Statistics of the largest eigenvalues and singular values of low-rank random matrices with non-negative entries
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Publication:6408300
arXiv2208.09430MaRDI QIDQ6408300FDOQ6408300
Authors: Mark J. Crumpton, Y. V. Fyodorov, P. Vivo 
Publication date: 19 August 2022
Abstract: We compute analytically the distribution and moments of the largest eigenvalues/singular values and resolvent statistics for random matrices with (i) non-negative entries, (ii) small rank, and (iii) prescribed sums of rows/columns. Applications are discussed in the context of Mean First Passage Time of random walkers on networks, and the calculation of network "influence" metrics. The analytical results are corroborated by numerical simulations.
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