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In this paper we study the concentration properties for the eigenvalues of kernel matrices, which are central objects in a wide range of kernel methods and, more recently, in network analysis. We present a set of concentration inequalities…

Machine Learning · Statistics 2020-10-27 Ernesto Araya Valdivia

We study complex networks under random matrix theory (RMT) framework. Using nearest-neighbor and next-nearest-neighbor spacing distributions we analyze the eigenvalues of adjacency matrix of various model networks, namely, random,…

Statistical Mechanics · Physics 2009-11-13 Sarika Jalan , Jayendra N. Bandyopadhyay

We introduce a method for describing eigenvalue distributions of correlation matrices from multidimensional time series. Using our newly developed matrix H theory, we improve the description of eigenvalue spectra for empirical correlation…

Statistical Finance · Quantitative Finance 2025-12-01 Luan M. T. de Moraes , Antônio M. S. Macêdo , Giovani L. Vasconcelos , Raydonal Ospina

We consider generalized one-matrix models in which external fields allow control over the coordination numbers on both the original and dual lattices. We rederive in a simple fashion a character expansion formula for these models originally…

High Energy Physics - Theory · Physics 2016-09-06 Vladimir A. Kazakov , Matthias Staudacher , Thomas Wynter

The problem of membrane topology in the matrix model of M-theory is considered. The matrix regularization procedure, which makes a correspondence between finite-sized matrices and functions defined on a two-dimensional base space, is…

High Energy Physics - Theory · Physics 2010-04-05 H. Shimada

We investigate joint spectral characteristics of a family of matrices $\mathcal F $, associated with products in the semigroup generated by $\mathcal F$. In the literature, extremal measures such as the well-known joint spectral radius and…

Dynamical Systems · Mathematics 2026-04-27 Francesco Paolo Maiale , Anastasiia Trofimova , Nicola Guglielmi

We extend our recent result [Cipolloni, Erd\H{o}s, Schr\"oder 2019] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices $X$ with independent, identically distributed complex entries to the real…

Probability · Mathematics 2024-02-02 Giorgio Cipolloni , László Erdős , Dominik Schröder

We study ensembles of random symmetric matrices whose entries exhibit certain correlations. Examples are distributions of Curie-Weiss-type. We provide a criterion on the correlations ensuring the validity of Wigner's semicircle law for the…

Mathematical Physics · Physics 2014-02-25 Winfried Hochstättler , Werner Kirsch , Simone Warzel

Using numerical exact diagonalization, we study matrix elements of a local spin operator in the eigenbasis of two different nonintegrable quantum spin chains. Our emphasis is on the question to what extent local operators can be represented…

Statistical Mechanics · Physics 2020-10-27 Jonas Richter , Anatoly Dymarsky , Robin Steinigeweg , Jochen Gemmer

For ${\cal N}=2^*$ theory with $U(N)$ gauge group we evaluate expectation values of Wilson loops in representations described by a rectangular Young tableau with $n$ rows and $k$ columns. The evaluation reduces to a two-matrix model and we…

High Energy Physics - Theory · Physics 2018-02-14 James T. Liu , Leopoldo A. Pando Zayas , Shan Zhou

We study a critical behavior for the eigenvalue statistics in the two-matrix model in the quartic/quadratic case. For certain parameters, the eigenvalue distribution for one of the matrices has a limit that vanishes with an exponent 1/2 in…

Mathematical Physics · Physics 2019-12-19 Maurice Duits , Dries Geudens

It is well known that the matrix exponential of a non-normal matrix can exhibit transient growth even when all eigenvalues of the matrix have negative real part, and similarly for the powers of the matrix when all eigenvalues have magnitude…

Spectral Theory · Mathematics 2020-05-11 Matthew G. Reuter

We study the eigenvalue distribution of a random matrix, at a transition where a new connected component of the eigenvalue density support appears away from other connected components. Unlike previously studied critical points, which…

Mathematical Physics · Physics 2007-05-23 Bertrand Eynard

We study random matrices acting on tensor product spaces which have been transformed by a linear block operation. Using operator-valued free probability theory, under some mild assumptions on the linear map acting on the blocks, we compute…

Probability · Mathematics 2016-01-26 Octavio Arizmendi , Ion Nechita , Carlos Vargas

We study the large-N limit of a class of matrix models for dually weighted triangulated random surfaces using character expansion techniques. We show that for various choices of the weights of vertices of the dynamical triangulation the…

High Energy Physics - Theory · Physics 2009-10-30 Richard J. Szabo , John F. Wheater

. We study the evolution of the distribution of eigenvalues of a $N\times N$ matrix subject to a random perturbation drawn from (i) a generalized Gaussian ensemble (ii) a non-Gaussian ensemble with a measure variable under the change of…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 Pragya Shukla

We consider a single particle spectrum as given by the eigenvalues of the Wigner-Dyson ensembles of random matrices, and fill consecutive single particle levels with n fermions. Assuming that the fermions are non-interacting, we show that…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 O. Bohigas , P. Leboeuf , M. J. Sanchez

Spectral correlations in unitary invariant, non-Gaussian ensembles of large random matrices possessing an eigenvalue gap are studied within the framework of the orthogonal polynomial technique. Both local and global characteristics of…

Statistical Mechanics · Physics 2009-10-30 E. Kanzieper , V. Freilikher

Consider d uniformly random permutation matrices on n labels. Consider the sum of these matrices along with their transposes. The total can be interpreted as the adjacency matrix of a random regular graph of degree 2d on n vertices. We…

Probability · Mathematics 2019-09-25 Ioana Dumitriu , Tobias Johnson , Soumik Pal , Elliot Paquette

A matrix model to describe dynamical loops on random planar graphs is analyzed. It has similarities with a model studied by Kazakov, few years ago, and the O(n) model by Kostov and collaborators. The main difference is that all loops are…

High Energy Physics - Theory · Physics 2008-11-26 G. M. Cicuta , L. Molinari , E. Montaldi , S. Stramaglia