Power law decay for systems of randomly coupled differential equations

DOI10.1137/17M1143125MaRDI QIDQ4568423zbMATH OpenOpenAlexWikidataFDO

Authors László Erdős, Torben Krüger, D. Renfrew

Publication date 21 June 2018

Published in SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1708.01546

zbMATH Keywords

autocorrelation functionnon-Hermitian random matrixtime evolution of neural networks

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Abstract: We consider large random matrices $X$ with centered, independent entries but possibly different variances. We compute the normalized trace of $f(X)g(X^{\ast })$ for $f,g$ functions analytic on the spectrum of $X$. We use these results to compute the long time asymptotics for systems of coupled differential equations with random coefficients. We show that when the coupling is critical the norm squared of the solution decays like $t^{-1/2}$.

Recommendations

• Counting equilibria in complex systems via random matrices
• Self averaging of normalized spectral functions of some product of independent random matrices of growing dimension
• Power law scaling of the top Lyapunov exponent of a product of random matrices
• Exact asymptotics in a mean field model with random potential
• Limiting behavior of the norm of products of random matrices and two problems of Geman-Hwang

Cites work

• A new application of random matrices: \(\operatorname{Ext} (C_{\text{red}}^*(F_2))\) is not a group
• Applications of realizations (aka linearizations) to free probability
• Around the circular law
• Circular law
• Convergence of the largest singular value of a polynomial in independent Wigner matrices
• Local inhomogeneous circular law
• Location of the spectrum of Kronecker random matrices
• Operator-valued Semicircular Elements: Solving A Quadratic Matrix Equation with Positivity Constraints
• Singularities of solutions to quadratic vector equations on the complex upper half-plane
• Statistical properties of eigenvectors in non-Hermitian Gaussian random matrix ensembles

Cited in

(10)

• On the rightmost eigenvalue of non-Hermitian random matrices
• Local elliptic law
• Condition numbers for real eigenvalues in the real elliptic Gaussian ensemble
• Functional CLT for non-Hermitian random matrices
• The distribution of overlaps between eigenvectors of Ginibre matrices
• Randomly coupled differential equations with elliptic correlations
• BENFORD'S LAW IN POWER-LIKE DYNAMICAL SYSTEMS
• Optimal lower bound on the least singular value of the shifted Ginibre ensemble
• Quadratic vector equations on complex upper half-plane
• Fundamental Decompositions and Multistationarity of Power-Law Kinetic Systems

This page was built for publication: Power law decay for systems of randomly coupled differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4568423)