Power law decay for systems of randomly coupled differential equations

DOI10.1137/17M1143125zbMATH Open1392.60011arXiv1708.01546OpenAlexW2744192168WikidataQ129579601 ScholiaQ129579601MaRDI QIDQ4568423FDOQ4568423

Authors: László Erdős, Torben Krüger, D. Renfrew 

Publication date: 21 June 2018

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

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 $t^{-1/2}$.

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

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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)

Cites Work

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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
• Quadratic vector equations on complex upper half-plane
• Optimal lower bound on the least singular value of the shifted Ginibre ensemble
• Fundamental Decompositions and Multistationarity of Power-Law Kinetic Systems

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