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相关论文: Convergence of the spectral radius of a random mat…

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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

Consider a square matrix with independent and identically distributed entries of zero mean and unit variance. It is well known that if the entries have a finite fourth moment, then, in high dimension, with high probability, the spectral…

组合数学 · 数学 2018-05-31 Charles Bordenave , Pietro Caputo , Djalil Chafai , Konstantin Tikhomirov

We consider the spectral radius of a large random matrix $X$ with independent, identically distributed entries. We show that its typical size is given by a precise three-term asymptotics with an optimal error term beyond the radius of the…

概率论 · 数学 2024-03-05 Giorgio Cipolloni , László Erdős , Yuanyuan Xu

In this paper, it is shown that with large probability, the spectral radius of a large non-Hermitian random matrix with a general variance profile does not exceed the square root of the spectral radius of the variance profile matrix. A…

概率论 · 数学 2025-10-10 Walid Hachem , Michail Louvaris

Consider the empirical spectral distribution of complex random $n\times n$ matrix whose entries are independent and identically distributed random variables with mean zero and variance $1/n$. In this paper, via applying potential theory in…

概率论 · 数学 2007-06-13 Guangming Pan , Wang Zhou

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…

动力系统 · 数学 2026-04-27 Francesco Paolo Maiale , Anastasiia Trofimova , Nicola Guglielmi

These expository notes are centered around the circular law theorem, which states that the empirical spectral distribution of a nxn random matrix with i.i.d. entries of variance 1/n tends to the uniform law on the unit disc of the complex…

概率论 · 数学 2012-03-14 Charles Bordenave , Djalil Chafai

Let $\a$ be a complex random variable with mean zero and bounded variance $\sigma^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\a$. Let $\lambda_{1}, ..., \lambda_{n}$ be the eigenvalues of…

概率论 · 数学 2008-02-29 Terence Tao , Van Vu

In distributed optimization or Nash-equilibrium seeking over directed graphs, it is crucial to find a matrix norm under which the disagreement of individual agents' states contracts. In existing results, the matrix norm is usually defined…

最优化与控制 · 数学 2023-04-21 Yongqiang Wang

We consider non-Hermitian random matrices $X \in \mathbb{C}^{n \times n}$ with general decaying correlations between their entries. For large $n$, the empirical spectral distribution is well approximated by a deterministic density,…

概率论 · 数学 2021-02-25 Johannes Alt , Torben Krüger

We show that, under some general assumptions on the entries of a random complex $n \times n$ matrix $X_n$, the empirical spectral distribution of $\frac{1}{\sqrt{n}} X_n$ converges to the uniform law of an ellipsoid as $n$ tends to…

概率论 · 数学 2016-01-29 Hoi Nguyen , Sean O'Rourke

An exchangeable random matrix is a random matrix with distribution invariant under any permutation of the entries. For such random matrices, we show, as the dimension tends to infinity, that the empirical spectral distribution tends to the…

概率论 · 数学 2016-03-25 Radosław Adamczak , Djalil Chafaï , Paweł Wolff

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

We present progress on the problem of asymptotically describing the adjacency eigenvalues of random and complete uniform hypergraphs. There is a natural conjecture arising from analogy with random matrix theory that connects these spectra…

组合数学 · 数学 2018-01-10 Joshua Cooper

The spectral density of random matrices is studied through a quaternionic generalisation of the Green's function, which precisely describes the mean spectral density of a given matrix under a particular type of random perturbation. Exact…

数学物理 · 物理学 2011-04-08 Tim Rogers

Conditional on the extended Riemann hypothesis, we show that with high probability, the characteristic polynomial of a random symmetric $\{\pm 1\}$-matrix is irreducible. This addresses a question raised by Eberhard in recent work. The main…

概率论 · 数学 2021-06-09 Asaf Ferber , Vishesh Jain , Ashwin Sah , Mehtaab Sawhney

The joint spectral radius of a set of matrices is a measure of the maximal asymptotic growth rate that can be obtained by forming long products of matrices taken from the set. This quantity appears in a number of application contexts but is…

动力系统 · 数学 2007-05-23 Vincent Blondel , Yurii Nesterov

We study trace theoretic concurrent systems. This setting encompasses safe (1-bounded) Petri nets. We introduce a notion of irreducible concurrent system and we prove the equivalence between irreducibility and a "spectral property". The…

组合数学 · 数学 2021-05-12 Samy Abbes , Jean Mairesse , Yi-Ting Chen

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

Consider a truncated circular unitary matrix which is a $p_n$ by $p_n$ submatrix of an $n$ by $n$ circular unitary matrix by deleting the last $n-p_n$ columns and rows. Jiang and Qi (2017) proved that the maximum absolute value of the…

统计理论 · 数学 2017-09-19 Wenhao Gui , Yongcheng Qi
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