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In this paper we perform a numerical study of the spectra, eigenstates, and Lyapunov exponents of the skew-shift counterpart to Harper's equation. This study is motivated by various conjectures on the spectral theory of these…

Mathematical Physics · Physics 2016-08-24 Eric Bourgain-Chang

We consider a class of sparse random matrices, which includes the adjacency matrix of Erd\H{o}s-R\'enyi graph ${\bf G}(N,p)$. For $N^{-1+o(1)}\leq p\leq 1/2$, we show that the non-trivial edge eigenvectors are asymptotically jointly normal.…

Probability · Mathematics 2026-02-24 Yukun He , Jiaoyang Huang , Chen Wang

There has been much recent interest, initiated by work of the physicists Hatano and Nelson, in the eigenvalues of certain random non-Hermitian periodic tridiagonal matrices and their bidiagonal limits. These eigenvalues cluster along a…

Statistical Mechanics · Physics 2007-05-23 Lloyd N. Trefethen , Marco Contedini , Mark Embree

In recent work on equiangular lines, Jiang, Tidor, Yuan, Zhang, and Zhao showed that a connected bounded degree graph has sublinear second eigenvalue multiplicity. More generally they show that there cannot be too many eigenvalues near the…

Probability · Mathematics 2024-01-17 Mikolaj Fraczyk , Ben Hayes , Madhu Sudan , Yufei Zhao

Random walks on a graph reflect many of its topological and spectral properties, such as connectedness, bipartiteness and spectral gap magnitude. In the first part of this paper we define a stochastic process on simplicial complexes of…

Combinatorics · Mathematics 2017-02-20 Ori Parzanchevski , Ron Rosenthal

In this paper, we show that the largest and smallest eigenvalues of a sample correlation matrix stemming from $n$ independent observations of a $p$-dimensional time series with iid components converge almost surely to $(1+\sqrt{\gamma})^2$…

Probability · Mathematics 2020-01-31 Johannes Heiny , Thomas Mikosch

This paper is concerned with regular approximations of spectra of singular discrete linear Hamiltonian systems with one singular endpoint. For any given self-adjoint subspace extension (SSE) of the corresponding minimal subspace, its…

Spectral Theory · Mathematics 2017-01-25 Yan Liu , Yuming Shi

We study convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms (Andrieu and Roberts [Ann. Statist. 37 (2009) 697-725]). We find that the asymptotic variance of the pseudo-marginal algorithm is always at least as…

Probability · Mathematics 2015-03-31 Christophe Andrieu , Matti Vihola

The probability for the exclusion of eigenvalues from an interval $(-x,x)$ symmetrical about the origin for a scaled ensemble of Hermitian random matrices, where the Fredholm kernel is a type of Bessel kernel with parameter $ a $ (a…

Mathematical Physics · Physics 2009-11-10 N. S. Witte

We consider rectangular random matrices of size $p\times n$ belonging to the real Wishart-Laguerre ensemble also known as the chiral Gaussian orthogonal ensemble. This ensemble appears in many applications like QCD, mesoscopic physics, and…

Mathematical Physics · Physics 2015-09-17 Tim Wirtz , Gernot Akemann , Thomas Guhr , Mario Kieburg , René Wegner

We consider the adjacency matrix of the ensemble of Erd\H{o}s-R\'enyi random graphs which consists of graphs on $N$ vertices in which each edge occurs independently with probability $p$. We prove that in the regime $pN \gg 1$ these matrices…

Probability · Mathematics 2016-01-20 Jiaoyang Huang , Benjamin Landon , Horng-Tzer Yau

The limiting distribution of eigenvalues of N x N random matrices has many applications. One of the most studied ensembles are real symmetric matrices with independent entries iidrv; the limiting rescaled spectral measure (LRSM)…

Probability · Mathematics 2012-12-27 Olivia Beckwith , Victor Luo , Steven J. Miller , Karen Shen , Nicholas Triantafillou

Unitary ensembles of large N x N random matrices with a non-Gaussian probability distribution P[H] ~ exp{-TrV[H]} are studied using a theory of polynomials orthogonal with respect to exponential weights. Asymptotically exact expressions for…

Condensed Matter · Physics 2008-02-03 V. Freilikher , E. Kanzieper , I. Yurkevich

We study the estimation of the covariance matrix $\Sigma$ of a $p$-dimensional normal random vector based on $n$ independent observations corrupted by additive noise. Only a general nonparametric assumption is imposed on the distribution of…

Statistics Theory · Mathematics 2018-03-28 Denis Belomestny , Mathias Trabs , Alexandre B. Tsybakov

This is the fourth in a series of articles devoted to showing that a typical covering map of large degree to a fixed, regular graph has its new adjacency eigenvalues within the bound conjectured by Alon for random regular graphs. In this…

Probability · Mathematics 2019-11-14 Joel Friedman , David Kohler

We study the properties of eigenvalues and corresponding eigenfunctions generated by a defect in the gaps of the spectrum of a high-contrast random operator. We consider a family of elliptic operators $\mathcal{A}^\varepsilon$ in divergence…

Spectral Theory · Mathematics 2023-12-15 Matteo Capoferri , Mikhail Cherdantsev , Igor Velčić

Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…

Mathematical Physics · Physics 2022-02-03 Joshua Feinberg , Roman Riser

Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…

Chaotic Dynamics · Physics 2009-10-31 Yan V. Fyodorov , H. -J. Sommmers

Using spectral embedding based on the signless Laplacian, we obtain bounds on the spectrum of transition matrices on graphs. As a consequence, we bound return probabilities and the uniform mixing time of simple random walk on graphs. In…

Probability · Mathematics 2023-01-03 Zhi-Feng Wei

Theoretical analysis of biological and artificial neural networks e.g. modelling of synaptic or weight matrices necessitate consideration of the generic real-asymmetric matrix ensembles, those with varying order of matrix elements e.g. a…

Disordered Systems and Neural Networks · Physics 2025-09-15 Ratul Dutta , Pragya Shukla