities by their moments.…

Probability · Mathematics 2012-03-19 Olga Friesen , Matthias Löwe

We present new scalar and matrix Chernoff-style concentration bounds for a broad class of probability distributions over the binary hypercube $\{0,1\}^n$. Motivated by recent tools developed for the study of mixing times of Markov chains on…

Discrete Mathematics · Computer Science 2022-01-07 Tali Kaufman , Rasmus Kyng , Federico Soldá

We study the problem of deterministic approximate counting of matchings and independent sets in graphs of bounded connective constant. More generally, we consider the problem of evaluating the partition functions of the monomer-dimer model…

Data Structures and Algorithms · Computer Science 2014-10-10 Alistair Sinclair , Piyush Srivastava , Daniel Štefankovič , Yitong Yin

Random walks on expanders play a crucial role in Markov Chain Monte Carlo algorithms, derandomization, graph theory, and distributed computing. A desirable property is that they are rapidly mixing, which is equivalent to having a spectral…

Probability · Mathematics 2024-12-18 Sam Olesker-Taylor , Thomas Sauerwald , John Sylvester

We study the relationship between the modularity of scale-free excitable networks and their ability to support self-sustained oscillation patterns. We find that the probability for a network of given degree-distribution exponent to be able…

Physics and Society · Physics 2018-11-19 Jason Danison , Miguel Perez

Let $X_N$ be an $N\ts N$ random symmetric matrix with independent equidistributed entries. If the law $P$ of the entries has a finite second moment, it was shown by Wigner \cite{wigner} that the empirical distribution of the eigenvalues of…

Probability · Mathematics 2007-07-17 Gerard Ben Arous , Alice Guionnet

In this paper, we further explore the local-to-global approach for expansion of simplicial complexes that we call local spectral expansion. Specifically, we prove that local expansion in the links imply the global expansion phenomena of…

Combinatorics · Mathematics 2018-03-06 Izhar Oppenheim

We study a spectral generalization of classical combinatorial graph spanners to the spectral setting. Given a set of vectors $V\subseteq \Re^d$, we say a set $U\subseteq V$ is an $\alpha$-spectral spanner if for all $v\in V$ there is a…

Data Structures and Algorithms · Computer Science 2019-11-19 Piotr Indyk , Sepideh Mahabadi , Shayan Oveis Gharan , Alireza Rezaei

We consider the additive superimposition of an extensive number of independent Euclidean Random Matrices in the high-density regime. The resolvent is computed with techniques from free probability theory, as well as with the replica method…

Disordered Systems and Neural Networks · Physics 2020-05-27 Aldo Battista , Remi Monasson

The independence clustering problem is considered in the following formulation: given a set $S$ of random variables, it is required to find the finest partitioning $\{U_1,\dots,U_k\}$ of $S$ into clusters such that the clusters…

Machine Learning · Computer Science 2017-03-21 Daniil Ryabko

This paper is concerned with test of the conditional independence. We first establish an equivalence between the conditional independence and the mutual independence. Based on the equivalence, we propose an index to measure the conditional…

Methodology · Statistics 2021-05-18 Zhanrui Cai , Runze Li , Yaowu Zhang

We introduce a novel model for time-varying, asymmetric, tail-dependent copulas in high dimensions that incorporates both spectral dynamics and regularization. The dynamics of the dependence matrix' eigenvalues are modeled in a score-driven…

Econometrics · Economics 2026-01-21 Koos B. Gubbels , Andre Lucas

We review some exact results for the motion of a tagged particle in simple models. Then, we study the density dependence of the self diffusion coefficient, $D_N(\rho)$, in lattice systems with simple symmetric exclusion in which the…

Statistical Mechanics · Physics 2015-06-25 A. Asselah , R. Brito , J. L. Lebowitz

The spectral densities of the weighted Laplacian, random walk and weighted adjacency matrices associated with a random complex network are studied using the replica method. The link weights are parametrized by a weight exponent $\beta$.…

Statistical Mechanics · Physics 2009-11-13 D. Kim , B. Kahng

A fundamental concept in multivariate statistics, sample correlation matrix, is often used to infer the correlation/dependence structure among random variables, when the population mean and covariance are unknown. A natural block extension…

Statistics Theory · Mathematics 2022-09-09 Zhigang Bao , Jiang Hu , Xiaocong Xu , Xiaozhuo Zhang

The diffraction spectrum of coherent waves scattered from fractal supports is calculated exactly. The fractals considered are of the class generated iteratively by successive dilations and translations, and include generalizations of the…

Condensed Matter · Physics 2009-10-28 Daniel A. Hamburger-Lidar

Two ubiquitous aspects of large-scale data analysis are that the data often have heavy-tailed properties and that diffusion-based or spectral-based methods are often used to identify and extract structure of interest. Perhaps surprisingly,…

Machine Learning · Computer Science 2010-05-11 Michael W. Mahoney , Hariharan Narayanan

An algorithm for calculating the spectral intensity of radiation due to the coherent addition of many particles with arbitrary trajectories is described. Direct numerical integration of the Lienard-Wiechert potentials, in the far-field, for…

Computational Physics · Physics 2010-04-23 A. G. R. Thomas

Consider a square random matrix with independent and identically distributed entries of mean zero and unit variance. We show that as the dimension tends to infinity, the spectral radius is equivalent to the square root of the dimension in…

Probability · Mathematics 2022-04-20 Charles Bordenave , Djalil Chafaï , David García-Zelada

We study the stochastic Ising model on finite graphs with n vertices and bounded degree and analyze the effect of boundary conditions on the mixing time. We show that for all low enough temperatures, the spectral gap of the dynamics with…

Probability · Mathematics 2008-11-10 Alessandra Bianchi