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The goal of these expository notes is to give an introduction to random matrices for non-specialist of this topic focusing on the link between random matrices and systems of particles in interaction. We first recall some general results…

Analysis of PDEs · Mathematics 2026-02-09 Valentin Pesce

We study the joint probability density of the eigenvalues of a product of rectangular real, complex or quaternion random matrices in a unified way. The random matrices are distributed according to arbitrary probability densities, whose only…

Mathematical Physics · Physics 2014-03-17 J. R. Ipsen , M. Kieburg

The ensemble of random Markov matrices is introduced as a set of Markov or stochastic matrices with the maximal Shannon entropy. The statistical properties of the stationary distribution pi, the average entropy growth rate $h$ and the…

Statistics Theory · Mathematics 2015-05-13 Martin Horvat

Via the process of isospectral graph reduction the adjacency matrix of a graph can be reduced to a smaller matrix while its spectrum is preserved up to some known set. It is then possible to estimate the spectrum of the original matrix by…

Spectral Theory · Mathematics 2015-03-13 L. A. Bunimovich , B. Z. Webb

In this paper, we introduce the degenerate zero-truncated Poisson random variables whose probability mass functions are a natural extension of the zero-truncated Poisson distributions, and investigate various properties of those random…

Probability · Mathematics 2019-12-02 Taekyun Kim , Dae San Kim

We consider an inhomogeneous Erd\H{o}s-R\'enyi random graph $G_N$ with vertex set $[N] = \{1,\dots,N\}$ for which the pair of vertices $i,j \in [N]$, $i\neq j$, is connected by an edge with probability $r(\tfrac{i}{N},\tfrac{j}{N})$,…

Probability · Mathematics 2020-08-20 Arijit Chakrabarty , Rajat Subhra Hazra , Frank den Hollander , Matteo Sfragara

A methodology to analyze the properties of the first (largest) eigenvalue and its eigenvector is developed for large symmetric random sparse matrices utilizing the cavity method of statistical mechanics. Under a tree approximation, which is…

Optimization and Control · Mathematics 2015-05-18 Yoshiyuki Kabashima , Hisanao Takahashi , Osamu Watanabe

Basing on our recent results on the $1/n$-expansion in unitary invariant random matrix ensembles, known as matrix models, we prove that the local eigenvalue statistic, arising in a certain neighborhood of the edges of the support of the…

Mathematical Physics · Physics 2007-05-23 L. Pastur , M. Shcherbina

In this paper, we present several density-type theorems which show how to find a copy of a sparse bipartite graph in a graph of positive density. Our results imply several new bounds for classical problems in graph Ramsey theory and improve…

Combinatorics · Mathematics 2007-11-12 Jacob Fox , Benny Sudakov

In applications of linear algebra including nuclear physics and structural dynamics, there is a need to deal with uncertainty in the matrices. We focus on matrices that depend on a set of parameters $\omega$ and we are interested in the…

Numerical Analysis · Mathematics 2019-04-23 Koen Ruymbeek , Karl Meerbergen , Wim Michiels

We study random walks on Erd\"os-R\'enyi random graphs in which, every time the random walk returns to the starting point, first an edge probability is independently sampled according to a priori measure $\mu$, and then an Erd\"os-R\'enyi…

Probability · Mathematics 2025-02-06 Giulio Iacobelli , Guilherme Ost , Daniel Y. Takahashi

The eigenvalues and eigenvectors of nonnormal matrices can be unstable under perturbations of their entries. This renders an obstacle to the analysis of numerical algorithms for non-Hermitian eigenvalue problems. A recent technique to…

Probability · Mathematics 2026-04-14 Rikhav Shah , Nikhil Srivastava , Edward Zeng

Let S and T be vectors of positive integers with the same sum. We study the uniform distribution on the space of simple bipartite graphs with degree sequence S in one part and T in the other; equivalently, binary matrices with row sums S…

Combinatorics · Mathematics 2009-05-01 Catherine Greenhill , Brendan D. McKay

Random hypergraphs extend the classical notion of random graphs by allowing hyperedges to join more than two vertices, making them well-suited for modeling higher-order interactions in complex systems. Despite their broad applicability,…

Probability · Mathematics 2026-04-08 Yanna J. Kraakman , Clara Stegehuis

We introduce a new ensemble of random bipartite graphs, which we term the `smearing ensemble', where each left node is connected to some number of consecutive right nodes. Such graphs arise naturally in the recovery of sparse wavelet…

Information Theory · Computer Science 2017-05-09 Kabir Chandrasekher , Orhan Ocal , Kannan Ramchandran

We discuss an application of the random matrix theory in the context of estimating the bipartite entanglement of a quantum system. We discuss how the Wishart ensemble (the earliest studied random matrix ensemble) appears in this quantum…

Statistical Mechanics · Physics 2010-05-26 Satya N. Majumdar

The problem of aligning Erd\"os-R\'enyi random graphs is a noisy, average-case version of the graph isomorphism problem, in which a pair of correlated random graphs is observed through a random permutation of their vertices. We study a…

Information Theory · Computer Science 2022-06-10 Giovanni Piccioli , Guilhem Semerjian , Gabriele Sicuro , Lenka Zdeborová

Real eigenvalues of pseudo-Hermitian matrices, such as real matrices and $\mathcal{PT-}$symmetric matrices, frequently split into complex conjugate pairs. This is accompanied by the breaking of certain symmetries of the eigenvectors and,…

Quantum Physics · Physics 2023-04-20 Abhijeet Melkani

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

Classical results in sparse recovery guarantee the exact reconstruction of $s$-sparse signals under assumptions on the dictionary that are either too strong or NP-hard to check. Moreover, such results may be pessimistic in practice since…

Information Theory · Computer Science 2019-04-04 Mengnan Zhao , M. Devrim Kaba , René Vidal , Daniel P. Robinson , Enrique Mallada
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