Related papers: Largest eigenvalue statistics of sparse random adj…
We consider a full rank deformation of the GUE $W_N+A_N$ where $A_N$ is a full rank Hermitian matrix of size $N$ and $W_N$ is a GUE. The empirical eigenvalue distribution $\mu_{A_N}$ of $A_N$ converges to a probability distribution $\nu$.…
In this paper, we consider a data matrix $X\in\mathbb{C}^{N\times M}$ where all the columns are i.i.d. samples being $N$ dimensional complex Gaussian of mean zero and covariance $\Sigma\in\mathbb{C}^{N\times N}$. Here the population matrix…
Consider the normalized adjacency matrices of random $d$-regular graphs on $N$ vertices with fixed degree $d\geq 3$, and denote the eigenvalues as $\lambda_1=d/\sqrt{d-1}\geq \lambda_2\geq\lambda_3\cdots\geq \lambda_N$. We prove that the…
We study the probability distribution function $P(\lambda)$ of the largest eigenvalue $\lambda_{\rm max}$ of $N \times N$ random matrices of the form $H + V$, where $H$ belongs to the GOE/GUE ensemble and $V$ is a full rank deterministic…
We consider the normalized adjacency matrix of a random $d$-regular graph on $N$ vertices with any fixed degree $d\geq 3$ and denote its eigenvalues as $\lambda_1=d/\sqrt{d-1}\geq \lambda_2\geq\lambda_3\cdots\geq \lambda_N$. We establish…
We consider the bulk eigenvalue statistics of Laplacian matrices of large Erd\H{o}s-R\'enyi random graphs in the regime $p \geq N^{\delta}/N$ for any fixed $\delta >0$. We prove a local law down to the optimal scale $\eta \gtrsim N^{-1}$…
Let $A_n$ be an $n\times n$ random symmetric matrix with $(A_{ij})_{i< j}$ i.i.d. mean $0$, variance 1, following a subGaussian distribution and diagonal elements i.i.d. following a subGaussian distribution with a fixed variance. We…
We are interested in two random matrix ensembles related to permutations: the ensemble of permutation matrices following Ewens' distribution of a given parameter $\theta >0$, and its modification where entries equal to $1$ in the matrices…
We develop a formalism to compute the statistics of the second largest eigenpair of weighted sparse graphs with $N\gg 1$ nodes, finite mean connectivity and bounded maximal degree, in cases where the top eigenpair statistics is known. The…
We consider the uniform random $d$-regular graph on $N$ vertices, with $d \in [N^\alpha, N^{2/3-\alpha}]$ for arbitrary $\alpha > 0$. We prove that in the bulk of the spectrum the local eigenvalue correlation functions and the distribution…
We compute the limiting eigenvalue statistics at the edge of the spectrum of large Hermitian random matrices perturbed by the addition of small rank deterministic matrices. To be more precise, we consider random Hermitian matrices with…
We analyse the limiting behavior of the eigenvalue and singular value distribution for random convolution operators on large (not necessarily Abelian) groups, extending the results by M. Meckes for the Abelian case. We show that for regular…
We derive efficient recursive formulas giving the exact distribution of the largest eigenvalue for finite dimensional real Wishart matrices and for the Gaussian Orthogonal Ensemble (GOE). In comparing the exact distribution with the…
In this article we study the fluctuation of linear statistics of eigenvalues of circulant, symmetric circulant, reverse circulant and Hankel matrices. We show that the linear spectral statistics of these matrices converges to the Gaussian…
We consider inhomogeneous Erd\H{o}s-R\'enyi graphs. We suppose that the maximal mean degree $d$ satisfies $d \ll \log n$. We characterize the asymptotic behavior of the $n^{1 - o(1)}$ largest eigenvalues of the adjacency matrix and its…
Consider the sum of $d$ many i.i.d. random permutation matrices on $n$ labels along with their transposes. The resulting matrix is the adjacency matrix of a random regular (multi)-graph of degree $2d$ on $n$ vertices. It is known that the…
The $A_{\alpha}$-matrix of a graph $G$ is the convex linear combination of the adjacency matrix $A(G)$ and the diagonal matrix of vertex degrees $D(G)$, i.e., $A_{\alpha}(G) = \alpha D(G) + (1 - \alpha)A(G)$, where $0\leq\alpha \leq1$. The…
This paper studies the almost sure location of the eigenvalues of matrices ${\bf W}_N {\bf W}_N^{*}$ where ${\bf W}_N = ({\bf W}_N^{(1)T}, ..., {\bf W}_N^{(M)T})^{T}$ is a $ML \times N$ block-line matrix whose block-lines $({\bf…
We study the spectra and eigenvectors of the adjacency matrices of scale-free networks when bi-directional interaction is allowed, so that the adjacency matrix is real and symmetric. The spectral density shows an exponential decay around…
We derive the limiting distribution for the largest eigenvalues of the adjacency matrix for a stochastic blockmodel graph when the number of vertices tends to infinity. We show that, in the limit, these eigenvalues are jointly multivariate…