Eigenvalues of block structured asymmetric random matrices

DOI10.1063/1.4931476MaRDI QIDQ3450561zbMATH OpenOpenAlexFDO

Authors Johnatan Aljadeff, D. Renfrew, Merav Stern

Publication date 6 November 2015

Published in Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1411.2688

zbMATH Keywords

asymmetric random matrixmatrix-valued Stieltjes transformneural networksspectral radiusspectrum

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Special integral transforms (Legendre, Hilbert, etc.) (44A15) Random matrices (probabilistic aspects) (60B20) Neural networks for/in biological studies, artificial life and related topics (92B20)

Abstract: We study the spectrum of an asymmetric random matrix with block structured variances. The rows and columns of the random square matrix are divided into $D$ partitions with arbitrary size (linear in $N$). The parameters of the model are the variances of elements in each block, summarized in $ginmathbb{R}_{+}^{DimesD}$. Using the Hermitization approach and by studying the matrix-valued Stieltjes transform we show that these matrices have a circularly symmetric spectrum, we give an explicit formula for their spectral radius and a set of implicit equations for the full density function. We discuss applications of this model to neural networks.

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Cited in

(15)

• Lower bounds for the smallest singular value of structured random matrices
• From the first rigorous proof of the circular law in 1984 to the circular law for block random matrices under the generalized Lindeberg condition
• Local inhomogeneous circular law
• Non-Hermitian random matrices with a variance profile. I: Deterministic equivalents and limiting esds
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• Circular law for random block band matrices with genuinely sublinear bandwidth
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• Mesoscopic spectral CLT for block correlated random matrices

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