Related papers: Quantitative Tracy-Widom laws for sparse random ma…
We study adjacency and Laplacian matrices of Erd\H{o}s-R\'{e}nyi $r$-uniform hypergraphs on $n$ vertices with hyperedge inclusion probability $p$, in the setting where $r$ can vary with $n$ such that $r / n \to c \in [0, 1)$. Adjacency…
We extend our recent result [Cipolloni, Erd\H{o}s, Schr\"oder 2019] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices $X$ with independent, identically distributed complex entries to the real…
We investigate the statistics of the largest eigenvalue, $\lambda_{\rm max}$, in an ensemble of $N\times N$ large ($N\gg 1$) sparse adjacency matrices, $A_N$. The most attention is paid to the distribution and typical fluctuations of…
We study the asymptotic distributions of the spiked eigenvalues and the largest nonspiked eigenvalue of the sample covariance matrix under a general covariance matrix model with divergent spiked eigenvalues, while the other eigenvalues are…
In this paper, we investigate the spectral properties of the adjacency and the Laplacian matrices of random graphs. We prove that: (i) the law of large numbers for the spectral norms and the largest eigenvalues of the adjacency and the…
We investigate the marginal distribution of the bottom eigenvalues of the stochastic Airy operator when the inverse temperature $\beta$ tends to $0$. We prove that the minimal eigenvalue, whose fluctuations are governed by the Tracy-Widom…
McKay proved that the limiting spectral measures of the ensembles of $d$-regular graphs with $N$ vertices converge to Kesten's measure as $N\to\infty$. In this paper we explore the case of weighted graphs. More precisely, given a large…
Random spatial networks-that is, graphs whose connectivity is governed by geometric proximity-have emerged as fundamental models for systems constrained by an underlying spatial structure. A prototypical example is the random geometric…
We study random normal matrix models whose eigenvalues tend to be distributed within a narrow "band" around the unit circle of width proportional to $\frac1n$, where $n$ is the size of matrices. For general radially symmetric potentials…
Using loop equations, we compute the large deviation function of the maximum eigenvalue to the right of the spectrum in the Gaussian beta matrix ensembles, to all orders in 1/N. We then give a physical derivation of the all order asymptotic…
We prove a central limit theorem for the difference of linear eigenvalue statistics of a sample covariance matrix $\widetilde{W}$ and its minor $W$. We find that the fluctuation of this difference is much smaller than those of the…
We develop a formalism to compute the statistics of the second largest eigenpair of weighted sparse graphs with $N\gg 1$ nodes, finite mean connectivity and bounded maximal degree, in cases where the top eigenpair statistics is known. The…
The Walsh-quantized baker's maps are models for quantum chaos on the torus. We show that for all baker's map scaling factors $D\ge2$ except for $D=4$, typically (in the sense of Haar measure on the eigenspaces, which are degenerate) the…
Let $\Xi$ be the adjacency matrix of an Erd\H{o}s-R\'enyi graph on $n$ vertices and with parameter $p$ and consider $A$ a $n\times n$ centered random symmetric matrix with bounded i.i.d. entries above the diagonal. When the mean degree $np$…
Consider d uniformly random permutation matrices on n labels. Consider the sum of these matrices along with their transposes. The total can be interpreted as the adjacency matrix of a random regular graph of degree 2d on n vertices. We…
We consider random $d$-regular graphs on $N$ vertices, with degree $d$ at least $(\log N)^4$. We prove that the Green's function of the adjacency matrix and the Stieltjes transform of its empirical spectral measure are well approximated by…
We numerically study the extreme-value statistics of the Schmidt eigenvalues of reduced density matrices obtained from the ergodic eigenstates. We start by exploring the extreme value statistics of the ultrametric random matrices and then…
We study the near-critical behavior of the sparse Erd\H{o}s-R\'enyi random graph $\mathcal{G}(n,p)$ on $n\gg1$ vertices, where the connection probability $p$ satisfies $np = 1+\theta(b_n^2/n)^{1/3}$, with $n^{3/10}\ll {b_n}\ll n^{1/2}$, and…
We prove nonasymptotic matrix concentration inequalities for the spectral norm of (sub)gaussian random matrices with centered independent entries that capture fluctuations at the Tracy-Widom scale. This considerably improves previous bounds…
We consider the adjacency matrix of the ensemble of Erd\H{o}s-R\'enyi random graphs which consists of graphs on $N$ vertices in which each edge occurs independently with probability $p$. We prove that in the regime $pN \gg 1$ these matrices…