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The empirical spectral distribution of Hermitian $K \times K$-block random matrices converges to a deterministic density on the real line with a potential atom at the origin as the dimension of the blocks tends to infinity. In this model…

概率论 · 数学 2025-11-25 Markus Ebke , Torben Krüger

Let $G_n$ be a random geometric graph with vertex set $[n]$ based on $n$ i.i.d.\ random vectors $X_1,\ldots,X_n$ drawn from an unknown density $f$ on $\R^d$. An edge $(i,j)$ is present when $\|X_i -X_j\| \le r_n$, for a given threshold…

机器学习 · 统计学 2023-11-23 Caelan Atamanchuk , Luc Devroye , Gabor Lugosi

In this paper, we study the limiting distribution of the eigenvalues for random tridiagonal matrix models. The limiting distribution is well described by its moments. Here, an analytical approach allows us, as in the case of Wigner…

概率论 · 数学 2025-12-04 Lucas Babet , Ionel Popescu

Spectral embedding of graphs uses the top k non-trivial eigenvectors of the random walk matrix to embed the graph into R^k. The primary use of this embedding has been for practical spectral clustering algorithms [SM00,NJW02]. Recently,…

概率论 · 数学 2018-09-10 Russell Lyons , Shayan Oveis Gharan

We introduce the notion of Benjamini-Schramm convergence for quantum graphs. This notion of convergence, intended to play the role of the already existing notion for discrete graphs, means that the restriction of the quantum graph to a…

谱理论 · 数学 2020-08-14 Nalini Anantharaman , Maxime Ingremeau , Mostafa Sabri , Brian Winn

We investigate the spectral statistics of Hermitian matrices in which the elements are chosen uniformly from U (1), called the uni-modular ensemble (UME), in the limit of large matrix size. Using three complimentary methods; a…

数学物理 · 物理学 2017-09-13 Christopher H. Joyner , Uzy Smilansky , Hans A. Weidenmüller

We develop an ab initio analytic theory of random lasing in an ensemble of atoms that both scatter and amplify light. The theory applies all the way from low to high density of atoms. The properties of the random laser are controlled by an…

无序系统与神经网络 · 物理学 2015-03-19 A. Goetschy , S. E. Skipetrov

Consider the normalized adjacency matrices of random $d$-regular graphs on $N$ vertices with fixed degree $d\geq3$. We prove that, with probability $1-N^{-1+{\varepsilon}}$ for any ${\varepsilon} >0$, the following two properties hold as $N…

概率论 · 数学 2025-02-04 Jiaoyang Huang , Horng-Tzer Yau

We calculate analytically the probability of large deviations from its mean of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we show that the…

统计力学 · 物理学 2009-11-11 David S. Dean , Satya N. Majumdar

A Laplacian matrix is a square matrix whose row sums are zero. We study the limiting eigenvalue distribution of a Laplacian matrix formed by taking a random elliptic matrix and subtracting the diagonal matrix containing its row sums. Under…

概率论 · 数学 2023-12-19 Sean O'Rourke , Zhi Yin , Ping Zhong

Consider the product of $m$ independent $n\times n$ random matrices from the spherical ensemble for $m\ge 1$. The empirical distribution based on the $n$ eigenvalues of the product is called the empirical spectral distribution. Two recent…

统计理论 · 数学 2017-04-06 Shuhua Chang , Yongcheng Qi

We study the asymptotic behavior of the appropriately scaled and possibly perturbed spectral measure $\mu$ of large random real symmetric matrices with heavy tailed entries. Specifically, consider the N by N symmetric matrix $Y_N^\sigma$…

概率论 · 数学 2015-05-13 Serban Belinschi , Amir Dembo , Alice Guionnet

We equip the polytope of $n\times n$ Markov matrices with the normalized trace of the Lebesgue measure of $\mathbb{R}^{n^2}$. This probability space provides random Markov matrices, with i.i.d. rows following the Dirichlet distribution of…

概率论 · 数学 2010-06-16 Djalil Chafai

Consider a deterministic self-adjoint matrix X_n with spectral measure converging to a compactly supported probability measure, the largest and smallest eigenvalues converging to the edges of the limiting measure. We perturb this matrix by…

概率论 · 数学 2011-09-05 Florent Benaych-Georges , Alice Guionnet , Mylène Maïda

For large random matrices $X$ with independent, centered entries but not necessarily identical variances, the eigenvalue density of $XX^*$ is well-approximated by a deterministic measure on $\mathbb{R}$. We show that the density of this…

概率论 · 数学 2017-11-22 Johannes Alt

In this article we show the existence of limiting spectral distribution of a symmetric random matrix whose entries come from a stationary Gaussian process with covariances satisfying a summability condition. We provide an explicit…

概率论 · 数学 2013-05-15 Arijit Chakrabarty , Rajat Subhra Hazra , Deepayan Sarkar

We study two types of probability measures on the set of integer partitions of $n$ with at most $m$ parts. The first one chooses the random partition with a chance related to its largest part only. We then obtain the limiting distributions…

概率论 · 数学 2023-01-03 Tiefeng Jiang , Ke Wang

Let $\{U^N_t\}_{t\ge 0}$ be a standard Brownian motion on $\mathbb{U}(N)$. For fixed $N\in\mathbb{N}$ and $t>0$, we give explicit bounds on the $L_1$-Wasserstein distance of the empirical spectral measure of $U^N_t$ to both the…

概率论 · 数学 2018-02-14 Elizabeth Meckes , Tai Melcher

We establish the limiting spectral distribution of Kendall's correlation matrices in the moderate high-dimensional regime where the dimension grows slower than the sample size. Our framework allows observations to be independent but not…

统计理论 · 数学 2026-03-10 Raunak Shevade , Monika Bhattacharjee

We use random matrix theory to study the spectrum of random geometric graphs, a fundamental model of spatial networks. Considering ensembles of random geometric graphs we look at short range correlations in the level spacings of the…

物理与社会 · 物理学 2017-06-08 Carl P. Dettmann , Orestis Georgiou , Georgie Knight