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Smooth linear statistics of random permutation matrices, sampled under a general Ewens distribution, exhibit an interesting non-universality phenomenon. Though they have bounded variance, their fluctuations are asymptotically non-Gaussian…

Probability · Mathematics 2011-06-13 Gérard Ben Arous , Kim Dang

We consider the random normal matrices with quadratic external potentials where the associated orthogonal polynomials are Hermite polynomials and the limiting support (called droplet) of the eigenvalues is an ellipse. We calculate the…

Mathematical Physics · Physics 2016-02-17 Seung-Yeop Lee , Roman Riser

We obtain nonasymptotic bounds on the spectral norm of random matrices with independent entries that improve significantly on earlier results. If $X$ is the $n\times n$ symmetric matrix with $X_{ij}\sim N(0,b_{ij}^2)$, we show that…

Probability · Mathematics 2016-08-11 Afonso S. Bandeira , Ramon van Handel

Non-Hermitian random matrices provide a useful framework for understanding universal characteristics of dissipative quantum chaotic systems with loss or gain. We consider a model of two such system represented by two independent $N\times N$…

Mathematical Physics · Physics 2026-04-28 Margherita Disertori , Yan V. Fyodorov

We study averages of multiplicative eigenvalue statistics in ensembles of orthogonal Haar distributed matrices, which can alternatively be written as Toeplitz+Hankel determinants. We obtain new asymptotics for symbols with Fisher-Hartwig…

Mathematical Physics · Physics 2020-08-19 Tom Claeys , Gabriel Glesner , Alexander Minakov , Meng Yang

The classical random matrix theory is mostly focused on asymptotic spectral properties of random matrices as their dimensions grow to infinity. At the same time many recent applications from convex geometry to functional analysis to…

Functional Analysis · Mathematics 2014-03-05 Mark Rudelson , Roman Vershynin

In the classical Erd\"os-R\'enyi random graph G(n,p) there are n vertices and each of the possible edges is independently present with probability p. The random graph G(n,p) is homogeneous in the sense that all vertices have the same…

Combinatorics · Mathematics 2016-02-10 Mihyun Kang , Angelica Pachón , Pablo M. Rodriguez

We analyse the eigenvectors of the adjacency matrix of a random inhomogeneous graph constructed from a specified degree sequence. We assume that the empirical degree sequence has bounded mean and variance. We show that near the edges of the…

Probability · Mathematics 2026-04-14 Thomas Buc-d'Alché , Antti Knowles

Traces of large powers of real-valued Wigner matrices are known to have Gaussian fluctuations: for $A=\frac{1}{\sqrt{n}}(a_{ij})_{1 \leq i,j \leq n}\in \mathbb{R}^{n \times n}, A=A^T$ with $(a_{ij})_{1 \leq i \leq j \leq n}$ i.i.d.,…

Probability · Mathematics 2024-12-24 Simona Diaconu

Statistical properties of eigenvectors in non-Hermitian random matrix ensembles are discussed, with an emphasis on correlations between left and right eigenvectors. Two approaches are described. One is an exact calculation for Ginibre's…

Disordered Systems and Neural Networks · Physics 2015-06-25 B. Mehlig , J. T. Chalker

We conjecture that the distribution of the edge-disjoint union of two random regular graphs on the same vertex set is asymptotically equivalent to a random regular graph of the combined degree, provided it grows as the number of vertices…

Combinatorics · Mathematics 2024-07-29 Mikhail Isaev , Brendan D. McKay , Angus Southwell , Maksim Zhukovskii

We consider a sparse random subraph of the $n$-cube where each edge appears independently with small probability $p(n) =O(n^{-1+o(1)})$. In the most interesting regime when $p(n)$ is not exponentially small we prove that the largest…

Combinatorics · Mathematics 2007-05-23 Alexander Soshnikov

In this paper, we derive the asymptotic distribution of the number of copies of a fixed graph $H$ in a random graph $G_n$ sampled from a sparse graphon model. Specifically, we provide a refined analysis that separates the contributions of…

We analyze gene co-expression network under the random matrix theory framework. The nearest neighbor spacing distribution of the adjacency matrix of this network follows Gaussian orthogonal statistics of random matrix theory (RMT). Spectral…

Molecular Networks · Quantitative Biology 2015-05-18 Sarika Jalan , Norbert Solymosi , Gabör Vattay , Baowen Li

We study the behavior of exponential random graphs in both the sparse and the dense regime. We show that exponential random graphs are approximate mixtures of graphs with independent edges whose probability matrices are critical points of…

Probability · Mathematics 2018-04-20 Ronen Eldan , Renan Gross

We introduce a method for the comparison of some extremal eigenvalue statistics of random matrices. For example, it allows one to compare the maximal eigenvalue gap in the bulk of two generalized Wigner ensembles, provided that the first…

Probability · Mathematics 2020-03-24 Benjamin Landon , Patrick Lopatto , Jake Marcinek

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 develop a formalism to compute the statistics of the top eigenpair of weighted sparse graphs with finite mean connectivity and bounded maximal degree. Framing the problem in terms of optimisation of a quadratic form on the sphere and…

Statistical Mechanics · Physics 2019-10-28 Vito Antonio Rocco Susca , Pierpaolo Vivo , Reimer Kuehn

We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…

Mathematical Physics · Physics 2013-06-25 Tom Claeys , Dong Wang

We study a variant of the Erd\H{o}s Matching Problem in random hypergraphs. Let $\mathcal{K}_p(n,k)$ denote the Erd\H{o}s-R\'enyi random $k$-uniform hypergraph on $n$ vertices where each possible edge is included with probability $p$. We…

Combinatorics · Mathematics 2025-09-24 Peter Frankl , Jiaxi Nie , Jian Wang