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We study the spectral norm of N-dimensional hermitian random matrices whose entries are zero outside of the band of the width b along the principal diagonal. Inside this band the elements are given by gaussian centered jointly independent…

Mathematical Physics · Physics 2007-05-23 A. Khorunzhy

In this text, based on elementary computations, we provide a perturbative expansion of the coordinates of the eigenvectors of a Hermitian matrix of large size perturbed by a random matrix with small operator norm whose entries in the…

Probability · Mathematics 2020-03-19 Florent Benaych-Georges , Nathanaël Enriquez , Alkéos Michaïl

This paper studies the asymptotic behavior of eigenvalues of random abelian G-circulant matrices, that is, matrices whose structure is related to a finite abelian group G in a way that naturally generalizes the relationship between…

Probability · Mathematics 2012-08-17 Mark W. Meckes

Given an ensemble of NxN random matrices, a natural question to ask is whether or not the empirical spectral measures of typical matrices converge to a limiting spectral measure as N --> oo. While this has been proved for many thin…

Probability · Mathematics 2011-06-30 Murat Kologlu , Gene S. Kopp , Steven J. Miller , Frederick W. Strauch , Wentao Xiong

In this paper we calculate, in the large N limit, the eigenvalue density of an infinite product of random unitary matrices, each of them generated by a random hermitian matrix. This is equivalent to solving unitary diffusion generated by a…

Mathematical Physics · Physics 2009-11-10 Romuald A. Janik , Waldemar Wieczorek

We investigate the asymptotic behavior of the eigenvalues of spiked perturbations of Wigner matrices when the dimension goes to infinity. The entries of the Hermitian Wigner matrix have a distribution which is symmetric and satisfies a…

Probability · Mathematics 2011-09-19 Mireille Capitaine , Catherine Donati-Martin , Delphine Féral , Maxime Février

We establish bounds on the spectral radii for a large class of sparse random matrices, which includes the adjacency matrices of inhomogeneous Erd\H{o}s-R\'enyi graphs. Our error bounds are sharp for a large class of sparse random matrices.…

Probability · Mathematics 2021-01-25 Florent Benaych-Georges , Charles Bordenave , Antti Knowles

The aim of this paper is to show how free probability theory sheds light on spectral properties of deformed matricial models and provides a unified understanding of various asymptotic phenomena such as spectral measure description,…

Probability · Mathematics 2016-07-20 M Capitaine , C Donati-Martin

We study the limiting spectral measure of large random Helson matrices and large random matrices of certain patterned structures. Given a real random variable $X \in L^{2+ \varepsilon}(\mathbb{P}) $ for some $\varepsilon > 0$ and…

Probability · Mathematics 2026-02-26 Yanqi Qiu , Guocheng Zhen

We study spectral behavior of sparsely connected random networks under the random matrix framework. Sub-networks without any connection among them form a network having perfect community structure. As connections among the sub-networks are…

Statistical Mechanics · Physics 2015-05-13 Sarika Jalan

Consider the matrix $A_{\mathcal{G}}$ chosen uniformly at random from the finite set of all $N$-dimensional matrices of zero main-diagonal and binary entries, having each row and column of $A_{\mathcal{G}}$ sum to $d$. That is, the…

Probability · Mathematics 2025-07-31 Arka Adhikari , Amir Dembo

This paper considers random (non-Hermitian) circulant matrices, and proves several results analogous to recent theorems on non-Hermitian random matrices with independent entries. In particular, the limiting spectral distribution of a random…

Probability · Mathematics 2011-02-01 Mark W. Meckes

We investigate traces of powers of random matrices whose distributions are invariant under rotations (with respect to the Hilbert--Schmidt inner product) within a real-linear subspace of the space of $n\times n$ matrices. The matrices we…

Probability · Mathematics 2023-11-30 Elizabeth S. Meckes , Mark W. Meckes

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

These expository notes are centered around the circular law theorem, which states that the empirical spectral distribution of a nxn random matrix with i.i.d. entries of variance 1/n tends to the uniform law on the unit disc of the complex…

Probability · Mathematics 2012-03-14 Charles Bordenave , Djalil Chafai

We consider the empirical eigenvalue distribution of an $m\times m$ principle submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. Earlier work of Petz and R\'effy identified the limiting spectral measure…

Probability · Mathematics 2019-04-12 Elizabeth Meckes , Kathryn Stewart

We study the distribution of complex eigenvalues $z_1,\ldots, z_N$ of random Hermitian $N\times N$ block band matrices with a complex deformation of a finite rank. Assuming that the width of the band $W$ grows faster than $\sqrt{N}$, we…

Mathematical Physics · Physics 2021-12-09 Mariya Shcherbina , Tatyana Shcherbina

We analyze the eigenvalues of the adjacency matrices of a wide variety of random trees. Using general, broadly applicable arguments based on the interlacing inequalities for the eigenvalues of a principal submatrix of a Hermitian matrix and…

Probability · Mathematics 2011-04-12 Shankar Bhamidi , Steven N. Evans , Arnab Sen

The density of complex eigenvalues of random asymmetric $N\times N$ matrices is found in the large-$N$ limit. The matrices are of the form $H_0+A$ where $A$ is a matrix of $N^2$ independent, identically distributed random variables with…

Condensed Matter · Physics 2009-10-28 Boris A Khoruzhenko

We show the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of $k$ independent $n\times n$ matrices with i.i.d. complex Gaussian entries with a few…

Probability · Mathematics 2016-05-05 Kartick Adhikari , Nanda Kishore Reddy , Tulasi Ram Reddy , Koushik Saha