Spectral statistics of Bernoulli matrix ensembles—a random walk approach (I)

DOI10.1088/1751-8113/48/25/255101zbMATH Open1386.60026arXiv1501.04907OpenAlexW2962782627MaRDI QIDQ5263953FDOQ5263953

C. H. Joyner, Uzy Smilansky

Publication date: 20 July 2015

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Abstract: We investigate the eigenvalue statistics of random Bernoulli matrices, where the matrix elements are chosen independently from a binary set with equal probability. This is achieved by initiating a discrete random walk process over the space of matrices and analysing the induced random motion of the eigenvalues - an approach which is similar to Dyson's Brownian motion model but with important modifications. In particular, we show our process is described by a Fokker-Planck equation, up to an error margin which vanishes in the limit of large matrix dimension. The stationary solution of which corresponds to the joint probability density function of certain well-known fixed trace Gaussian ensembles.

Full work available at URL: https://arxiv.org/abs/1501.04907

zbMATH Keywords

eigenvaluesFokker-Planck equationrandom matricesrandom graphsDyson's Brownian motionBernoulli matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

Cited In (4)

• A random walk approach to linear statistics in random tournament ensembles
• From alternating sign matrices to the Gaussian unitary ensemble
• Spectral statistics of the uni-modular ensemble
• An easy linear algebra approach to the eigenvalues of the Bernoulli- Laplace model of diffusion

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