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Three operations on eigenvalues of real/complex/quaternion (corresponding to $\beta=1,2,4$) matrices, obtained from cutting out principal corners, adding, and multiplying matrices can be extrapolated to general values of $\beta>0$ through…

Probability · Mathematics 2018-03-07 Vadim Gorin , Adam W. Marcus

Eigenvectors of matrices on a network have been used for understanding spectral clustering and influence of a vertex. For matrices with small geodesic-width, we propose a distributed iterative algorithm in this letter to find eigenvectors…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-11-24 Nazar Emirov , Cheng Cheng , Qiyu Sun , Zhihua Qu

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

Anomalous coarsening in far-from equilibrium one-dimensional systems is investigated by simulation and analytic techniques. The minimal hard core particle (exclusion) models contain mechanisms of aggregated particle diffusion, with rates…

Statistical Mechanics · Physics 2009-11-10 Fabio D. A. Aarao Reis , Robin B. Stinchcombe

We propose a technique for calculating and understanding the eigenvalue distribution of sums of random matrices from the known distribution of the summands. The exact problem is formidably hard. One extreme approximation to the true density…

Quantum Physics · Physics 2017-10-27 Ramis Movassagh , Alan Edelman

We investigate the spectral properties of non-Hermitian real random matrices whose entries exhibit long-range correlations decaying as~$|r-r'|^{-\alpha}$. We find a progressive breakdown of the circular law, controlled by the decrease…

Disordered Systems and Neural Networks · Physics 2026-05-26 Ulysse Marquis

Multilayer networks are widespread in natural and manmade systems. Key properties of these networks are their spectral and eigenfunction characteristics, as they determine the critical properties of many dynamics occurring on top of them.…

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

Many real-world networks exhibit scale-free feature, have a small diameter and a high clustering tendency. We have studied the properties of a growing network, which has all these features, in which an incoming node is connected to its…

Statistical Mechanics · Physics 2009-11-10 Parongama Sen , S. S. Manna

Characterizing the importances (i.e., centralities) of nodes in social, biological, and technological networks is a core topic in both network science and data science. We present a linear-algebraic framework that generalizes…

Social and Information Networks · Computer Science 2020-08-05 Dane Taylor , Mason A. Porter , Peter J. Mucha

We investigate the joint convergence of independent random Toeplitz matrices with complex input entries that have a pair-correlation structure, along with deterministic Toeplitz matrices and the backward identity permutation matrix.…

Probability · Mathematics 2024-10-22 Kartick Adhikari , Arup Bose , Shambhu Nath Maurya

Let $X$ be a real $(\beta=1)$ or complex $(\beta=2)$ Ginibre ensemble. Let $\{\sigma_i\}_{1\le i\le n}$ be the eigenvalues of $X,$ and $Z_n$ be some rescaled version of $\max_i \Re \sigma_i.$ It was proved that $Z_n$ converges weakly to the…

Probability · Mathematics 2025-09-08 Xinchen Hu , Yutao Ma

We compute the Tracy-Widom distribution describing the asymptotic distribution of the largest eigenvalue of a large random matrix by solving a boundary-value problem posed by Bloemendal in his Ph.D. Thesis (2011). The distribution is…

Numerical Analysis · Mathematics 2024-01-17 Thomas Trogdon , Yiting Zhang

Clustering is well-known to play a prominent role in the description and understanding of complex networks, and a large spectrum of tools and ideas have been introduced to this end. In particular, it has been recognized that the abundance…

Disordered Systems and Neural Networks · Physics 2009-11-10 Danilo Sergi

Spectral statistics of hermitian random Toeplitz matrices with independent identically distributed elements is investigated numerically. It is found that the eigenvalue statistics of complex Toeplitz matrices is surprisingly well…

Quantum Physics · Physics 2020-10-14 Eugene Bogomolny

The $\beta$ ensembles are a class of eigenvalue probability densities which generalise the invariant ensembles of classical random matrix theory. In the case of the Gaussian and Laguerre weights, the corresponding eigenvalue densities are…

Mathematical Physics · Physics 2018-12-20 Peter J. Forrester , Allan K. Trinh

This is a first paper by the authors dedicated to the distribution of eigenvalues for random perturbations of large bidiagonal Toeplitz matrices.

Spectral Theory · Mathematics 2015-12-21 Johannes Sjoestrand , Martin Vogel

We investigate the statistical properties of eigenvalues of pseudo-Hermitian random matrices whose eigenvalues are real or complex conjugate. It is shown that when the spectrum splits into separated sets of real and complex conjugate…

Statistical Mechanics · Physics 2020-08-28 Gabriel Marinello , Mauricio Porto Pato

Random effects meta-analysis model is an important tool for integrating results from multiple independent studies. However, the standard model is based on the assumption of normal distributions for both random effects and within-study…

Methodology · Statistics 2024-06-07 Yue Wang , Jianhua Zhao , Fen Jiang , Lei Shi , Jianxin Pan

In this paper we consider random block matrices, which generalize the general beta ensembles, which were recently investigated by Dumitriu and Edelmann (2002, 2005). We demonstrate that the eigenvalues of these random matrices can be…

Probability · Mathematics 2008-09-29 Holger Dette , Bettina Reuther