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Related papers: Random matrix analysis of complex networks

200 papers

The possibility to identify the nature (e.g. random or scale free) of complex networks while performing respective random walks is investigated with respect to autonomous agents based on Bayesian decision theory and humans navigating…

Computational Physics · Physics 2007-05-23 Filipi Nascimento Silva , Luciano da Fontoura Costa

Various approaches and measures from network analysis have been applied to granular and particulate networks to gain insights into their structural, transport, failure-propagation and other systems-level properties. In this article, we…

Soft Condensed Matter · Physics 2019-11-06 Silvia Nauer , Lucas Böttcher , Mason A. Porter

We discuss a random matrix model of systems with an approximate symmetry and present the spectral fluctuation statistics and eigenvector characteristics for the model. An acoustic resonator like, e.g., an aluminium plate may have an…

Condensed Matter · Physics 2007-05-23 A. Andersen , C. Ellegaard , A. D. Jackson , K. Schaadt

We propose a generalization of the random matrix theory following the basic prescription of the recently suggested concept of superstatistics. Spectral characteristics of systems with mixed regular-chaotic dynamics are expressed as weighted…

Statistical Mechanics · Physics 2007-05-23 A. Y. Abul-Magd

The extreme eigenvalues of connectivity matrices govern the influence of the network structure on a number of network dynamical processes. A fundamental open question is whether the eigenvalues of large networks are well represented by…

Statistical Mechanics · Physics 2011-11-09 Dong-Hee Kim , Adilson E. Motter

We analyze cross-correlations between price fluctuations of different stocks using methods of random matrix theory (RMT). Using two large databases, we calculate cross-correlation matrices C of returns constructed from (i) 30-min returns of…

Statistical Mechanics · Physics 2009-11-07 V. Plerou , P. Gopikrishnan , B. Rosenow , L. A. N. Amaral , T. Guhr , H. E. Stanley

Several spectral fluctuation measures of random matrix theory (RMT) have been applied in the study of spectral properties of networks. However, the calculation of those statistics requires performing an unfolding procedure, which may not be…

Disordered Systems and Neural Networks · Physics 2019-11-14 G. Torres-Vargas , R. Fossion , J. A. Méndez-Bermúdez

We examine the adjacency matrices of three-regular graphs representing one-face maps. Numerical studies reveal that the limiting eigenvalue statistics of these matrices are the same as those of much larger, and more widely studied classes…

Spectral Theory · Mathematics 2009-08-24 E. M. McNicholas

Many real networks such as the World Wide Web, financial, biological, citation and social networks have a power-law degree distribution. Networks with this feature are also called scale-free. Several models for producing scale-free networks…

Social and Information Networks · Computer Science 2016-12-23 Akmal Artikov , Aleksandr Dorodnykh , Yana Kashinskaya , Egor Samosvat

We perform an extensive numerical analysis of $\beta$-skeleton graphs, a particular type of proximity graphs. In a $\beta$-skeleton graph (BSG) two vertices are connected if a proximity rule, that depends of the parameter…

Physics and Society · Physics 2019-12-25 L. Alonso , J. A. Méndez-Bermúdez , Ernesto Estrada

We analyze the spectral properties of large, time-lagged correlation matrices using the tools of random matrix theory. We compare predictions of the one-dimensional spectra, based on approaches already proposed in the literature. Employing…

Mathematical Physics · Physics 2017-07-03 Maciej A. Nowak , Wojciech Tarnowski

In this paper, we apply tools from the random matrix theory (RMT) to estimates of correlations across volatility of various assets in the S&P 500. The volatility inputs are estimated by modeling price fluctuations as GARCH(1,1) process. The…

Statistical Finance · Quantitative Finance 2013-10-08 Ajay Singh , Dinghai Xu

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…

Probability · Mathematics 2012-10-15 Ioana Dumitriu , Soumik Pal

Random Matrix Theory (RMT) has successfully modeled diverse systems, from energy levels of heavy nuclei to zeros of $L$-functions. Many statistics in one can be interpreted in terms of quantities of the other; for example, zeros of…

We investigate random density matrices obtained by partial tracing larger random pure states. We show that there is a strong connection between these random density matrices and the Wishart ensemble of random matrix theory. We provide…

Quantum Physics · Physics 2009-05-14 Ion Nechita

Large-scale multi-layer networks with large numbers of nodes, edges, and layers arise across various domains, which poses a great computational challenge for the downstream analysis. In this paper, we develop an efficient randomized…

Computation · Statistics 2025-01-10 Wenqing Su , Xiao Guo , Xiangyu Chang , Ying Yang

In this paper, we present a simple model of scale-free networks that incorporates both preferential & random attachment and anti-preferential & random deletion at each time step. We derive the degree distribution analytically and show that…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Dinghua Shi , Xiang Zhu , Liming Liu

Determining the effect of structural perturbations on the eigenvalue spectra of networks is an important problem because the spectra characterize not only their topological structures, but also their dynamical behavior, such as…

Disordered Systems and Neural Networks · Physics 2010-05-04 Attilio Milanese , Jie Sun , Takashi Nishikawa

Understanding the structural complexity and predictability of complex networks is a central challenge in network science. Although recent studies have revealed a relationship between compression-based entropy and link prediction…

Social and Information Networks · Computer Science 2025-10-14 Sebastián Brzovic , Cristóbal Rojas , Andrés Abeliuk

Many real-world complex systems have small-world topology characterized by the high clustering of nodes and short path lengths.It is well-known that higher clustering drives localization while shorter path length supports delocalization of…

Disordered Systems and Neural Networks · Physics 2021-02-24 Ankit Mishra , Jayendra N. Bandyopadhyay , Sarika Jalan