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相关论文: Edge universality of correlation matrices

200 篇论文

We impose the uniform probability measure on the set of all discrete Gelfand-Tsetlin patterns of depth $n$ with the particles on row $n$ in deterministic positions. These systems equivalently describe a broad class of random tilings models,…

概率论 · 数学 2018-07-03 Erik Duse , Anthony Metcalfe

Let $\mathbb{A}_p=\frac{\mathbb{Y}\mathbb{Y}^*}{m}$ and $\mathbb{B}_p=\frac{\mathbb{X}\mathbb{X}^*}{n}$ be two independent random matrices where $\mathbb{X}=(X_{ij})_{p \times n}$ and $\mathbb{Y}=(Y_{ij})_{p \times m}$ respectively consist…

统计理论 · 数学 2015-06-02 X. Han , G. M. Pan , B. Zhang

We propose a variational tail bound for norms of random vectors under moment assumptions on their one-dimensional marginals. A simplified version of the bound that parametrizes the ``aggregating distribution'' using a certain pushforward of…

概率论 · 数学 2026-02-02 Sohail Bahmani

We investigate the spectral properties of the product of $M$ complex non-Hermitian random matrices that are obtained by removing $L$ rows and columns of larger unitary random matrices uniformly distributed on the group ${\rm U}(N+L)$. Such…

数学物理 · 物理学 2014-06-10 Gernot Akemann , Zdzislaw Burda , Mario Kieburg , Taro Nagao

We develop a unified approach to universality of local scaling limits for eigenvalues of random normal matrices, or equivalently for planar Coulomb gases at inverse temperature $\beta=2$. The approach is direct in that it does not rely on…

概率论 · 数学 2025-11-25 Joakim Cronvall , Aron Wennman

We prove a central limit theorem for the components of the largest eigenvectors of the adjacency matrix of a finite-dimensional random dot product graph whose true latent positions are unknown. In particular, we follow the methodology…

We obtain a tail bound for the least non-zero singular value of $A-z$ when $A$ is a random matrix and $z$ is an eigenvalue of $A$ in a neighbourhood of a given point $z_0$ in the bulk of the spectrum. The argument relies on a resolvent…

概率论 · 数学 2024-04-22 Mohammed Osman

A bordering of GUE matrices is considered, in which the bordered row consists of zero mean complex Gaussians N$[0,\sigma/2] + i {\rm N}[0,\sigma/2]$ off the diagonal, and the real Gaussian N$[\mu,\sigma/\sqrt{2}]$ on the diagonal. We…

数学物理 · 物理学 2010-05-19 K. E. Bassler , P. J. Forrester , N. E. Frankel

We analyse the spectrum of additive finite-rank deformations of $N \times N$ Wigner matrices $H$. The spectrum of the deformed matrix undergoes a transition, associated with the creation or annihilation of an outlier, when an eigenvalue…

概率论 · 数学 2012-05-23 Antti Knowles , Jun Yin

Self-attention layers have become fundamental building blocks of modern deep neural networks, yet their theoretical understanding remains limited, particularly from the perspective of random matrix theory. In this work, we provide a…

机器学习 · 统计学 2026-04-15 Tomohiro Hayase , Benoît Collins , Ryo Karakida

It is well known that the spectral measure of eigenvalues of a rescaled square non-Hermitian random matrix with independent entries satisfies the circular law. We consider the product $TX$, where $T$ is a deterministic $N\times M$ matrix…

概率论 · 数学 2018-10-17 Haokai Xi , Fan Yang , Jun Yin

We consider the local eigenvalue distribution of large self-adjoint $N\times N$ random matrices $\mathbf{H}=\mathbf{H}^*$ with centered independent entries. In contrast to previous works the matrix of variances $s_{ij} = \mathbb{E}\,…

概率论 · 数学 2017-08-09 Oskari Ajanki , Laszlo Erdos , Torben Krüger

We consider first passage percolation on sparse random graphs with prescribed degree distributions and general independent and identically distributed edge weights assumed to have a density. Assuming that the degree distribution satisfies a…

概率论 · 数学 2012-10-26 Shankar Bhamidi , Remco van der Hofstad , Gerard Hooghiemstra

In this paper, we prove a universality result of convergence for a bivariate random process defined by the eigenvectors of a sample covariance matrix. Let $V_n=(v_{ij})_{i \leq n,\, j\leq m}$ be a $n\times m$ random matrix, where $(n/m)\to…

概率论 · 数学 2013-06-19 Ali Bouferroum

We prove the Central Limit Theorem for finite-dimensional vectors of linear eigenvalue statistics of submatrices of Wigner random matrices under the assumption that test functions are sufficiently smooth. We connect the asymptotic…

概率论 · 数学 2020-05-06 Lingyun Li , Matthew Reed , Alexander Soshnikov

We studied the universality of Wishart ensembles whose covariance matrix has 2 distinct eigenvalues. We studied the asymptotic limit when the number of both eigenvalues goes to infinity and obtained universality results. In this case, the…

概率论 · 数学 2008-09-26 M. Y. Mo

We prove the universality for the eigenvalue gap statistics in the bulk of the spectrum for band matrices, in the regime where the band width is comparable with the dimension of the matrix, $W\sim N$. All previous results concerning…

概率论 · 数学 2016-04-18 Paul Bourgade , Laszlo Erdos , Horng-Tzer Yau , Jun Yin

We consider spectral properties of sparse sample covariance matrices, which includes biadjacency matrices of the bipartite Erd\H{o}s-R\'enyi graph model. We prove a local law for the eigenvalue density up to the upper spectral edge. Under a…

概率论 · 数学 2018-08-06 Jong Yun Hwang , Ji Oon Lee , Kevin Schnelli

In this paper, we found the Moore-Penrose generalized inverse of adjacency matrix of an undirected graph, explicitly. We proved that the matrix $R_\lambda= [r_{ij}]$ is nonsingular where $r_{ii}=\frac{1}{\lambda}+ \deg v_i$ and $r_{ij}=\mid…

组合数学 · 数学 2022-03-01 Paul Ryan Longhas , Alsafat Abdul

Let $G$ be a graph, $S$ be a set of vertices of $G$, and $\lambda(S)$ be the maximum number $\ell$ of pairwise edge-disjoint trees $T_1, T_2,..., T_{\ell}$ in $G$ such that $S\subseteq V(T_i)$ for every $1\leq i\leq \ell$. The generalized…

组合数学 · 数学 2013-01-01 Xueliang Li , Yaping Mao