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Spectra of sparse non-Hermitian random matrices determine the dynamics of complex processes on graphs. Eigenvalue outliers in the spectrum are of particular interest, since they determine the stationary state and the stability of dynamical…

Statistical Mechanics · Physics 2016-11-28 Izaak Neri , Fernando Lucas Metz

The ensemble of random Markov matrices is introduced as a set of Markov or stochastic matrices with the maximal Shannon entropy. The statistical properties of the stationary distribution pi, the average entropy growth rate $h$ and the…

Statistics Theory · Mathematics 2015-05-13 Martin Horvat

In this paper, we study the edge eigenvalues of random geometric graphs (RGGs) generated by multivariate Gaussian samples in the sparse regime under a broad class of distance metrics. Previous work on edge eigenvalues under related setups…

Probability · Mathematics 2025-09-10 Xiucai Ding , Yichen Hu

We investigate the properties of sparse matrix ensembles with particular regard for the spectral ergodicity hypothesis, which claims the identity of ensemble and spectral averages of spectral correlators. An apparent violation of the…

Condensed Matter · Physics 2009-10-31 A. D. Jackson , C. Mejia-Monasterio , T. Rupp , M. Saltzer , T. Wilke

We investigate the eigenvalue density in ensembles of large sparse Bernoulli random matrices. We demonstrate that the fraction of linear subgraphs just below the percolation threshold is about 95\% of all finite subgraphs, and the…

Disordered Systems and Neural Networks · Physics 2016-01-20 V. Avetisov , P. L. Krapivsky , S. Nechaev

Generative graph models struggle to scale due to the need to predict the existence or type of edges between all node pairs. To address the resulting quadratic complexity, existing scalable models often impose restrictive assumptions such as…

Machine Learning · Computer Science 2024-05-24 Yiming Qin , Clement Vignac , Pascal Frossard

We study the spectral properties of sparse random graphs with different topologies and type of interactions, and their implications on the stability of complex systems, with particular attention to ecosystems. Specifically, we focus on the…

Disordered Systems and Neural Networks · Physics 2024-03-13 Pietro Valigi , Izaak Neri , Chiara Cammarota

Inhomogeneous random matrices with non-trivial variance profiles determined by symmetric stochastic matrices and with independent sub-Gaussian entries up to Hermitian symmetry, encompass a wide range of important models, including sparse…

Probability · Mathematics 2026-02-24 Ruohan Geng , Dang-Zheng Liu , Guangyi Zou

The state matrix $\rho$ for an open quantum system with Markovian evolution obeys a master equation. The master equation evolution can be unraveled into stochastic nonlinear trajectories for a pure state $P$, such that on average $P$…

Quantum Physics · Physics 2009-11-06 H. M. Wiseman , L. Diosi

Deep generative models provide a systematic way to learn nonlinear data distributions, through a set of latent variables and a nonlinear "generator" function that maps latent points into the input space. The nonlinearity of the generator…

Machine Learning · Statistics 2021-12-14 Georgios Arvanitidis , Lars Kai Hansen , Søren Hauberg

Let $M_n$ be a class of symmetric sparse random matrices, with independent entries $M_{ij} = \delta_{ij} \xi_{ij}$ for $i \leq j$. $\delta_{ij}$ are i.i.d. Bernoulli random variables taking the value $1$ with probability $p \geq…

Probability · Mathematics 2018-02-20 Kyle Luh , Van Vu

We study the distribution of the least singular value associated to an ensemble of sparse random matrices. Our motivating example is the ensemble of $N\times N$ matrices whose entries are chosen independently from a Bernoulli distribution…

Probability · Mathematics 2019-01-25 Ziliang Che , Patrick Lopatto

In 2007 we introduced a general model of sparse random graphs with independence between the edges. The aim of this paper is to present an extension of this model in which the edges are far from independent, and to prove several results…

Probability · Mathematics 2011-05-05 Bela Bollobas , Svante Janson , Oliver Riordan

We consider random networks whose dynamics is described by a rate equation, with transition rates $w_{nm}$ that form a symmetric matrix. The long time evolution of the system is characterized by a diffusion coefficient $D$. In one dimension…

Statistical Mechanics · Physics 2012-12-04 Yaron de Leeuw , Doron Cohen

We consider the random geometric graph on $n$ vertices drawn uniformly from a $d$--dimensional sphere. We focus on the sparse regime, when the expected degree is constant independent of $d$ and $n$. We show that, when $d$ is larger than $n$…

Probability · Mathematics 2021-10-22 Elliot Paquette , Andrew Vander Werf

We propose a theoretical framework to study the eigenvalue spectra of the controllability Gramian of systems with random state matrices, such as networked systems with a random graph structure. Using random matrix theory, we provide…

Systems and Control · Computer Science 2016-09-16 Victor M. Preciado , M. Amin Rahimian

We present an algorithm to identify sparse dependence structure in continuous and non-Gaussian probability distributions, given a corresponding set of data. The conditional independence structure of an arbitrary distribution can be…

Machine Learning · Computer Science 2017-11-07 Rebecca E. Morrison , Ricardo Baptista , Youssef Marzouk

Quantitative genetic studies that model complex, multivariate phenotypes are important for both evolutionary prediction and artificial selection. For example, changes in gene expression can provide insight into developmental and…

Applications · Statistics 2013-05-03 Daniel E Runcie , Sayan Mukherjee

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

We introduce a new random graph model motivated by biological questions relating to speciation. This random graph is defined as the stationary distribution of a Markov chain on the space of graphs on $\{1, \ldots, n\}$. The dynamics of this…

Probability · Mathematics 2019-06-24 François Bienvenu , Florence Débarre , Amaury Lambert