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We consider the ensemble of $N\times N$ ($N\gg 1$) symmetric random matrices with the bimodal independent distribution of matrix elements: each element could be either "1" with the probability $p$, or "0" otherwise. We pay attention to the…

Statistical Mechanics · Physics 2014-09-29 S. K. Nechaev

We present an analytic method for calculating spectral densities of empirical covariance matrices for correlated data. In this approach the data is represented as a rectangular random matrix whose columns correspond to sampled states of the…

Data Analysis, Statistics and Probability · Physics 2010-01-15 Zdzislaw Burda , Andrzej Goerlich , Bartlomiej Waclaw

We investigate the eigenvalue density in ensembles of large sparse Bernoulli random matrices. We demonstrate that the fraction of linear subgraphs just below the percolation threshold is about 95\% of all finite subgraphs, and the…

Disordered Systems and Neural Networks · Physics 2016-01-20 V. Avetisov , P. L. Krapivsky , S. Nechaev

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

Let $A$ be an $n\times n$ matrix with iid entries where $A_{ij} \sim \mathrm{Ber}(p)$ is a Bernoulli random variable with parameter $p = d/n$. We show that the empirical measure of the eigenvalues converges, in probability, to a…

Probability · Mathematics 2025-07-02 Ashwin Sah , Julian Sahasrabudhe , Mehtaab Sawhney

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. These matrices have a one-to-one correspondence with the adjacency…

Information Theory · Computer Science 2013-07-25 Bubacarr Bah , Jared Tanner

We study spectral densities for systems on lattices, which, at a phase transition display, power-law spatial correlations. Constructing the spatial correlation matrix we prove that its eigenvalue density shows a power law that can be…

Mathematical Physics · Physics 2014-11-24 Vinayak , T. Prosen , B. Buca , T. H. Seligman

When a randomness is introduced at the level of real matrix elements, depending on its particular realization, a pair of eigenvalues can appear as real or form a complex conjugate pair. We show that in the limit of large matrix size the…

Mathematical Physics · Physics 2022-01-12 Wojciech Tarnowski

The spectral densities of ensembles of non-Hermitian sparse random matrices are analysed using the cavity method. We present a set of equations from which the spectral density of a given ensemble can be efficiently and exactly calculated.…

Disordered Systems and Neural Networks · Physics 2009-11-13 Tim Rogers , Isaac Perez Castillo

What is the connection of random matrices with integrable systems? Is this connection really useful? Introducing apprpriate times in the distribution of the ensemble of matrices, one shows that the corresponding distribution of the…

solv-int · Physics 2008-02-03 Pierre van Moerbeke

In an era of unprecedented deluge of (mostly unstructured) data, graphs are proving more and more useful, across the sciences, as a flexible abstraction to capture complex relationships between complex objects. One of the main challenges…

Disordered Systems and Neural Networks · Physics 2016-10-17 Alaa Saade

We analyze the spectral distribution of symmetric random matrices with correlated entries. While we assume that the diagonals of these random matrices are stochastically independent, the elements of the diagonals are taken to be correlated.…

Probability · Mathematics 2012-05-31 Olga Friesen , Matthias Löwe

This note gives a simple analysis of a randomized approximation scheme for matrix multiplication proposed by Sarlos (2006) based on a random rotation followed by uniform column sampling. The result follows from a matrix version of…

Data Structures and Algorithms · Computer Science 2012-11-26 Daniel Hsu , Sham M. Kakade , Tong Zhang

Random matrix theory allows for the deduction of stability criteria for complex systems using only a summary knowledge of the statistics of the interactions between components. As such, results like the well-known elliptical law are…

Disordered Systems and Neural Networks · Physics 2023-11-06 Lyle Poley , Tobias Galla , Joseph W. Baron

This paper is a variation on the uniform spanning tree theme. We use random spanning forests to solve the following problem: for a Markov process on a finite set of size $n$, find a probability law on the subsets of any given size $m \leq…

Probability · Mathematics 2016-02-01 Luca Avena , Alexandre Gaudillière

We present an application of autoregressive neural networks to Monte Carlo simulations of quantum spin chains using the correspondence with classical two-dimensional spin systems. We use a hierarchy of neural networks capable of estimating…

Quantum Physics · Physics 2026-05-19 Piotr Białas , Piotr Korcyl , Tomasz Stebel , Dawid Zapolski

We determine the rank of a random matrix over an arbitrary field with prescribed numbers of non-zero entries in each row and column. As an application we obtain a formula for the rate of low-density parity check codes. This formula…

Combinatorics · Mathematics 2024-06-21 Amin Coja-Oghlan , Alperen A. Ergür , Pu Gao , Samuel Hetterich , Maurice Rolvien

We study the spectral properties of a class of random matrices where the matrix elements depend exponentially on the distance between uniformly and randomly distributed points. This model arises naturally in various physical contexts, such…

Disordered Systems and Neural Networks · Physics 2015-05-18 Ariel Amir , Yuval Oreg , Yoseph Imry

We study various methods to generate ensembles of random density matrices of a fixed size N, obtained by partial trace of pure states on composite systems. Structured ensembles of random pure states, invariant with respect to local unitary…

Quantum Physics · Physics 2019-02-27 Karol Zyczkowski , Karol A. Penson , Ion Nechita , Benoit Collins

We derive the mean eigenvalue density for symmetric Gaussian random N x N matrices in the limit of large N, with a constraint implying that the row sum of matrix elements should vanish. The result is shown to be equivalent to a result found…

Disordered Systems and Neural Networks · Physics 2009-11-10 J. Staering , B. Mehlig , Yan V. Fyodorov , J. M. Luck