Largest eigenvalues and eigenvectors of band or sparse random matrices

DOI10.1214/ECP.v19-3027zbMath1297.15038arXiv1309.4922MaRDI QIDQ743077

Florent Benaych-Georges, Sandrine Péché

Publication date: 22 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.4922

zbMATH Keywords

random matricessparse matriceslocalizationlargest eigenvalues

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (algebraic aspects) (15B52)

Related Items (8)

Sharp nonasymptotic bounds on the norm of random matrices with independent entries ⋮ Extreme eigenvalues of sparse, heavy tailed random matrices ⋮ Density of states for random band matrices in two dimensions ⋮ Approximate message passing for sparse matrices with application to the equilibria of large ecological Lotka-Volterra systems ⋮ A localization-delocalization transition for nonhomogeneous random matrices ⋮ Eigenvector delocalization for non‐Hermitian random matrices and applications ⋮ Weak convergence of the empirical spectral distribution of high-dimensional band sample covariance matrices ⋮ Eigenvectors and controllability of non-Hermitian random matrices and directed graphs

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