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Random matrices have played an important role in many fields including machine learning, quantum information theory and optimization. One of the main research focuses is on the deviation inequalities for eigenvalues of random matrices.…

Probability · Mathematics 2018-10-18 Xianjie Gao , Chao Zhang , Hongwei Zhang

Using the diagrammatic method, we derive a set of self-consistent equations that describe eigenvalue distributions of large correlated asymmetric random matrices. The matrix elements can have different variances and be correlated with each…

Disordered Systems and Neural Networks · Physics 2016-12-21 Alexander Kuczala , Tatyana O. Sharpee

This report summarizes some of the material that was presented by the author during the 2015 Les Houches Summerschool on "Random Matrices and Stochastic Processes". In these Lectures, various applications of Random Matrix Theory in modern…

Statistical Mechanics · Physics 2016-05-05 Aris L. Moustakas

In the first part of these notes, we review some of the recent developments in the study of the spectral properties of Wigner matrices. In the second part, we present a new proof of a Wegner estimate for the eigenvalues of a large class of…

Mathematical Physics · Physics 2011-03-09 Anna Maltsev , Benjamin Schlein

Equiangular Algorithm generates a set of equiangular normalized vectors with given angle {\theta} using a set of linearly independence vectors in a real inner product space, which span the same subspaces. The outcome of EA on column vectors…

Numerical Analysis · Mathematics 2020-06-30 Danial Sadeghi , Azim Rivaz

Recurrent Neural Networks are powerful machine learning frameworks that allow for data to be saved and referenced in a temporal sequence. This opens many new possibilities in fields such as handwriting analysis and speech recognition. This…

Machine Learning · Computer Science 2021-09-14 Joseph M. Ackerson , Dave Rushit , Seliya Jim

The eigenvalue spectrum of the adjacency matrix of a network is closely related to the behavior of many dynamical processes run over the network. In the field of robotics, this spectrum has important implications in many problems that…

Multiagent Systems · Computer Science 2010-10-04 Michael M. Zavlanos , Victor M. Preciado , Ali Jadbabaie

Percolation is the paradigm for random connectivity and has been one of the most applied statistical models. With simple geometrical rules a transition is obtained which is related to magnetic models. This transition is, in all dimensions,…

Statistical Mechanics · Physics 2014-10-28 N. A. M. Araújo , P. Grassberger , B. Kahng , K. J. Schrenk , R. M. Ziff

Exponential random graph models (ERGMs) are a widely used framework for network data, enabling hypothesis testing on the structural mechanisms underlying observed networks. Bayesian ERGMs provide principled uncertainty quantification and…

Methodology · Statistics 2026-05-26 Alberto Caimo , Isabella Gollini

We develop a supersymmetric field theoretical description of the Gaussian ensemble of the almost diagonal Hermitian Random Matrices. The matrices have independent random entries H_{ij} with parametrically small off-diagonal elements…

Disordered Systems and Neural Networks · Physics 2016-09-07 Oleg Yevtushenko , Alexander Ossipov

A common challenge faced in quantum physics is finding the extremal eigenvalues and eigenvectors of a Hamiltonian matrix in a vector space so large that linear algebra operations on general vectors are not possible. There are numerous…

Nuclear Theory · Physics 2018-07-18 Dillon Frame , Rongzheng He , Ilse Ipsen , Daniel Lee , Dean Lee , Ermal Rrapaj

The eigenvalues of the Corner Transfer Matrix Hamiltonian associated to the elliptic $R$ matrix of the eight vertex free fermion model are computed in the anisotropic case for magnetic field smaller than the critical value. An argument…

High Energy Physics - Theory · Physics 2008-02-03 Rodolfo Cuerno

Random matrix models have been extensively studied in mathematical physics and have proven useful in combinatorics. In this review paper we introduce a generalization of these models to a class of tensor models. As the topology and…

Combinatorics · Mathematics 2012-11-21 Adrian Tanasa

We explore the block nature of the matrix representation of multiplex networks, introducing a new formalism to deal with its spectral properties as a function of the inter-layer coupling parameter. This approach allows us to derive…

Physics and Society · Physics 2018-07-17 Guilherme Ferraz de Arruda , Emanuele Cozzo , Francisco A. Rodrigues , Yamir Moreno

We analyze statistical properties of complex eigenvalues of random matrices $\hat{A}$ close to unitary. Such matrices appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with…

Chaotic Dynamics · Physics 2009-10-31 Yan V. Fyodorov

Gaps (or spacings) between consecutive eigenvalues are a central topic in random matrix theory. The goal of this paper is to study the tail distribution of these gaps in various random matrix models. We give the first repulsion bound for…

Probability · Mathematics 2015-05-05 Hoi Nguyen , Terence Tao , Van Vu

We study the universal properties of distributions of eigenvalues of random matrices in the large $N$ limit. The distributions fall in universality classes characterized entirely by the support of the spectral density.

Condensed Matter · Physics 2009-10-28 J. Ambjorn , G. Akemann

We study the asymptotic distribution of the eigenvalues of random Hermitian periodic band matrices, focusing on the spectral edges. The eigenvalues close to the edges converge in distribution to the Airy point process if (and only if) the…

Mathematical Physics · Physics 2011-01-25 Sasha Sodin

Random matrix theory (RMT) is based on two assumptions: (1) matrix-element independence, and (2) base invariance. Most of the proposed generalizations keep the first assumption and violate the second. Recently, several authors presented…

Statistical Mechanics · Physics 2009-07-14 A. Y. Abul-Magd

We describe some numerical experiments which determine the degree of spectral instability of medium size randomly generated matrices which are far from self-adjoint. The conclusion is that the eigenvalues are likely to be intrinsically…

Spectral Theory · Mathematics 2007-05-23 E B Davies