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We consider the probability measures on Young diagrams in the $n \times k$ rectangle obtained by piecewise-continuously differentiable specializations of Schur polynomials in the dual Cauchy identity. We use a free fermionic representation…

Probability · Mathematics 2024-08-22 Dan Betea , Anton Nazarov , Pavel Nikitin , Travis Scrimshaw

We investigate the fluctuations of linear spectral statistics of a Wigner matrix $W\_N$ deformed by a deterministic diagonal perturbation $D\_N$, around a deterministic equivalent which can be expressed in terms of the free convolution…

Probability · Mathematics 2020-03-17 Sandrine Dallaporta , Maxime Fevrier

The goal of this article is to study how much the eigenvalues of large Hermitian random matrices deviate from certain deterministic locations -- or in other words, to investigate optimal rigidity estimates for the eigenvalues. We do this in…

Probability · Mathematics 2019-06-05 Tom Claeys , Benjamin Fahs , Gaultier Lambert , Christian Webb

The eigenvalue correlations of random matrices from the Jacobi Unitary Ensemble have a known asymptotic behavior as their size tends to infinity. In the bulk of the spectrum the behavior is described in terms of the sine kernel, and at the…

Mathematical Physics · Physics 2010-07-29 Arno Kuijlaars , Maarten Vanlessen

We consider a class of sparse random matrices which includes the adjacency matrix of the Erd\H{o}s-R\'enyi graph $\mathcal{G}(N,p)$. We show that if $N^{\varepsilon} \leq Np \leq N^{1/3-\varepsilon}$ then all nontrivial eigenvalues away…

Probability · Mathematics 2021-04-07 Yukun He , Antti Knowles

In this paper, we investigate a two-layer fully connected neural network of the form $f(X)=\frac{1}{\sqrt{d_1}}\boldsymbol{a}^\top \sigma\left(WX\right)$, where $X\in\mathbb{R}^{d_0\times n}$ is a deterministic data matrix,…

Statistics Theory · Mathematics 2023-04-17 Zhichao Wang , Yizhe Zhu

Kernel methods are an extremely popular set of techniques used for many important machine learning and data analysis applications. In addition to having good practical performances, these methods are supported by a well-developed theory.…

Machine Learning · Statistics 2015-04-23 Shiva Prasad Kasiviswanathan , Mark Rudelson

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

We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…

Probability · Mathematics 2011-03-03 Sean O'Rourke

In graph-based data analysis, $k$-nearest neighbor ($k$NN) graphs are widely used due to their adaptivity to local data densities. Allowing weighted edges in the graph, the kernelized graph affinity provides a more general type of $k$NN…

Machine Learning · Statistics 2026-05-21 Xiuyuan Cheng , Yixuan Tan , Nan Wu

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…

Machine Learning · Statistics 2018-04-02 Minh Tang

In data science, individual observations are often assumed to come independently from an underlying probability space. Kernel matrices formed from large sets of such observations arise frequently, for example during classification tasks. It…

Machine Learning · Statistics 2026-05-27 Mikhail Lepilov

We consider $m$ spinless Fermions in $l > m$ degenerate single-particle levels interacting via a $k$-body random interaction with Gaussian probability distribution and $k <= m$ in the limit $l$ to infinity (the embedded $k$-body random…

Condensed Matter · Physics 2009-10-31 Luis Benet , Thomas Rupp , Hans A. Weidenmueller

We consider a class of sparse random matrices, which includes the adjacency matrix of Erd\H{o}s-R\'enyi graphs $\mathcal G(N,p)$ for $p \in [N^{\varepsilon-1},N^{-\varepsilon}]$. We identify the joint limiting distributions of the…

Probability · Mathematics 2020-03-13 Yukun He

We consider random matrices of the form $H = W + \lambda V$, $\lambda\in\mathbb{R}^+$, where $W$ is a real symmetric or complex Hermitian Wigner matrix of size $N$ and $V$ is a real bounded diagonal random matrix of size $N$ with i.i.d.\…

Probability · Mathematics 2014-01-15 Ji Oon Lee , Kevin Schnelli

In this paper, we study the fluctuation of linear eigenvalue statistics of Random Band Matrices defined by $M_{n}=\frac{1}{\sqrt{b_{n}}}W_{n}$, where $W_{n}$ is a $n\times n$ band Hermitian random matrix of bandwidth $b_{n}$, i.e., the…

Probability · Mathematics 2016-10-07 Indrajit Jana , Koushik Saha , Alexander Soshnikov

We consider the ensemble of real symmetric random matrices $H^{(n,\rho)}$ obtained from the determinant form of the Ihara zeta function of random graphs that have $n$ vertices with the edge probability $\rho/n$. We prove that the normalized…

Mathematical Physics · Physics 2017-09-19 O. Khorunzhiy

Random graphs defined by an occurrence probability that is invariant under node aggregation have been identified recently in the context of network renormalization. The invariance property requires that edges are drawn with a specific…

Spectral Theory · Mathematics 2025-09-18 Alessio Catanzaro , Rajat Subhra Hazra , Diego Garlaschelli

We introduce and study Laplacians on a finite metric graph endowed with generalized densities, that is, measures of finite mass. One important motivation is that this setting provides a common framework for several interesting classes of…

Spectral Theory · Mathematics 2025-12-24 Kiyan Naderi , Noema Nicolussi

Using the replica method, we develop an analytical approach to compute the characteristic function for the probability $\mathcal{P}_N(K,\lambda)$ that a large $N \times N$ adjacency matrix of sparse random graphs has $K$ eigenvalues below a…

Statistical Mechanics · Physics 2015-11-04 Fernando L. Metz , Daniel A. Stariolo
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