Zobrazeno 1 - 10
of 17
pro vyhledávání: '"Johannes Alt"'
Publikováno v:
Communications in Mathematical Physics
We analyse the eigenvectors of the adjacency matrix of a critical Erdős–Rényi graph $${\mathbb {G}}(N,d/N)$$ G ( N , d / N ) , where d is of order $$\log N$$ log N . We show that its spectrum splits into two phases: a delocalized phase in the mid
Publikováno v:
Electronic Communications in Probability
Publikováno v:
The Annals of Probability. 49
We complete the analysis of the extremal eigenvalues of the adjacency matrix A of the Erdős–Renyi graph G(N,d/N) in the critical regime d≍logN of the transition uncovered in (Ann. Inst. Henri Poincare Probab. Stat. 56 (2020) 2141–2161; Ann. Pr
Publikováno v:
Probability and Mathematical Physics
Autor:
Johannes Alt, Torben Krüger
Publikováno v:
Journal of Functional Analysis
Alt, J & Krüger, T 2021, ' Inhomogeneous circular law for correlated matrices ', Journal of Functional Analysis, vol. 281, no. 7, 109120 . https://doi.org/10.1016/j.jfa.2021.109120
Alt, J & Krüger, T 2021, ' Inhomogeneous circular law for correlated matrices ', Journal of Functional Analysis, vol. 281, no. 7, 109120 . https://doi.org/10.1016/j.jfa.2021.109120
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, expressed in terms
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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 variance m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3349f02e526a9d936788b7fd9a6bf71c
http://arxiv.org/abs/1907.13631
http://arxiv.org/abs/1907.13631
Publikováno v:
Ann. Appl. Probab. 28, no. 1 (2018), 148-203
We consider large random matrices $X$ with centered, independent entries which have comparable but not necessarily identical variances. Girko's circular law asserts that the spectrum is supported in a disk and in case of identical variances, the limi
Publikováno v:
Ann. Probab. 48, no. 2 (2020), 963-1001
We prove edge universality for a general class of correlated real symmetric or complex Hermitian Wigner matrices with arbitrary expectation. Our theorem also applies to internal edges of the self-consistent density of states. In particular, we establ
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2e61ce12e96e1f8b648ba8afacc30d3e
Autor:
Johannes Alt
Publikováno v:
Electron. Commun. Probab.
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 measure has o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::af1e43165cd6ba0b93966b3870259dd1
http://arxiv.org/abs/1708.08442
http://arxiv.org/abs/1708.08442
Publikováno v:
Ann. Inst. H. Poincaré Probab. Statist. 55, no. 2 (2019), 661-696
For a general class of large non-Hermitian random block matrices $\mathbf{X}$ we prove that there are no eigenvalues away from a deterministic set with very high probability. This set is obtained from the Dyson equation of the Hermitization of $\math
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9ba89a7aa26199875661f9a51fea54ec
http://arxiv.org/abs/1706.08343
http://arxiv.org/abs/1706.08343