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相关论文: Circular law, Extreme Singular values and Potentia…

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Consider a complex random $n\times n$ matrix ${\bf X}_n=(x_{ij})_{n\times n}$, whose entries $x_{ij}$ are independent random variables with zero means and unit variances. It is well-known that Tao and Vu (Ann Probab 38: 2023-2065, 2010)…

概率论 · 数学 2024-08-27 Zhidong Bai , Jiang Hu

The universality phenomenon asserts that the distribution of the eigenvalues of random matrix with i.i.d. zero mean, unit variance entries does not depend on the underlying structure of the random entries. For example, a plot of the…

概率论 · 数学 2012-10-11 Philip Matchett Wood

The circular law asserts that the spectral measure of eigenvalues of rescaled random matrices without symmetry assumption converges to the uniform measure on the unit disk. We prove a local version of this law at any point $z$ away from the…

概率论 · 数学 2013-12-05 Paul Bourgade , Horng-Tzer Yau , Jun Yin

We consider random $n\times n$ matrices $X$ with independent and centered entries and a general variance profile. We show that the spectral radius of $X$ converges with very high probability to the square root of the spectral radius of the…

概率论 · 数学 2022-09-29 Johannes Alt , Laszlo Erdos , Torben Krüger

Let $X$ be a matrix sampled uniformly from the set of doubly stochastic matrices of size $n\times n$. We show that the empirical spectral distribution of the normalized matrix $\sqrt{n}(X-{\mathbf {E}}X)$ converges almost surely to the…

组合数学 · 数学 2014-03-28 Hoi H. Nguyen

For fixed $m>1$, we consider $m$ independent $n \times n$ non-Hermitian random matrices $X_1, ..., X_m$ with i.i.d. centered entries with a finite $(2+\eta)$-th moment, $ \eta>0.$ As $n$ tends to infinity, we show that the empirical…

概率论 · 数学 2014-08-18 Sean O'Rourke , Alexander Soshnikov

Let $\a$ be a real-valued random variable of mean zero and variance 1. Let $M_n(\a)$ denote the $n \times n$ random matrix whose entries are iid copies of $\a$ and $\sigma_n(M_n(\a))$ denote the least singular value of $M_n(\a)$.…

概率论 · 数学 2009-03-04 Terence Tao , Van Vu

We consider the problem of determining the limiting spectral distribution for random matrices whose row distributions are permitted to have limited dependence. We assume mild moment conditions and give an extension of the…

概率论 · 数学 2018-01-16 Chris Connell , Pawan Patel

For fixed $m > 1$, we study the product of $m$ independent $N \times N$ elliptic random matrices as $N$ tends to infinity. Our main result shows that the empirical spectral distribution of the product converges, with probability $1$, to the…

概率论 · 数学 2015-06-26 Sean O'Rourke , David Renfrew , Alexander Soshnikov , Van Vu

For a class of sparse random matrices of the form $A_n =(\xi_{i,j}\delta_{i,j})_{i,j=1}^n$, where $\{\xi_{i,j}\}$ are i.i.d.~centered sub-Gaussian random variables of unit variance, and $\{\delta_{i,j}\}$ are i.i.d.~Bernoulli random…

概率论 · 数学 2018-06-13 Anirban Basak , Mark Rudelson

We investigate the universality of singular value and eigenvalue distributions of matrix valued functions of independent random matrices and apply these general results in several examples. In particular we determine the limit distribution…

概率论 · 数学 2014-08-19 F. Götze , H. Kösters , A. Tikhomirov

Let $N_n$ be an $n\times n$ complex random matrix, each of whose entries is an independent copy of a centered complex random variable $z$ with finite non-zero variance $\sigma^{2}$. The strong circular law, proved by Tao and Vu, states that…

概率论 · 数学 2020-06-02 Vishesh Jain

Fix a constant $C\geq 1$ and let $d=d(n)$ satisfy $d\leq \ln^{C} n$ for every large integer $n$. Denote by $A_n$ the adjacency matrix of a uniform random directed $d$-regular graph on $n$ vertices. We show that, as long as $d\to\infty$ with…

In this manuscript, we study the limiting distribution for the joint law of the largest and the smallest singular values for random circulant matrices with generating sequence given by independent and identically distributed random elements…

概率论 · 数学 2023-05-05 Gerardo Barrera , Paulo Manrique-Mirón

We consider a random matrix whose entries are independent Gaussian variables taking values in the field of quaternions with variance $1/n$. Using logarithmic potential theory, we prove the almost sure convergence, as the dimension $n$ goes…

概率论 · 数学 2011-09-05 Florent Benaych-Georges , Francois Chapon

Let $\log^Cn\le d\le n/2$ for a sufficiently large constant $C>0$ and let $A_n$ denote the adjacency matrix of a uniform random $d$-regular directed graph on $n$ vertices. We prove that as $n$ tends to infinity, the empirical spectral…

概率论 · 数学 2017-08-09 Nicholas A. Cook

We consider random $n\times n$ matrices of the form $Y_n=\frac1{\sqrt{d}}A_n\circ X_n$, where $A_n$ is the adjacency matrix of a uniform random $d$-regular directed graph on $n$ vertices, with $d=\lfloor p n\rfloor$ for some fixed $p \in…

概率论 · 数学 2017-09-12 Nicholas A. Cook

Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the…

概率论 · 数学 2007-05-23 Brian Rider

Fix a positive integer $d$ and let $(G_n)_{n\geq1}$ be a sequence of finite abelian groups with orders tending to infinity. For each $n \geq 1$, let $C_n$ be a uniformly random $G_n$-circulant matrix with entries in $\{0,1\}$ and exactly…

概率论 · 数学 2025-04-21 Adrian Beker

We show that the probability of appearance of synchronisation in chaotic coupled map lattices is related to the distribution of the maximum of a certain observable evaluated along almost all orbit. We show that such distribution belongs to…

动力系统 · 数学 2018-04-10 D. Faranda , H. Ghoudi , P. Guiraud , S. Vaienti