English
Related papers

Related papers: Precise asymptotics for the spectral radius of a l…

200 papers

Given a discrete-time linear switched system $\Sigma(\mathcal A)$ associated with a finite set $\mathcal A$ of matrices, we consider the measures of its asymptotic behavior given by, on the one hand, its deterministic joint spectral radius…

Optimization and Control · Mathematics 2021-11-17 Yacine Chitour , Guilherme Mazanti , Mario Sigalotti

The open problem of calculating the limiting spectrum (or its Shannon transform) of increasingly large random Hermitian finite-band matrices is described. In general, these matrices include a finite number of non-zero diagonals around their…

Information Theory · Computer Science 2008-05-13 Oren Somekh , Osvalso Simeone , Benjamin M. Zaidel , H. Vincent Poor , Shlomo Shamai

Circular Dyson Brownian motion describes the Brownian dynamics of particles on a circle (periodic boundary conditions), interacting through a logarithmic, long-range two-body potential. Within the log-gas picture of random matrix theory, it…

Statistical Mechanics · Physics 2024-06-11 Wouter Buijsman

It is well known that the spectral measure of eigenvalues of a rescaled square non-Hermitian random matrix with independent entries satisfies the circular law. We consider the product $TX$, where $T$ is a deterministic $N\times M$ matrix…

Probability · Mathematics 2018-10-17 Haokai Xi , Fan Yang , Jun Yin

We investigate a random normal matrix model with eigenvalues forced to be in the droplet, the support of the equilibrium measure associated with an external field. For radially symmetric external fields, we show that the fluctuations of the…

Probability · Mathematics 2020-09-18 Seong-Mi Seo

We prove a local law in the bulk of the spectrum for random Gram matrices $XX^*$, a generalization of sample covariance matrices, where $X$ is a large matrix with independent, centered entries with arbitrary variances. The limiting…

Probability · Mathematics 2017-03-13 Johannes Alt , László Erdős , Torben Krüger

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

In this paper we show a characterization of the joint spectral radius of a set of matrices as the limit of the $p$-radius of an associated probability distribution when $p$ tends to $\infty$. Allowing the set to have infinitely many…

Optimization and Control · Mathematics 2016-11-04 Masaki Ogura , Clyde F. Martin

The ABS spectral radius of a graph G is defined as the largest eigenvalue of its $ABS$ matrix. Motivated by recent studies on this parameter, in this paper, we determine the bipartite unicyclic graphs that attain the largest $ABS$ spectral…

Combinatorics · Mathematics 2025-12-30 Swathi Shetty , B. R. Rakshith , Sayinath Udupa N.

Let $(g_{n})_{n\geq 1}$ be a sequence of independent identically distributed $d\times d$ real random matrices with Lyapunov exponent $\gamma$. For any starting point $x$ on the unit sphere in $\mathbb R^d$, we deal with the norm $ | G_n x |…

Probability · Mathematics 2019-07-05 Hui Xiao , Ion Grama , Quansheng Liu

The first of $N$ identical independently distributed (i.i.d.) Brownian trajectories that arrives to a small target, sets the time scale of activation, which in general is much faster than the arrival to the target of only a single…

Subcellular Processes · Quantitative Biology 2018-10-17 Kanishka Basnayake , Claire Guerrier , Zeev Schuss , David Holcman

Important problems in wireless networks can often be solved by computing fixed points of standard or contractive interference mappings, and the conventional fixed point algorithm is widely used for this purpose. Knowing that the mapping…

Signal Processing · Electrical Eng. & Systems 2023-04-14 Renato L. G. Cavalcante , Slawomir Stanczak

Let $\a$ be a complex random variable with mean zero and bounded variance $\sigma^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\a$. Let $\lambda_{1}, ..., \lambda_{n}$ be the eigenvalues of…

Probability · Mathematics 2008-02-29 Terence Tao , Van Vu

We prove that the spectral radius of an i.i.d.\ random walk on $\GL_d(\C)$ satisfies a strong law of large numbers under finite second moment assumption and a weak law of large numbers under finite first moment. No irreducibility assumption…

Dynamical Systems · Mathematics 2021-01-12 Richard Aoun , Cagri Sert

Starting from a solution of the problem of a mechanical oscillator coupled to a scalar field inside a reflecting sphere of radius $R$, we study the behaviour of the system in free space as the limit of an arbitrarily large radius in the…

Atomic Physics · Physics 2008-11-26 N. P. Andion , A. P. C. Malbouisson , A. Mattos Neto

In this short article we propose a full large $N$ asymptotic expansion of the probability that the $m^{\text{th}}$ power of a random unitary matrix of size $N$ has all its eigenvalues in a given arc-interval centered in $1$ when $N$ is…

Probability · Mathematics 2023-07-26 Olivier Marchal

We study the $L^2$ spectral gap of a large system of strongly coupled diffusions on unbounded state space and subject to a double-well potential. This system can be seen as a spatially discrete approximation of the stochastic Allen-Cahn…

Spectral Theory · Mathematics 2015-06-16 Giacomo Di Gesù , Dorian Le Peutrec

The spectral form factor of random matrix theory plays a key role in the description of disordered and chaotic quantum systems. While its moments are known to be approximately Gaussian, corrections subleading in the matrix dimension, $D$,…

Quantum Physics · Physics 2026-01-06 Alex Altland , Francisco Divi , Tobias Micklitz , Silvia Pappalardi , Maedeh Rezaei

The radius of regularity sometimes spelled as the radius of nonsingularity is a measure providing the distance of a given matrix to the nearest singular one. Despite its possible application strength this measure is still far from being…

Numerical Analysis · Mathematics 2019-05-28 David Hartman , Milan Hladik

We extend the spectral method for proving limit theorems to random non-uniformly expanding dynamical systems. This yields the CLT and moderate deviations principles (MDP). We show that as the amount of non-uniformity decreases the CLT rates…

Dynamical Systems · Mathematics 2024-08-14 Yeor Hafouta