Related papers: Two-band random matrices
Exact eigenvalue correlation functions are computed for large $N$ hermitian one-matrix models with eigenvalues distributed in two symmetric cuts. An asymptotic form for orthogonal polynomials for arbitrary polynomial potentials that support…
In this paper we consider random block matrices, which generalize the general beta ensembles, which were recently investigated by Dumitriu and Edelmann (2002, 2005). We demonstrate that the eigenvalues of these random matrices can be…
Spectral properties of random matrices play an important role in statistics, machine learning, communications, and many other areas. Engaging results regarding the convergence of the empirical spectral distribution (ESD) and the…
We study the spectra and eigenvectors of the adjacency matrices of scale-free networks when bi-directional interaction is allowed, so that the adjacency matrix is real and symmetric. The spectral density shows an exponential decay around…
We study the Gaussian hermitian random matrix ensemble with an external matrix which has an arbitrary number of eigenvalues with arbitrary multiplicity. We compute the limiting eigenvalues correlations when the size of the matrix goes to…
It was shown roughly thirty years ago that the density correlations of eigenvalues of large random matrices display a universal form, independent of most of the details of the distribution of the random matrix itself. We show that when the…
We investigate spectral properties of quantum graphs in the form of a periodic chain of rings with a connecting link between each adjacent pair, assuming that wave functions at the vertices are matched through conditions manifestly…
We study the spectral properties of certain non-self-adjoint matrices associated with large directed graphs. Asymptotically the eigenvalues converge to certain curves, apart from a finite number that have limits not on these curves.
We consider the convergence of the ESD for non-Hermitian random band matrices with independent entries to the circular law, which is the uniform measure on the unit disk in the center of the complex plane. We assume that the bandwidth of…
We discuss the constraints imposed on the nonlinear evolution of the Large Scale Structure (LSS) of the universe by galilean invariance, the symmetry relevant on subhorizon scales. Using Ward identities associated to the invariance, we…
This paper focuses on large neural networks whose synaptic connectivity matrices are randomly chosen from certain random matrix ensembles. The dynamics of these networks can be characterized by the eigenvalue spectra of their connectivity…
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…
For time-reversal invariant graphs we prove the Bohigas-Giannoni-Schmit conjecture in its most general form: For graphs that are mixing in the classical limit, all spectral correlation functions coincide with those of the Gaussian…
This paper studies the asymptotic behavior of eigenvalues of random abelian G-circulant matrices, that is, matrices whose structure is related to a finite abelian group G in a way that naturally generalizes the relationship between…
We consider global fluctuations of the spectrum of the GUE. Using results on the linear statistics of such matrices as well as variance bounds on the eigenvalues, we show that under a suitable scaling, global fluctuations of the spectrum…
Consider a square random matrix with independent and identically distributed entries of mean zero and unit variance. We show that as the dimension tends to infinity, the spectral radius is equivalent to the square root of the dimension in…
We study universal traits which emerge both in real-world complex datasets, as well as in artificially generated ones. Our approach is to analogize data to a physical system and employ tools from statistical physics and Random Matrix Theory…
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…
We consider the ensemble of adjacency matrices of Erd{\H o}s-R\'enyi random graphs, i.e.\ graphs on $N$ vertices where every edge is chosen independently and with probability $p \equiv p(N)$. We rescale the matrix so that its bulk…
We prove a local law in the bulk of the spectrum for random Gram matrices $XX^*$, a generalization of sample covariance matrices, where $X$ is a large matrix with independent, centered entries with arbitrary variances. The limiting…