English
Related papers

Related papers: The Edge of Random Tensor Eigenvalues with Deviati…

200 papers

We study the fluctuations of the largest eigenvalue $\lambda_{\max}$ of $N \times N$ random matrices in the limit of large $N$. The main focus is on Gaussian $\beta$-ensembles, including in particular the Gaussian orthogonal ($\beta=1$),…

Statistical Mechanics · Physics 2015-05-29 Satya N. Majumdar , Gregory Schehr

Euclidean random matrices arise in a wide range of physical systems where interactions are determined by spatial configurations, including disordered media and cooperative phenomena in atomic ensembles. Unlike classical random matrix…

Statistical Mechanics · Physics 2026-05-08 Pasquale Casaburi , Pierpaolo Vivo

We study the eigenvector mass distribution of an $N\times N$ Wigner matrix on a set of coordinates $I$ satisfying $| I | \ge c N$ for some constant $c >0$. For eigenvectors corresponding to eigenvalues at the spectral edge, we show that the…

Probability · Mathematics 2025-10-14 Lucas Benigni , Nixia Chen , Patrick Lopatto , Xiaoyu Xie

We study the eigenvalues and the eigenvectors of $N\times N$ structured random matrices of the form $H = W\tilde{H}W+D$ with diagonal matrices $D$ and $W$ and $\tilde{H}$ from the Gaussian Unitary Ensemble. Using the supersymmetry technique…

Mathematical Physics · Physics 2018-08-20 Kevin Truong , Alexander Ossipov

We investigate the noise sensitivity of the top eigenvector of a sparse random symmetric matrix. Let $v$ be the top eigenvector of an $N\times N$ sparse random symmetric matrix with an average of $d$ non-zero centered entries per row. We…

Probability · Mathematics 2022-04-07 Charles Bordenave , Jaehun Lee

We study asymmetric rank-one spiked tensor models in the high-dimensional regime, where the noise entries are independent and identically distributed with zero mean, unit variance, and finite fourth moment. This extends the classical…

Statistics Theory · Mathematics 2026-03-12 Yanjin Xiang , Zhihua Zhang

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…

Probability · Mathematics 2025-02-04 Jiaoyang Huang , Theo McKenzie , Horng-Tzer Yau

We consider $N\times N$ Gaussian random matrices, whose average density of eigenvalues has the Wigner semi-circle form over $[-\sqrt{2},\sqrt{2}]$. For such matrices, using a Coulomb gas technique, we compute the large $N$ behavior of the…

Statistical Mechanics · Physics 2014-06-30 Ricardo Marino , Satya N. Majumdar , Grégory Schehr , Pierpaolo Vivo

We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…

Statistical Mechanics · Physics 2011-06-28 Z. Burda , A. Jarosz , G. Livan , M. A. Nowak , A. Swiech

Let $T_N$ denote an $N\times N$ Toeplitz matrix with finite, $N$ independent symbol ${\bf a}$. For $E_N$ a noise matrix satisfying mild assumptions (ensuring, in particular, that $N^{-1/2}\|E_N\|_{{\rm HS}}\to_{N\to\infty} 0$ at a…

Probability · Mathematics 2019-11-14 Anirban Basak , Elliot Paquette , Ofer Zeitouni

A bordering of GUE matrices is considered, in which the bordered row consists of zero mean complex Gaussians N$[0,\sigma/2] + i {\rm N}[0,\sigma/2]$ off the diagonal, and the real Gaussian N$[\mu,\sigma/\sqrt{2}]$ on the diagonal. We…

Mathematical Physics · Physics 2010-05-19 K. E. Bassler , P. J. Forrester , N. E. Frankel

In this paper we propose and analyze a virtual element method to approximate the natural frequencies of the acoustic eigenvalue problem with polygonal meshes that allow the presence of small edges. With the aid of a suitable seminorm that…

Numerical Analysis · Mathematics 2023-10-13 Danilo Amigo , Felipe Lepe , Gonzalo Rivera

It is well known that the dominant eigenvalue of a real essentially nonnegative matrix is a convex function of its diagonal entries. This convexity is of practical importance in population biology, graph theory, demography, analytic…

Numerical Analysis · Mathematics 2011-10-31 Liping Zhang , Liqun Qi , Ziyan Luo

We investigate a random normal matrix model with eigenvalues forced to be in the droplet, the support of the equilibrium measure associated with an external field. For radially symmetric external fields, we show that the fluctuations of the…

Probability · Mathematics 2020-09-18 Seong-Mi Seo

A large i.i.d. random matrix with deterministic low-rank perturbation has been extensively studied, particularly in the aspects of the ESD (Empirical Spectral Distribution) and the outliers of eigenvalues. In this work, we investigate the…

Information Theory · Computer Science 2025-06-24 Kun Chen , Zhihua Zhang

Observables in random tensor theory are polynomials in the entries of a tensor of rank $d$ which are invariant under $U(N)^d$. It is notoriously difficult to evaluate the expectations of such polynomials, even in the Gaussian distribution.…

Mathematical Physics · Physics 2014-11-26 Valentin Bonzom , Frédéric Combes

In this paper, we consider the singular values and singular vectors of low rank perturbations of large rectangular random matrices, in the regime the matrix is "long": we allow the number of rows (columns) to grow polynomially in the number…

Probability · Mathematics 2021-10-22 Gérard Ben Arous , Daniel Zhengyu Huang , Jiaoyang Huang

Eigenvectors of tensors, as studied recently in numerical multilinear algebra, correspond to fixed points of self-maps of a projective space. We determine the number of eigenvectors and eigenvalues of a generic tensor, and we show that the…

Numerical Analysis · Mathematics 2018-06-18 Dustin Cartwright , Bernd Sturmfels

Large deviation behavior of the largest eigenvalue $\lambda_1$ of Gaussian networks (Erd\H{o}s-R\'enyi random graphs $\mathcal{G}_{n,p}$ with i.i.d. Gaussian weights on the edges) has been the topic of considerable interest. Recently in…

Probability · Mathematics 2021-02-17 Shirshendu Ganguly , Kyeongsik Nam

We consider some random band matrices with band-width $N^\mu$ whose entries are independent random variables with distribution tail in $x^{-\alpha}$. We consider the largest eigenvalues and the associated eigenvectors and prove the…

Probability · Mathematics 2015-06-25 Florent Benaych-Georges , Sandrine Péché