相关论文: Fluctuation of the Largest Eigenvalue of a Kernel …

Bleher and Kuijlaars, and Daems and Kuijlaars showed that the correlation functions of the eigenvalues of a random matrix from unitary ensemble with external source can be expressed in terms of the Christoffel-Darboux kernel for multiple…

We consider an $N$ by $N$ real or complex generalized Wigner matrix $H_N$, whose entries are independent centered random variables with uniformly bounded moments. We assume that the variance profile, $s_{ij}:=\mathbb{E} |H_{ij}|^2$,…

Selecting an appropriate kernel is a central challenge in kernel-based spectral methods. In \emph{Kernelized Diffusion Maps} (KDM), the kernel determines the accuracy of the RKHS estimator of a diffusion-type operator and hence the quality…

We study the spectral norm of random kernel matrices with polynomial scaling, where the number of samples scales polynomially with the data dimension. In this regime, Lu and Yau (2022) proved that the empirical spectral distribution…

We consider a full rank deformation of the GUE $W_N+A_N$ where $A_N$ is a full rank Hermitian matrix of size $N$ and $W_N$ is a GUE. The empirical eigenvalue distribution $\mu_{A_N}$ of $A_N$ converges to a probability distribution $\nu$.…

Let $A(G)$ and $D(G)$ be the adjacency matrix and the degree diagonal matrix of a graph $G$, respectively. Then $L(G)=D(G)-A(G)$ is called Laplacian matrix of the graph $G$. Let $G$ be a graph with $n$ vertices and $m$ edges. Then the…

In this work we analyze basic properties of Random Apollonian Networks \cite{zhang,zhou}, a popular stochastic model which generates planar graphs with power law properties. Specifically, let $k$ be a constant and $\Delta_1 \geq \Delta_2…

Consider the sum of $d$ many i.i.d. random permutation matrices on $n$ labels along with their transposes. The resulting matrix is the adjacency matrix of a random regular (multi)-graph of degree $2d$ on $n$ vertices. It is known that the…

We compute the asymptotic eigenvalue distribution of the neural tangent kernel of a two-layer neural network under a specific scaling of dimension. Namely, if $X\in\mathbb{R}^{n\times d}$ is an i.i.d random matrix, $W\in\mathbb{R}^{d\times…

We study the linear eigenvalue statistics of large random graphs in the regimes when the mean number of edges for each vertex tends to infinity. We prove that for a rather wide class of test functions the fluctuations of linear eigenvalue…

This paper studies the problem of estimating the grahpon model - the underlying generating mechanism of a network. Graphon estimation arises in many applications such as predicting missing links in networks and learning user preferences in…

The eigenvalue densities of two random matrix ensembles, the Wigner Gaussian matrices and the Wishart covariant matrices, are decomposed in the contributions of each individual eigenvalue distribution. It is shown that the fluctuations of…

Given i.i.d. observations uniformly distributed on a closed manifold $\mathcal{M}\subseteq \mathbb{R}^p$, we study the spectral properties of the associated empirical graph Laplacian based on a Gaussian kernel. Our main results are…

We investigate eigenvectors of rank-one deformations of random matrices $\boldsymbol B = \boldsymbol A + \theta \boldsymbol {uu}^*$ in which $\boldsymbol A \in \mathbb R^{N \times N}$ is a Wigner real symmetric random matrix, $\theta \in…

Random spatial networks-that is, graphs whose connectivity is governed by geometric proximity-have emerged as fundamental models for systems constrained by an underlying spatial structure. A prototypical example is the random geometric…

We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…

The aim of this note is to provide a pedagogical survey of the recent works by the authors ( arXiv:1409.7548 and arXiv:1507.06013) concerning the local behavior of the eigenvalues of large complex correlated Wishart matrices at the edges…

Given $A_n:=\frac{1}{\sqrt{n}}(a_{ij})$ an $n\times n$ symmetric random matrix, with elements above the diagonal given by i.i.d. random variables having mean zero and unit variance. It is known that when…

We compute the spectral statistics of the sum H of two independent complex Wishart matrices, each of which is correlated with a different covariance matrix. Random matrix theory enjoys many applications including sums and products of random…

Computing the eigenvectors and eigenvalues of a perturbed matrix can be remarkably difficult when the unperturbed matrix has repeated eigenvalues. In this work we show how the limiting eigenvectors and eigenvalues of a symmetric matrix…