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This short note studies the fluctuations of the largest eigenvalue of symmetric random matrices with correlated Gaussian entries having positive mean. Under the assumption that the covariance kernel is absolutely summable, it is proved that…

Probability · Mathematics 2024-10-18 Arijit Chakrabarty , Rajat Subhra Hazra , Moumanti Podder

The largest eigenvalue of random tensors is an important feature of systems involving disorder, equivalent to the ground state energy of glassy systems or to the injective norm of quantum states. For symmetric Gaussian random tensors of…

High Energy Physics - Theory · Physics 2024-12-16 Nicolas Delporte , Naoki Sasakura

We demonstrate that random tensors transforming under rank-$5$ irreducible representations of $\mathrm{O}(N)$ can support melonic large $N$ expansions. Our construction is based on models with sextic ($5$-simplex) interaction, which…

Mathematical Physics · Physics 2022-01-20 Sylvain Carrozza , Sabine Harribey

We study the statistics of the largest eigenvalues of real symmetric and sample covariance matrices when the entries are heavy tailed. Extending the result obtained by Soshnikov in \cite{Sos1}, we prove that, in the absence of the fourth…

Probability · Mathematics 2008-05-07 Antonio Auffinger , Gerard Ben Arous , Sandrine Peche

Ordinary tensor models of rank $D\geq 3$ are dominated at large $N$ by tree-like graphs, known as melonic triangulations. We here show that non-melonic contributions can be enhanced consistently, leading to different types of large $N$…

Mathematical Physics · Physics 2015-04-17 Valentin Bonzom , Thibault Delepouve , Vincent Rivasseau

Eigenvectors of tensors, as studied recently in numerical multilinear algebra, correspond to fixed points of self-maps of a projective space. We determine the number of eigenvectors and eigenvalues of a generic tensor, and we show that the…

Numerical Analysis · Mathematics 2018-06-18 Dustin Cartwright , Bernd Sturmfels

This paper establishes a comparison theorem for the maximum eigenvalue of a sum of independent random symmetric matrices. The theorem states that the maximum eigenvalue of the matrix sum is dominated by the maximum eigenvalue of a Gaussian…

Probability · Mathematics 2026-03-17 Joel A. Tropp

Motivated by a problem in learning theory, we are led to study the dominant eigenvalue of a class of random matrices. This turns out to be related to the roots of the derivative of random polynomials (generated by picking their roots…

Probability · Mathematics 2007-05-23 Natalia Komarova , Igor Rivin

We propose a new application of random tensor theory to studies of non-linear random flows in many variables. Our focus is on non-linear resonant systems which often emerge as weakly non-linear approximations to problems whose linearized…

Mathematical Physics · Physics 2020-03-12 Stéphane Dartois , Oleg Evnin , Luca Lionni , Vincent Rivasseau , Guillaume Valette

We study largest singular values of large random matrices, each with mean of a fixed rank $K$. Our main result is a limit theorem as the number of rows and columns approach infinity, while their ratio approaches a positive constant. It…

Probability · Mathematics 2021-03-02 Wlodek Bryc , Jack W. Silverstein

It is well known that the dominant eigenvalue of a real essentially nonnegative matrix is a convex function of its diagonal entries. This convexity is of practical importance in population biology, graph theory, demography, analytic…

Numerical Analysis · Mathematics 2011-10-31 Liping Zhang , Liqun Qi , Ziyan Luo

The melonic sector has been proven to be dominant in tensor models at large N. This is true as long as the observables we consider, composites of 2n tensors, are small. That is, if n is much smaller than N. In this paper, I argue that, in…

High Energy Physics - Theory · Physics 2019-12-10 Pablo Diaz

We relate the distribution of eigenvalues of a random symmetric matrix in the Gaussian Orthogonal Ensemble to the distribution of critical values of a random linear combination of eigenfunctions of the Laplacian on a compact Riemann…

Differential Geometry · Mathematics 2014-03-18 Liviu I. Nicolaescu

Statistical properties of non--symmetric real random matrices of size $M$, obtained as truncations of random orthogonal $N\times N$ matrices are investigated. We derive an exact formula for the density of eigenvalues which consists of two…

Statistical Mechanics · Physics 2010-10-21 Boris A. Khoruzhenko , Hans-Juergen Sommers , Karol Zyczkowski

The purpose of this paper is to establish universality of the fluctuations of the largest eigenvalue of some non necessarily Gaussian complex Deformed Wigner Ensembles. The real model is also considered. Our approach is close to the one…

Probability · Mathematics 2015-06-26 Delphine Féral , Sandrine Péché

This short note presents upper bounds of the expectations of the largest singular values/eigenvalues of various types of random tensors in the non-asymptotic sense. For a standard Gaussian tensor of size $n_1\times\cdots\times n_d$, it is…

Spectral Theory · Mathematics 2021-06-22 Yuning Yang

Tensor models are natural generalizations of matrix models. The interactions and observables in the case of unitary invariant models are generalizations of matrix traces. Some notable interactions in the literature include the melonic ones,…

Mathematical Physics · Physics 2020-02-04 Valentin Bonzom

We compute exact asymptotic of the statistical density of random matrices belonging to invariant random matrices ensemble (RMT) orthogonal, unitary and symplectic ensembles, where all its eigenvalues lie within the interval $[\sigma,…

Probability · Mathematics 2015-09-23 Mohamed Bouali

Euclidean random matrices arise in a wide range of physical systems where interactions are determined by spatial configurations, including disordered media and cooperative phenomena in atomic ensembles. Unlike classical random matrix…

Statistical Mechanics · Physics 2026-05-08 Pasquale Casaburi , Pierpaolo Vivo

We investigate a class of supersymmetric quantum mechanical theories (with two supercharges) having tensor-valued degrees of freedom which are dominated by melon diagrams in the large $N$ limit. One motivation was to examine the interplay…

High Energy Physics - Theory · Physics 2018-12-11 Chi-Ming Chang , Sean Colin-Ellerin , Mukund Rangamani
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