Central limit theorem for fluctuations of linear eigenvalue statistics of large random graphs

We consider the adjacency matrix $A$ of a large random graph and study fluctuations of the function $f_n(z,u)=\frac{1}{n}\sum_{k=1}^n\exp\{-uG_{kk}(z)\}$ with $G(z)=(z-iA)^{-1}$. We prove that the moments of fluctuations normalized by $n^{-1/2}$ in the limit $n\to\infty$ satisfy the Wick relations for the Gaussian random variables. This allows us to prove central limit theorem for $\hbox{Tr}G(z)$ and then extend the result on the linear eigenvalue statistics $\hbox{Tr}\phi(A)$ of any function $\phi:\mathbb{R}\to\mathbb{R}$ which increases, together with its first two derivatives, at infinity not faster than an exponential.Comment: 22 page

Eigenvalue Spacing Distribution for the Ensemble of Real Symmetric Toeplitz Matrices

Consider the ensemble of Real Symmetric Toeplitz Matrices, each entry iidrv from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. The limiting spectral measure (the density of normalized eigenvalues) converges weakly to a new universal distribution with unbounded support, independent of p. This distribution's moments are almost those of the Gaussian's; the deficit may be interpreted in terms of Diophantine obstructions. With a little more work, we obtain almost sure convergence. An investigation of spacings between adjacent normalized eigenvalues looks Poissonian, and not GOE.Comment: 24 pages, 3 figure

Eigenvalue variance bounds for Wigner and covariance random matrices

This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for some intermediate eigenvalues. Relying on the GUE example, which needs to be investigated first, the main bounds are extended to families of Hermitian Wigner matrices by means of the Tao and Vu Four Moment Theorem and recent localization results by Erd\"os, Yau and Yin. The case of real Wigner matrices is obtained from interlacing formulas. As an application, bounds on the expected 2-Wasserstein distance between the empirical spectral measure and the semicircle law are derived. Similar results are available for random covariance matrices

Spectrum of the Product of Independent Random Gaussian Matrices

We show that the eigenvalue density of a product X=X_1 X_2 ... X_M of M independent NxN Gaussian random matrices in the large-N limit is rotationally symmetric in the complex plane and is given by a simple expression rho(z,\bar{z}) = 1/(M\pi\sigma^2} |z|^{-2+2/M} for |z|<\sigma, and is zero for |z|> \sigma. The parameter \sigma corresponds to the radius of the circular support and is related to the amplitude of the Gaussian fluctuations. This form of the eigenvalue density is highly universal. It is identical for products of Gaussian Hermitian, non-Hermitian, real or complex random matrices. It does not change even if the matrices in the product are taken from different Gaussian ensembles. We present a self-contained derivation of this result using a planar diagrammatic technique for Gaussian matrices. We also give a numerical evidence suggesting that this result applies also to matrices whose elements are independent, centered random variables with a finite variance.Comment: 16 pages, 6 figures, minor changes, some references adde

Arbitrary Rotation Invariant Random Matrix Ensembles and Supersymmetry

We generalize the supersymmetry method in Random Matrix Theory to arbitrary rotation invariant ensembles. Our exact approach further extends a previous contribution in which we constructed a supersymmetric representation for the class of norm-dependent Random Matrix Ensembles. Here, we derive a supersymmetric formulation under very general circumstances. A projector is identified that provides the mapping of the probability density from ordinary to superspace. Furthermore, it is demonstrated that setting up the theory in Fourier superspace has considerable advantages. General and exact expressions for the correlation functions are given. We also show how the use of hyperbolic symmetry can be circumvented in the present context in which the non-linear sigma model is not used. We construct exact supersymmetric integral representations of the correlation functions for arbitrary positions of the imaginary increments in the Green functions.Comment: 36 page

Lax Operator for the Quantised Orthosymplectic Superalgebra U_q[osp(2|n)]

Each quantum superalgebra is a quasi-triangular Hopf superalgebra, so contains a \textit{universal $R$-matrix} in the tensor product algebra which satisfies the Yang-Baxter equation. Applying the vector representation $\pi$, which acts on the vector module $V$, to one side of a universal $R$-matrix gives a Lax operator. In this paper a Lax operator is constructed for the $C$-type quantum superalgebras $U_q[osp(2|n)]$. This can in turn be used to find a solution to the Yang-Baxter equation acting on $V \otimes V \otimes W$ where $W$ is an arbitrary $U_q[osp(2|n)]$ module. The case $W=V$ is included here as an example.Comment: 15 page

Level Repulsion in Constrained Gaussian Random-Matrix Ensembles

Introducing sets of constraints, we define new classes of random-matrix ensembles, the constrained Gaussian unitary (CGUE) and the deformed Gaussian unitary (DGUE) ensembles. The latter interpolate between the GUE and the CGUE. We derive a sufficient condition for GUE-type level repulsion to persist in the presence of constraints. For special classes of constraints, we extend this approach to the orthogonal and to the symplectic ensembles. A generalized Fourier theorem relates the spectral properties of the constraining ensembles with those of the constrained ones. We find that in the DGUEs, level repulsion always prevails at a sufficiently short distance and may be lifted only in the limit of strictly enforced constraints.Comment: 20 pages, no figures. New section adde

FLEET: Butterfly Estimation from a Bipartite Graph Stream

We consider space-efficient single-pass estimation of the number of butterflies, a fundamental bipartite graph motif, from a massive bipartite graph stream where each edge represents a connection between entities in two different partitions. We present a space lower bound for any streaming algorithm that can estimate the number of butterflies accurately, as well as FLEET, a suite of algorithms for accurately estimating the number of butterflies in the graph stream. Estimates returned by the algorithms come with provable guarantees on the approximation error, and experiments show good tradeoffs between the space used and the accuracy of approximation. We also present space-efficient algorithms for estimating the number of butterflies within a sliding window of the most recent elements in the stream. While there is a significant body of work on counting subgraphs such as triangles in a unipartite graph stream, our work seems to be one of the few to tackle the case of bipartite graph streams.Comment: This is the author's version of the work. It is posted here by permission of ACM for your personal use. Not for redistribution. The definitive version was published in Seyed-Vahid Sanei-Mehri, Yu Zhang, Ahmet Erdem Sariyuce and Srikanta Tirthapura. "FLEET: Butterfly Estimation from a Bipartite Graph Stream". The 28th ACM International Conference on Information and Knowledge Managemen

Instabilities in complex mixtures with a large number of components

Inside living cells are complex mixtures of thousands of components. It is hopeless to try to characterise all the individual interactions in these mixtures. Thus, we develop a statistical approach to approximating them, and examine the conditions under which the mixtures phase separate. The approach approximates the matrix of second virial coefficients of the mixture by a random matrix, and determines the stability of the mixture from the spectrum of such random matrices.Comment: 4 pages, uses RevTeX 4.

Role of the Tracy-Widom distribution in the finite-size fluctuations of the critical temperature of the Sherrington-Kirkpatrick spin glass

We investigate the finite-size fluctuations due to quenched disorder of the critical temperature of the Sherrington-Kirkpatrick spin glass. In order to accomplish this task, we perform a finite-size analysis of the spectrum of the susceptibility matrix obtained via the Plefka expansion. By exploiting results from random matrix theory, we obtain that the fluctuations of the critical temperature are described by the Tracy-Widom distribution with a non-trivial scaling exponent 2/3