Related papers: Inhomogeneous Circular Law for Correlated Matrices

We consider the convergence of the empirical spectral measures of random $N \times N$ unitary matrices. We give upper and lower bounds showing that the Kolmogorov distance between the spectral measure and the uniform measure on the unit…

We consider the empirical eigenvalue distribution of an $m\times m$ principal submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. For $n$ and $m$ large with $\frac{m}{n}=\alpha$, the empirical spectral…

This paper investigates the rate of convergence for the central limit theorem of linear spectral statistic (LSS) associated with large-dimensional sample covariance matrices. We consider matrices of the form ${\mathbf…

When nonlinear measures are estimated from sampled temporal signals with finite-length, a radius parameter must be carefully selected to avoid a poor estimation. These measures are generally derived from the correlation integral which…

The spectra of random feature matrices provide essential information on the conditioning of the linear system used in random feature regression problems and are thus connected to the consistency and generalization of random feature models.…

An $n\times n$ symmetric matrix $A$ is copositive if the quadratic form $x^TAx$ is nonnegative on the nonnegative orthant. The cone of copositive matrices strictly contains the cone of completely positive matrices, i.e., all matrices of the…

Nondegenerate covariance, correlation and spectral density matrices are necessarily symmetric or Hermitian and positive definite. The main contribution of this paper is the development of statistical data depths for collections of Hermitian…

Let $\{x_{\alpha}\}_{\alpha \in \mathbb{Z}}$ and $\{y_{\alpha}\}_{\alpha \in \mathbb{Z}}$ be two independent collections of zero mean, unit variance random variables with uniformly bounded moments of all orders. Consider a nonsymmetric…

The relation between random normal matrices and conformal mappings discovered by Wiegmann and Zabrodin is made rigorous by restricting normal matrices to have spectrum in a bounded set. It is shown that for a suitable class of potentials…

We prove the circular law for a class of non-Hermitian random block band matrices with genuinely sublinear bandwidth. Namely, we show there exists $\tau \in (0,1)$ so that if the bandwidth of the matrix $X$ is at least $n^{1-\tau}$ and the…

Following our recent letter, we study in detail an entry-wise diffusion of non-hermitian complex matrices. We obtain an exact partial differential equation (valid for any matrix size $N$ and arbitrary initial conditions) for evolution of…

Let $\log^Cn\le d\le n/2$ for a sufficiently large constant $C>0$ and let $A_n$ denote the adjacency matrix of a uniform random $d$-regular directed graph on $n$ vertices. We prove that as $n$ tends to infinity, the empirical spectral…

In statistics, assuming samples are independent is reasonable. However, this property can fail to hold for the features, a distinction that has led to several lines of work aiming to remove the latter assumption of independence present in…

Let $ X_{n} $ be $ n\times N $ random complex matrices, $R_{n}$ and $T_{n}$ be non-random complex matrices with dimensions $n\times N$ and $n\times n$, respectively. We assume that the entries of $ X_{n} $ are independent and identically…

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…

Sparse non-Hermitian random matrices arise in the study of disordered physical systems with asymmetric local interactions, and have applications ranging from neural networks to ecosystem dynamics. The spectral characteristics of these…

We consider a versatile matrix model of the form ${\bf A}+i {\bf B}$, where ${\bf A}$ and ${\bf B}$ are real random circulant matrices with independent but, in general, nonidentically distributed Gaussian entries. For this model, we derive…

We study the Brown measure of certain non-hermitian operators arising from Voiculescu's free probability theory. Usually those operators appear as the limit in *-moments of certain ensembles of non-hermitian random matrices, and the Brown…

We provide estimates for the spectral radii of an $n\times n$ sparse non-Hermitian random matrix $Z$ with general entries in the regime $p=d/n$ where $0<d<1$ is fixed. Utilizing the structural results of ({\L}uczak, '90), we show that the…

Reflection of particles from a disordered or chaotic medium is characterized by a scattering matrix that can be represented as a superposition of resonances. Each resonance corresponds to an eigenstate inside the medium and has a width…