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In this paper, we derive limit laws for the empirical spectral distributions of random band and block matrices with correlated entries. In the first part of the paper, we study band matrices with approximately uncorrelated entries. We…

Probability · Mathematics 2022-02-11 Riccardo Catalano , Michael Fleermann , Werner Kirsch

Let $M_n$ be a random matrix of size $n\times n$ and let $\lambda_1,...,\lambda_n$ be the eigenvalues of $M_n$. The empirical spectral distribution $\mu_{M_n}$ of $M_n$ is defined as $$\mu_{M_n}(s,t)=\frac{1}{n}# \{k\le n, \Re(\lambda_k)\le…

Combinatorics · Mathematics 2012-03-28 Hoi H. Nguyen , Van Vu

Given $n,m\in \mathbb{N}$, we study two classes of large random matrices of the form $$ \mathcal{L}_n =\sum_{\alpha=1}^m\xi_\alpha \mathbf{y}_\alpha \mathbf{y}_\alpha ^T\quad\text{and}\quad \mathcal{A}_n =\sum_{\alpha =1}^m\xi_\alpha…

Probability · Mathematics 2021-03-05 Alicja Dembczak-Kołodziejczyk , Anna Lytova

The limiting distribution of eigenvalues of N x N random matrices has many applications. One of the most studied ensembles are real symmetric matrices with independent entries iidrv; the limiting rescaled spectral measure (LRSM)…

Probability · Mathematics 2012-12-27 Olivia Beckwith , Victor Luo , Steven J. Miller , Karen Shen , Nicholas Triantafillou

We compute the full probability distribution of the spectral form factor in the self-dual kicked Ising model by providing an exact lower bound for each moment and verifying numerically that the latter is saturated. We show that at large…

Chaotic Dynamics · Physics 2021-01-04 Ana Flack , Bruno Bertini , Tomaz Prosen

For a class of sparse random matrices of the form $A_n =(\xi_{i,j}\delta_{i,j})_{i,j=1}^n$, where $\{\xi_{i,j}\}$ are i.i.d.~centered sub-Gaussian random variables of unit variance, and $\{\delta_{i,j}\}$ are i.i.d.~Bernoulli random…

Probability · Mathematics 2018-06-13 Anirban Basak , Mark Rudelson

Given an $n \times n$ complex matrix $A$, let $$\mu_{A}(x,y):= \frac{1}{n} |\{1\le i \le n, \Re \lambda_i \le x, \Im \lambda_i \le y\}|$$ be the empirical spectral distribution (ESD) of its eigenvalues $\lambda_i \in \BBC, i=1, ... n$. We…

Probability · Mathematics 2009-04-24 Terence Tao , Van Vu , Manjunath Krishnapur

In this paper we provide a general framework for estimating symmetric properties of distributions from i.i.d. samples. For a broad class of symmetric properties we identify the easy region where empirical estimation works and the difficult…

Data Structures and Algorithms · Computer Science 2020-03-03 Moses Charikar , Kirankumar Shiragur , Aaron Sidford

Random planar graphs have been the subject of much recent work. Many basic properties of the standard uniform random planar graph P_{n}, by which we mean a graph chosen uniformly at random from the set of all planar graphs with vertex set…

Combinatorics · Mathematics 2013-07-23 Chris Dowden

We present a Gaussian ensemble of random cyclic matrices on the real field and study their spectral fluctuations. These cyclic matrices are shown to be pseudo-symmetric with respect to generalized parity. We calculate the joint probability…

Mathematical Physics · Physics 2013-02-13 Sudhir R. Jain , Shashi C. L. Srivastava

Topological study of existing random simplicial complexes is non-trivial and has led to several seminal works. However, the applicability of such studies is limited since the randomness there is usually governed by a single parameter. With…

Probability · Mathematics 2021-02-05 Takashi Owada , Gennady Samorodnitsky , Gugan Thoppe

Let $A_n$ be an $n\times n$ random symmetric matrix with $(A_{ij})_{i< j}$ i.i.d. mean $0$, variance 1, following a subGaussian distribution and diagonal elements i.i.d. following a subGaussian distribution with a fixed variance. We…

Probability · Mathematics 2024-05-15 Yi Han

We equip the polytope of $n\times n$ Markov matrices with the normalized trace of the Lebesgue measure of $\mathbb{R}^{n^2}$. This probability space provides random Markov matrices, with i.i.d. rows following the Dirichlet distribution of…

Probability · Mathematics 2010-06-16 Djalil Chafai

This paper is about models for a vector of probabilities whose elements must have a multiplicative structure and sum to 1 at the same time; in certain applications, as basket analysis, these models may be seen as a constrained version of…

Statistics Theory · Mathematics 2018-04-17 Antonio Forcina

Limiting distributions are derived for the sparse connected components that are present when a random graph on $n$ vertices has approximately $\half n$ edges. In particular, we show that such a graph consists entirely of trees, unicyclic…

Probability · Mathematics 2008-02-03 Svante Janson , Donald E. Knuth , Tomasz Łuczak , Boris Pittel

Simplicial complexes are gaining increasing scientific attention as they are generalized network structures that can represent the many-body interactions existing in complex systems raging from the brain to high-order social networks.…

Disordered Systems and Neural Networks · Physics 2020-07-15 Hanlin Sun , Robert M. Ziff , Ginestra Bianconi

We consider classes of pseudo-random graphs on $n$ vertices for which the degree of every vertex and the co-degree between every pair of vertices are in the intervals $(np - Cn^\delta,np+Cn^\delta)$ and $(np^2- C n^\delta, np^2 +C…

Probability · Mathematics 2016-10-13 Anirban Basak , Shankar Bhamidi , Suman Chakraborty , Andrew Nobel

Consider the empirical spectral distribution of complex random $n\times n$ matrix whose entries are independent and identically distributed random variables with mean zero and variance $1/n$. In this paper, via applying potential theory in…

Probability · Mathematics 2007-06-13 Guangming Pan , Wang Zhou

Recently we considered a class of random matrices obtained by choosing distinct codewords at random from linear codes over finite fields and proved that under some natural algebraic conditions their empirical spectral distribution converges…

Probability · Mathematics 2020-03-10 Chin Hei Chan , Maosheng Xiong

Let $P_n^1,\dots, P_n^d$ be $n\times n$ permutation matrices drawn independently and uniformly at random, and set $S_n^d:=\sum_{\ell=1}^d P_n^\ell$. We show that if $\log^{12}n/(\log \log n)^{4} \le d=O(n)$, then the empirical spectral…

Probability · Mathematics 2018-04-05 Anirban Basak , Nicholas Cook , Ofer Zeitouni