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We show that the empirical eigenvalue measure for sum of $d$ independent Haar distributed $n$-dimensional unitary matrices, converge for $n \to \infty$ to the Brown measure of the free sum of $d$ Haar unitary operators. The same applies for…

Probability · Mathematics 2013-07-05 Anirban Basak , Amir Dembo

We investigate some topological properties of random geometric complexes and random geometric graphs on Riemannian manifolds in the thermodynamic limit. In particular, for random geometric complexes we prove that the normalized counting…

Probability · Mathematics 2020-11-30 Antonio Lerario , Raffaella Mulas

Using spectral embedding based on the signless Laplacian, we obtain bounds on the spectrum of transition matrices on graphs. As a consequence, we bound return probabilities and the uniform mixing time of simple random walk on graphs. In…

Probability · Mathematics 2023-01-03 Zhi-Feng Wei

We consider an indexed class of real symmetric random matrices which generalize the symmetric Hankel and Reverse Circulant matrices. We show that the limiting spectral distributions of these matrices exist almost surely and the limit is…

Probability · Mathematics 2014-08-06 Anirban Basak , Arup Bose , Soumendu Sundar Mukherjee

We investigate the spectral distribution of large sample covariance matrices with independent columns and entries in the columns that stem from Markov chains. We characterize the limiting spectral densities by their moments.…

Probability · Mathematics 2012-03-19 Olga Friesen , Matthias Löwe

In the first part we study critical points of random polynomials. We choose two deterministic sequences of complex numbers,whose empirical measures converge to the same probability measure in complex plane. We make a sequence of polynomials…

Probability · Mathematics 2016-05-05 Tulasi Ram Reddy

We consider random hermitian matrices in which distant above-diagonal entries are independent but nearby entries may be correlated. We find the limit of the empirical distribution of eigenvalues by combinatorial methods. We also prove that…

Probability · Mathematics 2007-10-21 Greg Anderson , Ofer Zeitouni

We study the probability measure on the space of density matrices induced by the metric defined by using superfidelity. We give the formula for the probability density of eigenvalues. We also study some statistical properties of the set of…

Mathematical Physics · Physics 2011-09-14 Zbigniew Puchała , Jarosław Adam Miszczak

The spectral and scattering theory is investigated for a generalization, to scattering metrics on two-dimensional compact manifolds with boundary, of the class of smooth potentials on the Euclidean plane which are homogeneous of degree zero…

Analysis of PDEs · Mathematics 2007-05-23 Andrew Hassell , Richard B. Melrose , András Vasy

In this paper we consider the (weighted) spectral measure $\mu_n$ of a $n\times n$ random matrix, distributed according to a classical Gaussian, Laguerre or Jacobi ensemble, and show a moderate deviation principle for the standardised…

Probability · Mathematics 2013-08-27 Jan Nagel

In this article we consider the spectrum of a Laplacian matrix, also known as the Markov matrix, under the independence assumption. We assume that the entries have a variance profile. Motivated by recent works on generalized Wigner matrices…

Probability · Mathematics 2021-07-13 Anirban Chatterjee , Rajat Subhra Hazra

Random orthogonal matrices play an important role in probability and statistics, arising in multivariate analysis, directional statistics, and models of physical systems, among other areas. Calculations involving random orthogonal matrices…

Statistics Theory · Mathematics 2018-10-09 Michael Jauch , Peter D. Hoff , David B. Dunson

We compute spectra of symmetric random matrices defined on graphs exhibiting a modular structure. Modules are initially introduced as fully connected sub-units of a graph. By contrast, inter-module connectivity is taken to be incomplete.…

Disordered Systems and Neural Networks · Physics 2009-08-24 G. Ergun , R. Kuehn

Ensembles of isotropic random matrices are defined by the invariance of the probability measure under the left (and right) multiplication by an arbitrary unitary matrix. We show that the multiplication of large isotropic random matrices is…

Statistical Mechanics · Physics 2013-08-14 Z. Burda , G. Livan , A. Swiech

We analyse the eigenvectors of the adjacency matrix of a random inhomogeneous graph constructed from a specified degree sequence. We assume that the empirical degree sequence has bounded mean and variance. We show that near the edges of the…

Probability · Mathematics 2026-04-14 Thomas Buc-d'Alché , Antti Knowles

Consider a real diagonal deterministic matrix $X_n$ of size $n$ with spectral measure converging to a compactly supported probability measure. We perturb this matrix by adding a random finite rank matrix, with delocalized eigenvectors. We…

Probability · Mathematics 2011-06-21 Florent Benaych-Georges , Alice Guionnet , Mylène Maïda

We study the eigenvectors and eigenvalues of random matrices with iid entries. Let $N$ be a random matrix with iid entries which have symmetric distribution. For each unit eigenvector $\mathbf{v}$ of $N$ our main results provide a small…

Probability · Mathematics 2020-04-23 Kyle Luh , Sean O'Rourke

We develop a theoretical approach to compute the conditioned spectral density of $N \times N$ non-invariant random matrices in the limit $N \rightarrow \infty$. This large deviation observable, defined as the eigenvalue distribution…

Disordered Systems and Neural Networks · Physics 2018-08-15 Isaac Pérez Castillo , Fernando L. Metz

An explicit formula for the mean spectral measure of a random Jacobi matrix is derived. The matrix may be regarded as the limit of Gaussian beta ensemble (G$\beta$E) matrices as the matrix size $N$ tends to infinity with the constraint that…

Spectral Theory · Mathematics 2016-04-25 Trinh Khanh Duy , Tomoyuki Shirai

Understanding the limiting behavior of eigenvalues of random matrices is the central problem of random matrix theory. Classical limit results are known for many models, and there has been significant recent progress in obtaining more…

Probability · Mathematics 2017-09-05 Elizabeth S. Meckes , Mark W. Meckes