English

Eigenvalues of block structured asymmetric random matrices

Probability 2015-10-28 v2

Abstract

We study the spectrum of an asymmetric random matrix with block structured variances. The rows and columns of the random square matrix are divided into DD partitions with arbitrary size (linear in NN). The parameters of the model are the variances of elements in each block, summarized in gR+D×Dg\in\mathbb{R}^{D\times D}_+. Using the Hermitization approach and by studying the matrix-valued Stieltjes transform we show that these matrices have a circularly symmetric spectrum, we give an explicit formula for their spectral radius and a set of implicit equations for the full density function. We discuss applications of this model to neural networks.

Keywords

Cite

@article{arxiv.1411.2688,
  title  = {Eigenvalues of block structured asymmetric random matrices},
  author = {Johnatan Aljadeff and David Renfrew and Merav Stern},
  journal= {arXiv preprint arXiv:1411.2688},
  year   = {2015}
}
R2 v1 2026-06-22T06:54:15.695Z