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An exchangeable random matrix is a random matrix with distribution invariant under any permutation of the entries. For such random matrices, we show, as the dimension tends to infinity, that the empirical spectral distribution tends to the…

Probability · Mathematics 2016-03-25 Radosław Adamczak , Djalil Chafaï , Paweł Wolff

In this paper, we analyze the limiting spectral distribution of the adjacency matrix of a random graph ensemble, proposed by Chung and Lu, in which a given expected degree sequence $\overline{w}_n^{^{T}} = (w^{(n)}_1,\ldots,w^{(n)}_n)$ is…

Statistics Theory · Mathematics 2017-03-28 Victor M. Preciado , M. Amin Rahimian

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

We establish that the limiting spectral distribution of a block-rescaled empirical covariance matrix is an arcsine law when the ratio between the dimension and the underlying sample size converges to 1 and when the samples corresponding to…

Statistics Theory · Mathematics 2022-01-20 Gilles Mordant

We study the distribution of the least singular value associated to an ensemble of sparse random matrices. Our motivating example is the ensemble of $N\times N$ matrices whose entries are chosen independently from a Bernoulli distribution…

Probability · Mathematics 2019-01-25 Ziliang Che , Patrick Lopatto

Let $A_m^{(1)},\ldots, A_m^{(k)}$ be $m\times m$ left-uppermost blocks of $k$ independent $n\times n$ Haar unitary matrices where $\frac{n}{m}\to \alpha$ as $m\to \infty$, with $1<\alpha<\infty$. Using free probability and Brown measure…

Probability · Mathematics 2018-07-20 Kartick Adhikari , Arup Bose

We study the asymptotic behavior of the appropriately scaled and possibly perturbed spectral measure $\mu$ of large random real symmetric matrices with heavy tailed entries. Specifically, consider the N by N symmetric matrix $Y_N^\sigma$…

Probability · Mathematics 2015-05-13 Serban Belinschi , Amir Dembo , Alice Guionnet

We consider random $n\times n$ matrices $X$ with independent and centered entries and a general variance profile. We show that the spectral radius of $X$ converges with very high probability to the square root of the spectral radius of the…

Probability · Mathematics 2022-09-29 Johannes Alt , Laszlo Erdos , Torben Krüger

Consider the geometric graph on $n$ independent uniform random points in a connected compact region $A$ of ${\bf R}^d, d \geq 2$, with $C^2$ boundary, or in the unit square, with distance parameter $r_n$. Let $K_n$ be the number of…

Probability · Mathematics 2026-04-09 Mathew D. Penrose , Xiaochuan Yang

Permanents of random matrices with independent and identically distributed (i.i.d.) entries have extensively studied in literature and convergence and concentration properties are known under varying assumptions on the distributions. In…

Probability · Mathematics 2021-12-13 Ghurumuruhan Ganesan

We study the rate of convergence of the empirical spectral distribution of products of independent non-Hermitian random matrices to the power of the Circular Law. The distance to the deterministic limit distribution will be measured in…

Probability · Mathematics 2021-04-12 Jonas Jalowy

We are concerned with the behavior of the eigenvalues of renormalized sample covariance matrices of the form C_n=\sqrt{\frac{n}{p}}\left(\frac{1}{n}A_{p}^{1/2}X_{n}B_{n}X_{n}^{*}A_{p}^{1/2}-\frac{1}{n}\tr(B_{n})A_{p}\right) as $p,n\to…

Statistics Theory · Mathematics 2013-11-19 Lili Wang , Debashis Paul

Suppose that $\{G_n\}$ is a sequence of finite graphs such that each $G_n$ is the tangency graph of a sphere packing in $\mathbb{R}^d$. Let $\rho_n$ be a uniformly random vertex of $G_n$ and suppose that $(G,\rho)$ is the distributional…

Metric Geometry · Mathematics 2018-02-13 James R. Lee

In this paper, we characterize the convergence of the (rescaled logarithmic) empirical spectral distribution of wavelet random matrices. We assume a moderately high-dimensional framework where the sample size $n$, the dimension $p(n)$ and,…

Probability · Mathematics 2024-01-08 Patrice Abry , Gustavo Didier , Oliver Orejola , Herwig Wendt

Let $A$ be a $n \times n$ symmetric matrix with $(A_{i,j})_{i\leq j} $, independent and identically distributed according to a subgaussian distribution. We show that $$\mathbb{P}(\sigma_{\min}(A) \leq \varepsilon/\sqrt{n}) \leq C…

Probability · Mathematics 2023-10-24 Marcelo Campos , Matthew Jenssen , Marcus Michelen , Julian Sahasrabudhe

The randomly oriented graph $G_{n,p}^{\sigma}$ is an Erd\H{o}s-R\'enyi random graph $G_{n,p}$ with a random orientation $\sigma$, which assigns to each edge a direction so that $G_{n,p}^{\sigma}$ becomes a directed graph. Denote by $S_n$…

Combinatorics · Mathematics 2018-09-05 Yilun Shang

We investigate the spectral fluctuation properties of constrained ensembles of random matrices (defined by the condition that a number N(Q) of matrix elements vanish identically; that condition is imposed in unitarily invariant form) in the…

Mathematical Physics · Physics 2009-11-13 Z. Pluhar , H. A. Weidenmueller

We explore the validity of the circular law for random matrices with non i.i.d. entries. Let A be a random n \times n real matrix having as a random vector in R^{n^2} a log-concave isotropic unconditional law. In particular, the entries are…

Probability · Mathematics 2015-07-07 Radosław Adamczak , Djalil Chafai

We obtain the limiting spectral distribution for large sample covariance matrices associated with random vectors having graph-dependent entries under the assumption that the interdependence among the entries grows with the sample size n.…

Probability · Mathematics 2021-05-21 Pavel Yaskov

Let $M$ be an $n\times n$ random matrix with entries in $\{0, 1\}$, where each row is independently and uniformly sampled from the set of all vectors in $\{0, 1\}^n$ containing exactly $d$ ones, with $d=pn$ for some fixed constant $p\in…

Probability · Mathematics 2026-04-15 Dongbin Li , Alexander E. Litvak , Tingzhou Yu
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