English
Related papers

Related papers: Eigenvalue degeneracy in sparse random matrices

200 papers

We consider spectral properties of sparse sample covariance matrices, which includes biadjacency matrices of the bipartite Erd\H{o}s-R\'enyi graph model. We prove a local law for the eigenvalue density up to the upper spectral edge. Under a…

Probability · Mathematics 2018-08-06 Jong Yun Hwang , Ji Oon Lee , Kevin Schnelli

We consider the joint distribution of real and imaginary parts of eigenvalues of random matrices with independent entries with mean zero and unit variance. We prove the convergence of this distribution to the uniform distribution on the…

Probability · Mathematics 2010-10-19 Friedrich Götze , Alexander Tikhomirov

Very sparse random graphs are known to typically be singular (i.e., have singular adjacency matrix), due to the presence of "low-degree dependencies'' such as isolated vertices and pairs of degree-1 vertices with the same neighbourhood. We…

Probability · Mathematics 2024-03-27 Asaf Ferber , Matthew Kwan , Ashwin Sah , Mehtaab Sawhney

We study the distribution of singular values of product of random matrices pertinent to the analysis of deep neural networks. The matrices resemble the product of the sample covariance matrices, however, an important difference is that the…

Mathematical Physics · Physics 2022-07-05 L. Pastur , V. Slavin

We prove that an n by n random matrix G with independent entries is completely delocalized. Suppose the entries of G have zero means, variances uniformly bounded below, and a uniform tail decay of exponential type. Then with high…

Probability · Mathematics 2015-11-04 Mark Rudelson , Roman Vershynin

For a fixed $n\ge2$, consider an $n\times n$ matrix $M$ whose entries are random integers bounded by $k$ in absolute value. In this paper, we examine the probability that $M$ is singular (hence has eigenvalue 0), and the probability that…

Number Theory · Mathematics 2007-12-20 Greg Martin , Erick B. Wong

The exponential family of random graphs has been a topic of continued research interest. Despite the relative simplicity, these models capture a variety of interesting features displayed by large-scale networks and allow us to better…

Statistical Mechanics · Physics 2016-06-10 Mei Yin

We investigate the rank of random (symmetric) sparse matrices. Our main finding is that with high probability, any dependency that occurs in such a matrix is formed by a set of few rows that contains an overwhelming number of zeros. This…

Probability · Mathematics 2007-11-20 Kevin P. Costello , Van Vu

We apply the operation of random independent thinning on the eigenvalues of $n\times n$ Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenvalues, and we study the statistics of the eigenvalues of…

Mathematical Physics · Physics 2017-08-14 Christophe Charlier , Tom Claeys

We study the convergence properties of a pair of learning algorithms (learning with and without memory). This leads us to study the dominant eigenvalue of a class of random matrices. This turns out to be related to the roots of the…

Probability · Mathematics 2007-05-23 Natalia Komarova , Igor Rivin

We analyze a random projection method for adjacency matrices, studying its utility in representing sparse graphs. We show that these random projections retain the functionality of their underlying adjacency matrices while having extra…

Data Structures and Algorithms · Computer Science 2023-09-06 Frank Qiu

We revisit the probabilistic construction of sparse random matrices where each column has a fixed number of nonzeros whose row indices are drawn uniformly at random with replacement. These matrices have a one-to-one correspondence with the…

Information Theory · Computer Science 2013-07-16 Bubacarr Bah , Jared Tanner

We discuss probabilistic models of random covariance structures defined by distributions over sparse eigenmatrices. The decomposition of orthogonal matrices in terms of Givens rotations defines a natural, interpretable framework for…

Methodology · Statistics 2022-06-07 Andrew J. Cron , Mike West

We use classical results from harmonic analysis on matrix spaces to investigate the relation between the joint density of the singular values and of the eigenvalues of complex random matrices which are bi-unitarily invariant (also known as…

Classical Analysis and ODEs · Mathematics 2017-03-22 Mario Kieburg , Holger Kösters

The spectral moments of ensembles of sparse random block matrices are analytically evaluated in the limit of large order. The structure of the sparse matrix corresponds to the Erd\"os-Renyi random graph. The blocks are i.i.d. random…

Mathematical Physics · Physics 2022-04-13 Giovanni M. Cicuta , Mario Pernici

This paper establishes a new comparison principle for the minimum eigenvalue of a sum of independent random positive-semidefinite matrices. The principle states that the minimum eigenvalue of the matrix sum is controlled by the minimum…

Probability · Mathematics 2025-01-29 Joel A. Tropp

We study planar graphs with large negative curvature outside of a finite set and the spectral theory of Schr{\"o}dinger operators on these graphs. We obtain estimates on the first and second order term of the eigenvalue asymptotics.…

Combinatorics · Mathematics 2021-04-09 Michel Bonnefont , Sylvain Golenia , Matthias Keller

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…

Probability · Mathematics 2016-01-20 Jiaoyang Huang , Benjamin Landon , Horng-Tzer Yau

Let $M_n = (\xi_{ij})_{1 \leq i,j \leq n}$ be a real symmetric random matrix in which the upper-triangular entries $\xi_{ij}, i<j$ and diagonal entries $\xi_{ii}$ are independent. We show that with probability tending to 1, $M_n$ has no…

Probability · Mathematics 2014-12-04 Terence Tao , Van Vu

Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…

Statistical Mechanics · Physics 2013-05-29 Carsten Timm
‹ Prev 1 3 4 5 6 7 10 Next ›