Related papers: Sparse random matrices: the eigenvalue spectrum re…
We compute the spectral density for ensembles of of sparse symmetric random matrices using replica, managing to circumvent difficulties that have been encountered in earlier approaches along the lines first suggested in a seminal paper by…
We develop a theoretical approach to compute the conditioned spectral density of $N \times N$ non-invariant random matrices in the limit $N \rightarrow \infty$. This large deviation observable, defined as the eigenvalue distribution…
The spectral density of various ensembles of sparse symmetric random matrices is analyzed using the cavity method. We consider two cases: matrices whose associated graphs are locally tree-like, and sparse covariance matrices. We derive a…
We examine the empirical distribution of the eigenvalues and the eigenvectors of adjacency matrices of sparse regular random graphs. We find that when the degree sequence of the graph slowly increases to infinity with the number of…
We prove the first eigenvalue repulsion bound for sparse random matrices. As a consequence, we show that these matrices have simple spectrum, improving the range of sparsity and error probability from the work of the second author and Vu.…
The eigendecomposition of the coupling matrix of large biological networks is central to the study of the dynamics of these networks. For neural networks, this matrix should reflect the topology of the network and conform with Dale's law…
We study numerically and analytically the spectrum of incidence matrices of random labeled graphs on N vertices : any pair of vertices is connected by an edge with probability p. We give two algorithms to compute the moments of the…
We take on a Random Matrix theory viewpoint to study the spectrum of certain reversible Markov chains in random environment. As the number of states tends to infinity, we consider the global behavior of the spectrum, and the local behavior…
For random matrices with tree-like structure there exists a recursive relation for the local Green functions whose solution permits to find directly many important quantities in the limit of infinite matrix dimensions. The purpose of this…
We derive the exact form of the eigenvalue spectra of correlation matrices derived from a set of time-shifted, finite Brownian random walks (time-series). These matrices can be seen as random, real, asymmetric matrices with a special…
Applying the replica method of statistical mechanics, we evaluate the eigenvalue density of the large random matrix (sample covariance matrix) of the form $J = A^{\rm T} A$, where $A$ is an $M \times N$ real sparse random matrix. The…
We review the problem of how to compute the spectral density of sparse symmetric random matrices, i.e. weighted adjacency matrices of undirected graphs. Starting from the Edwards-Jones formula, we illustrate the milestones of this line of…
Finding eigenvalue distributions for a number of sparse random matrix ensembles can be reduced to solving nonlinear integral equations of the Hammerstein type. While a systematic mathematical theory of such equations exists, it has not been…
Sparse non-Hermitian random matrices arise in the study of disordered physical systems with asymmetric local interactions, and have applications ranging from neural networks to ecosystem dynamics. The spectral characteristics of these…
Theoretical analysis of biological and artificial neural networks e.g. modelling of synaptic or weight matrices necessitate consideration of the generic real-asymmetric matrix ensembles, those with varying order of matrix elements e.g. a…
We discuss the limiting spectral density of real symmetric random matrices. Other than in standard random matrix theory the upper diagonal entries are not assumed to be independent, but we will fill them with the entries of a stochastic…
Patterned random matrices such as the reverse circulant, the symmetric circulant, the Toeplitz and the Hankel matrices and their almost sure limiting spectral distribution (LSD), have attracted much attention. Under the assumption that the…
Let $M_n$ be a class of symmetric sparse random matrices, with independent entries $M_{ij} = \delta_{ij} \xi_{ij}$ for $i \leq j$. $\delta_{ij}$ are i.i.d. Bernoulli random variables taking the value $1$ with probability $p \geq…
We study the statistical and dynamic properties of the systems characterized by an ultrametric space of states and translationary non-invariant symmetric transition matrices of the Parisi type subjected to "locally constant" randomization.…
Let a pure state \psi be chosen randomly in an NM-dimensional Hilbert space, and consider the reduced density matrix \rho of an N-dimensional subsystem. The bipartite entanglement properties of \psi are encoded in the spectrum of \rho. By…