Randomly coupled differential equations with elliptic correlations

DOI10.1214/22-AAP1886MaRDI QIDQ6165249zbMATH OpenOpenAlexFDO

Authors László Erdős, Torben Krüger, D. Renfrew

Publication date 31 July 2023

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1908.05178, https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/Randomly-coupled-differential-equations-with-elliptic-correlations/10.1214/22-AAP1886.full

zbMATH Keywords

non-Hermitian random matrixmatrix Dyson equationelliptic random matrixtime evolution of neural networkspartially symmetric correlation

Mathematics Subject Classification ID

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

Abstract: We consider the long time asymptotic behavior of a large system of $N$ linear differential equations with random coefficients. We allow for general elliptic correlation structures among the coefficients, thus we substantially generalize our previous work [14] that was restricted to the independent case. In particular, we analyze a recent model in the theory of neural networks [27] that specifically focused on the effect of the distributional asymmetry in the random connectivity matrix $X$. We rigorously prove and slightly correct the explicit formula from [28] on the time decay as a function of the asymmetry parameter. Our main tool is an asymptotically precise formula for the normalized trace of $f(X)g(X^{\ast })$, in the large $N$ limit, where $f$ and $g$ are analytic functions.

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