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We study the spectral properties of the adjacency matrix in the giant connected component of Erd\"os-R\'enyi random graphs, with average connectivity $p$ and randomly distributed hopping amplitudes. By solving the self-consistent cavity…

Disordered Systems and Neural Networks · Physics 2024-11-14 Leticia F. Cugliandolo , Grégory Schehr , Marco Tarzia , Davide Venturelli

We establish precise right-tail small deviation estimates for the largest eigenvalue of real symmetric and complex Hermitian matrices whose entries are independent random variables with uniformly bounded moments. The proof relies on a Green…

Probability · Mathematics 2022-04-04 László Erdős , Yuanyuan Xu

The model of heavy Wigner matrices generalizes the classical ensemble of Wigner matrices: the sub-diagonal entries are independent, identically distributed along to and out of the diagonal, and the moments its entries are of order 1/N,…

Probability · Mathematics 2012-09-12 Camille Male

Let $\mathcal A$ be the adjacency matrix of the Erd\H{o}s-R\'{e}nyi directed graph $\mathscr G(N,p)$. We denote the eigenvalues of $\mathcal A$ by $\lambda_1^{\cal A},...,\lambda^{\cal A}_N$, and $|\lambda_1^{\cal A}|=\max_i|\lambda_i^{\cal…

Probability · Mathematics 2025-09-16 Yukun He

This is the first part of a paper that studies the phase transition in the asymptotic limit of the rank 1 real Wishart spiked model. In this paper, we consider $N$-dimensional real Wishart matrices $S$ in the class…

Probability · Mathematics 2010-11-25 M. Y. Mo

Previous literature on random matrix and network science has traditionally employed measures derived from nearest-neighbor level spacing distributions to characterize the eigenvalue statistics of random matrices. This approach, however,…

Disordered Systems and Neural Networks · Physics 2021-01-04 Thomas Peron , Bruno Messias F. de Resende , Francisco A. Rodrigues , Luciano da F. Costa , J. A. Méndez-Bermúdez

In this paper, we first briefly review some recent results on the distribution of the maximal eigenvalue of a $(N\times N)$ random matrix drawn from Gaussian ensembles. Next we focus on the Gaussian Unitary Ensemble (GUE) and by suitably…

Statistical Mechanics · Physics 2011-05-30 Celine Nadal , Satya N. Majumdar

We study the size of the largest biconnected components in sparse Erd\H{o}s-R\'enyi graphs with finite connectivity and Barab\'asi-Albert graphs with non-integer mean degree. Using a statistical-mechanics inspired Monte Carlo approach we…

Disordered Systems and Neural Networks · Physics 2019-04-05 Hendrik Schawe , Alexander K. Hartmann

The evolution of a complex multi-state system is often interpreted as a continuous-time Markovian process. To model the relaxation dynamics of such systems, we introduce an ensemble of random sparse matrices which can be used as generators…

Statistical Mechanics · Physics 2023-07-19 Goran Nakerst , Sergey Denisov , Masudul Haque

We analyze the spectral properties of the high-dimensional random geometric graph $G(n, d, p)$, formed by sampling $n$ i.i.d vectors $\{v_i\}_{i=1}^{n}$ uniformly on a $d$-dimensional unit sphere and connecting each pair $\{i,j\}$ whenever…

Probability · Mathematics 2026-02-11 Yifan Cao , Yizhe Zhu

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

Non-Hermitian random matrices with statistical spectral characteristics beyond the standard Ginibre ensembles have recently emerged in the description of dissipative quantum many-body systems as well as in non-ergodic wave transport in…

Mathematical Physics · Physics 2025-11-27 Gernot Akemann , Yan V. Fyodorov , Dmitry V. Savin

We analyze statistics for eigenvector entries of heavy-tailed random symmetric matrices (also called L\'{e}vy matrices) whose associated eigenvalues are sufficiently small. We show that the limiting law of any such entry is non-Gaussian,…

Probability · Mathematics 2020-11-13 Amol Aggarwal , Patrick Lopatto , Jake Marcinek

We study the eigenvector mass distribution of an $N\times N$ Wigner matrix on a set of coordinates $I$ satisfying $| I | \ge c N$ for some constant $c >0$. For eigenvectors corresponding to eigenvalues at the spectral edge, we show that the…

Probability · Mathematics 2025-10-14 Lucas Benigni , Nixia Chen , Patrick Lopatto , Xiaoyu Xie

We study the eigenvalue of the Wigner random matrix, which is created from a time series with temporal correlation. We observe the deformation of the semi-circle law which is similar to the eigenvalue distribution of the Wigner-L\`{e}vy…

Statistical Mechanics · Physics 2025-08-12 Masato Hisakado , Takuya Kaneko

We consider the adjacency matrix $A$ of the Erd\H{o}s-R\'enyi graph on $N$ vertices with edge probability $d/N$. For $(\log \log N)^4 \ll d \lesssim \log N$, we prove that the eigenvalues near the spectral edge form asymptotically a Poisson…

Probability · Mathematics 2022-10-06 Johannes Alt , Raphael Ducatez , Antti Knowles

We study eigenvalue distribution of the adjacency matrix $A^{(N,p, \alpha)}$ of weighted random bipartite graphs $\Gamma= \Gamma_{N,p}$. We assume that the graphs have $N$ vertices, the ratio of parts is $\frac{\alpha}{1-\alpha}$ and the…

Mathematical Physics · Physics 2013-12-03 Valentin Vengerovsky

We study the properties of random graphs where for each vertex a {\it neighbourhood} has been previously defined. The probability of an edge joining two vertices depends on whether the vertices are neighbours or not, as happens in Small…

Disordered Systems and Neural Networks · Physics 2009-11-10 Sebastian Risau-Gusman

We consider extremal eigenvalues of sparse random matrices, a class of random matrices including the adjacency matrices of Erd\H{o}s-R\'{e}nyi graphs $\mathcal{G}(N,p)$. Recently, it was shown that the leading order fluctuations of extremal…

Probability · Mathematics 2023-06-08 Jaehun Lee

In this paper we consider Wigner random matrices -- symmetric n by n random matrices whose entries are independent identically distributed real random variables. We prove that the probability distribution of one or several eigenvalues close…

Mathematical Physics · Physics 2017-11-29 Anastasia A. Ruzmaikina