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We consider matrices formed by a random $N\times N$ matrix drawn from the Gaussian Orthogonal Ensemble (or Gaussian Unitary Ensemble) plus a rank-one perturbation of strength $\theta$, and focus on the largest eigenvalue, $x$, and the…

Probability · Mathematics 2019-04-04 Giulio Biroli , Alice Guionnet

This paper investigate the sparse multi-type Erd\H{o}s R\'enyi random graphs studied in S\"{o}derberg~\cite{soderberg2002general} and also Bollob\'as et al.~\cite{bollobas2007phase}. Although the corresponding central limit results are…

Probability · Mathematics 2025-12-17 Rui Yu , Wen Sun

We consider (annealed) large deviation principles for component empirical measures of several families of marked sparse random graphs, including (i) uniform graphs on $n$ vertices with a fixed degree distribution; (ii) uniform graphs on $n$…

Probability · Mathematics 2023-12-27 Kavita Ramanan , Sarath Yasodharan

We develop a quantitative large deviations theory for random hypergraphs, which rests on tensor decomposition and counting lemmas under a novel family of cut-type norms. As our main application, we obtain sharp asymptotics for joint upper…

Probability · Mathematics 2023-05-10 Nicholas A. Cook , Amir Dembo , Huy Tuan Pham

We consider $n\times n$ Hermitian matrices with i.i.d. entries $X_{ij}$ whose tail probabilities $\mathbb {P}(|X_{ij}|\geq t)$ behave like $e^{-at^{\alpha}}$ for some $a>0$ and $\alpha \in(0,2)$. We establish a large deviation principle for…

Probability · Mathematics 2014-10-29 Charles Bordenave , Pietro Caputo

Starting with the large deviation principle (LDP) for the Erd\H{o}s-R\'enyi binomial random graph $\mathcal{G}(n,p)$ (edge indicators are i.i.d.), due to Chatterjee and Varadhan (2011), we derive the LDP for the uniform random graph…

Probability · Mathematics 2018-05-01 Amir Dembo , Eyal Lubetzky

We find large deviations rates for consensus-based distributed inference for directed networks. When the topology is deterministic, we establish the large deviations principle and find exactly the corresponding rate function, equal at all…

Information Theory · Computer Science 2016-06-29 Dragana Bajović , José M. F. Moura , João Xavier , Bruno Sinopoli

In this paper we consider the problem of estimating the joint upper and lower tail large deviations of the edge eigenvalues of an Erd\H{o}s-R\'enyi random graph $\mathcal{G}_{n,p}$, in the regime of $p$ where the edge of the spectrum is no…

Probability · Mathematics 2020-04-02 Bhaswar B. Bhattacharya , Sohom Bhattacharya , Shirshendu Ganguly

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…

Probability · Mathematics 2017-04-11 Florent Benaych-Georges , Charles Bordenave , Antti Knowles

We prove a Large Deviation Principle for {\color{blue} jump-Markov } Processes on sparse large disordered network with disordered connectivity. The network is embedded in a geometric space, with the probability of a connection a (scaled)…

Probability · Mathematics 2026-02-02 James MacLaurin

We compute analytically the probability density function (pdf) of the largest eigenvalue $\lambda_{\max}$ in rotationally invariant Cauchy ensembles of $N\times N$ matrices. We consider unitary ($\beta = 2$), orthogonal ($\beta =1$) and…

Statistical Mechanics · Physics 2013-01-29 Satya N. Majumdar , Gregory Schehr , Dario Villamaina , Pierpaolo Vivo

We prove a large deviation principle for the greedy exploration of configuration models, building on a time-discretized version of the method proposed by Bermolen et al. and Brightwell et al. for jointly constructing a random graph from a…

Probability · Mathematics 2021-12-24 Paola Bermolen , Valeria Goicoechea , Matthieu Jonckheere

We consider a dynamic Erd\H{o}s-R\'enyi random graph (ERRG) on $n$ vertices in which each edge switches on at rate $\lambda$ and switches off at rate $\mu$, independently of other edges. The focus is on the analysis of the evolution of the…

Probability · Mathematics 2020-09-29 Peter Braunsteins , Frank den Hollander , Michel Mandjes

We prove a large deviation result for a random symmetric n x n matrix with independent identically distributed entries to have a few eigenvalues of size n. If the spectrum S survives when the matrix is rescaled by a factor of n, it can only…

Probability · Mathematics 2013-04-22 Sourav Chatterjee , S. R. S. Varadhan

We consider a finite collection of independent Hermitian heavy-tailed random matrices of growing dimension. Our model includes the L\'evy matrices proposed by Bouchaud and Cizeau, as well as sparse random matrices with O(1) non-zero entries…

Probability · Mathematics 2024-09-24 Charles Bordenave , Alice Guionnet , Camille Male

What does an Erdos-Renyi graph look like when a rare event happens? This paper answers this question when p is fixed and n tends to infinity by establishing a large deviation principle under an appropriate topology. The formulation and…

Probability · Mathematics 2011-04-05 Sourav Chatterjee , S. R. S. Varadhan

This paper concerns the large deviations of a system of interacting particles on a random graph. There is no stochasticity, and the only sources of disorder are the random graph connections, and the initial condition. The average number of…

Probability · Mathematics 2021-03-08 James MacLaurin

Quantifying the eigenvalue spectra of large random matrices allows one to understand the factors that contribute to the stability of dynamical systems with many interacting components. This work explores the effect that the interaction…

Disordered Systems and Neural Networks · Physics 2022-12-08 Joseph W. Baron

The $W$-random graphs provide a flexible framework for modeling large random networks. Using the Large Deviation Principle (LDP) for $W$-random graphs from [9], we prove the LDP for the corresponding class of random symmetric…

Probability · Mathematics 2024-05-08 Mahya Ghandehari , Georgi S. Medvedev

We prove large deviation principles (LDPs) for random matrices in the orthogonal group and Stiefel manifold, determining both the speed and good convex rate functions that are explicitly given in terms of certain log-determinants of…

Probability · Mathematics 2022-11-04 Zakhar Kabluchko , Joscha Prochno