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Related papers: New universal spectral correlators

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For general large non-Hermitian random matrices $X$ and deterministic normal deformations $A$, we prove that the local eigenvalue statistics of $A+X$ close to the critical edge points of its spectrum are universal. This concludes the proof…

Probability · Mathematics 2025-07-14 Giorgio Cipolloni , László Erdős , Hong Chang Ji

In this paper, we investigate the spectral properties of the adjacency and the Laplacian matrices of random graphs. We prove that: (i) the law of large numbers for the spectral norms and the largest eigenvalues of the adjacency and the…

Probability · Mathematics 2010-11-12 Xue Ding , Tiefeng Jiang

In this paper, we study the convergence of the spectral embeddings obtained from the leading eigenvectors of certain similarity matrices to their population counterparts. We opt to study this convergence in a uniform (instead of average)…

Statistics Theory · Mathematics 2023-04-26 Ruofei Zhao , Songkai Xue , Yuekai Sun

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

This paper considers several aspects of random matrix universality in deep neural networks. Motivated by recent experimental work, we use universal properties of random matrices related to local statistics to derive practical implications…

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

Recent work has shown that tight concentration of the entire spectrum of singular values of a deep network's input-output Jacobian around one at initialization can speed up learning by orders of magnitude. Therefore, to guide important…

Machine Learning · Statistics 2018-02-28 Jeffrey Pennington , Samuel S. Schoenholz , Surya Ganguli

Three recently suggested random matrix ensembles (RME) are linked together by an exact mapping and plausible conjections. Since it is known that in one of these ensembles the eigenvector statistics is multifractal, we argue that all three…

Condensed Matter · Physics 2009-10-30 V. E. Kravtsov , K. A. Muttalib

We study the distribution of particle number in extended subsystems of a one-dimensional non-interacting Fermi gas confined in a potential well at zero temperature. Universal features are identified in the scaled bulk and edge regions of…

Statistical Mechanics · Physics 2013-08-28 Viktor Eisler

We analyze the eigenvalues of the adjacency matrices of a wide variety of random trees. Using general, broadly applicable arguments based on the interlacing inequalities for the eigenvalues of a principal submatrix of a Hermitian matrix and…

Probability · Mathematics 2011-04-12 Shankar Bhamidi , Steven N. Evans , Arnab Sen

In this paper we study random matrix models where the matrices in question contain infinitely many spikes. Recent work has characterized the possible outliers in the spectrum of large deformed unitarily invariant models when the number of…

Probability · Mathematics 2019-04-03 Brady Thompson

We consider $n\times n$ non-Hermitian random matrices with independent entries and a variance profile, as well as an additive deterministic diagonal deformation. We show that their empirical eigenvalue distribution converges to a limiting…

Probability · Mathematics 2024-11-11 Johannes Alt , Torben Krüger

We study universality properties of the Weingarten hyper-cubic random surfaces. Since a long time ago the model with a local restriction forbidding surface self-bendings has been thought to be in a different universality class from the…

High Energy Physics - Theory · Physics 2009-10-30 S. Bilke , Z. Burda , B. Petersson

In a random unitary matrix model at large N, we study the properties of the expectation value of the character of the unitary matrix in the rank k symmetric tensor representation. We address the problem of whether the standard semiclassical…

High Energy Physics - Theory · Physics 2015-05-30 Joanna L. Karczmarek , Gordon W. Semenoff

We investigate the spectral distribution of random matrix ensembles with correlated entries. We consider symmetric matrices with real valued entries and stochastically independent diagonals. Along the diagonals the entries may be…

Probability · Mathematics 2015-03-13 Olga Friesen , Matthias Löwe

Linear regression is a classical paradigm in statistics. A new look at it is provided via the lens of universal learning. In applying universal learning to linear regression the hypotheses class represents the label $y\in {\cal R}$ as a…

Machine Learning · Computer Science 2019-11-11 Koby Bibas , Yaniv Fogel , Meir Feder

We calculate analytically the probability of large deviations from its mean of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we show that the…

Statistical Mechanics · Physics 2009-11-11 David S. Dean , Satya N. Majumdar

We propose a technique for calculating and understanding the eigenvalue distribution of sums of random matrices from the known distribution of the summands. The exact problem is formidably hard. One extreme approximation to the true density…

Quantum Physics · Physics 2017-10-27 Ramis Movassagh , Alan Edelman

We compute analytically the joint probability density of eigenvalues and the level spacing statistics for an ensemble of random matrices with interesting features. It is invariant under the standard symmetry groups (orthogonal and unitary)…

Statistical Mechanics · Physics 2015-07-21 Zdzisław Burda , Giacomo Livan , Pierpaolo Vivo

We propose a new class of universal amplitude ratios which involve the first terms of the short distance expansion of the correlators of a statistical model in the vicinity of a critical point. We will describe the critical system with a…

High Energy Physics - Theory · Physics 2009-12-10 M. Caselle , P. Grinza , R. Guida , N. Magnoli