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Random matrix theory allows for the deduction of stability criteria for complex systems using only a summary knowledge of the statistics of the interactions between components. As such, results like the well-known elliptical law are…

Disordered Systems and Neural Networks · Physics 2023-11-06 Lyle Poley , Tobias Galla , Joseph W. Baron

In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parameterized non-extensive statistics power-law distribution are investigated. In the limit as q->1 the well known Gaussian…

Statistical Mechanics · Physics 2007-05-23 John Evans , Fredrick Michael

Patterned random matrices such as the reverse circulant, the symmetric circulant, the Toeplitz and the Hankel matrices and their almost sure limiting spectral distribution (LSD), have attracted much attention. Under the assumption that the…

Probability · Mathematics 2022-03-14 Arup Bose , Koushik Saha , Priyanka Sen

A new method involving particle diagrams is introduced and developed into a rigorous framework for carrying out embedded random matrix calculations. Using particle diagrams and the attendant methodology including loop counting it becomes…

Quantum Physics · Physics 2015-04-01 Rupert A Small

Large ensembles of stochastically evolving interacting particles describe phenomena in diverse fields including statistical physics, neuroscience, biology, and engineering. In such systems, the infinitesimal evolution of each particle…

Probability · Mathematics 2024-01-02 Kavita Ramanan

Given an ensemble of NxN random matrices, a natural question to ask is whether or not the empirical spectral measures of typical matrices converge to a limiting spectral measure as N --> oo. While this has been proved for many thin…

Probability · Mathematics 2011-06-30 Murat Kologlu , Gene S. Kopp , Steven J. Miller , Frederick W. Strauch , Wentao Xiong

We derive the joint probability distribution of the first two spectral moments for the G$\beta$E random matrix ensembles in N dimensions for any N. This is achieved by making use of two complementary invariants of the domain in…

Mathematical Physics · Physics 2016-08-08 Tomasz Maciążek , Christopher H. Joyner , Uzy Smilansky

Two landmark results in combinatorial random matrix theory, due to Koml\'os and Costello-Tao-Vu, show that discrete random matrices and symmetric discrete random matrices are typically nonsingular. In particular, in the language of graph…

Combinatorics · Mathematics 2023-03-10 Margalit Glasgow , Matthew Kwan , Ashwin Sah , Mehtaab Sawhney

Parameter-dependent statistical properties of spectra of totally connected irregular quantum graphs with Neumann boundary conditions are studied. The autocorrelation functions of level velocities c(x) and c(w,x) as well as the distributions…

Chaotic Dynamics · Physics 2009-07-17 Oleh Hul , Petr Seba , Leszek Sirko

Spectra of ordered eigenvalues of finite Random Matrices are interpreted as a time series. Dataadaptive techniques from signal analysis are applied to decompose the spectrum in clearly differentiated trend and fluctuation modes, avoiding…

Chaotic Dynamics · Physics 2013-12-12 Ruben Fossion , Gamaliel Torres Vargas , Juan Carlos López Vieyra

We consider random stochastic matrices $M$ with elements given by $M_{ij}=|U_{ij}|^2$, with $U$ being uniformly distributed on one of the classical compact Lie groups or associated symmetric spaces. We observe numerically that, for large…

Mathematical Physics · Physics 2020-03-03 Lucas H. Oliveira , Marcel Novaes

We uncover a hidden Gaussian ensemble inside each of the three circular ensembles of random matrices, which provide novel diagrammatic rules for the calculation of moments. The matrices involved are generic complex for $\beta=2$, complex…

Mathematical Physics · Physics 2023-06-14 Marcel Novaes

We make the first steps towards generalizing the theory of stochastic block models, in the sparse regime, towards a model where the discrete community structure is replaced by an underlying geometry. We consider a geometric random graph…

Machine Learning · Statistics 2022-07-04 Ronen Eldan , Dan Mikulincer , Hester Pieters

We study the spectrum of a random multigraph with a degree sequence ${\bf D}_n=(D_i)_{i=1}^n$ and average degree $1 \ll \omega_n \ll n$, generated by the configuration model, and also the spectrum of the analogous random simple graph. We…

Probability · Mathematics 2020-05-15 Amir Dembo , Eyal Lubetzky , Yumeng Zhang

The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…

Probability · Mathematics 2021-03-18 Arup Bose , Koushik Saha , Arusharka Sen , Priyanka Sen

In this paper we introduce a general framework for the study of limits of relational structures in general and graphs in particular, which is based on a combination of model theory and (functional) analysis. We show how the various…

Combinatorics · Mathematics 2021-04-23 Jaroslav Nesetril , Patrice Ossona De Mendez

We study convergence to equilibrium for a large class of Markov chains in random environment. The chains are sparse in the sense that in every row of the transition matrix $P$ the mass is essentially concentrated on few entries. Moreover,…

Probability · Mathematics 2018-01-23 Charles Bordenave , Pietro Caputo , Justin Salez

Large graphs are sometimes studied through their degree sequences (power law or regular graphs). We study graphs that are uniformly chosen with a given degree sequence. Under mild conditions, it is shown that sequences of such graphs have…

Probability · Mathematics 2011-08-31 Sourav Chatterjee , Persi Diaconis , Allan Sly

We consider the spectral properties of sparse stochastic block models, where $N$ vertices are partitioned into $K$ balanced communities. Under an assumption that the intra-community probability and inter-community probability are of similar…

Probability · Mathematics 2019-09-26 Jong Yun Hwang , Ji Oon Lee , Wooseok Yang

It is a classic result in spectral theory that the limit distribution of the spectral measure of random graphs G(n, p) converges to the semicircle law in case np tends to infinity with n. The spectral measure for random graphs G(n, c/n)…

Combinatorics · Mathematics 2024-05-15 Eva-Maria Hainzl , Élie de Panafieu