Eigenvalue Outliers of non-Hermitian Random Matrices with a Local Tree Structure

Spectra of sparse non-Hermitian random matrices determine the dynamics of complex processes on graphs. Eigenvalue outliers in the spectrum are of particular interest, since they determine the stationary state and the stability of dynamical processes. We present a general and exact theory for the eigenvalue outliers of random matrices with a local tree structure. For adjacency and Laplacian matrices of oriented random graphs, we derive analytical expressions for the eigenvalue outliers, the first moments of the distribution of eigenvector elements associated with an outlier, the support of the spectral density, and the spectral gap. We show that these spectral observables obey universal expressions, which hold for a broad class of oriented random matrices.Comment: 25 pages, 4 figure

Spectral Theory of Sparse Non-Hermitian Random Matrices

Sparse non-Hermitian random matrices arise in the study of disordered physical systems with asymmetric local interactions, and have applications ranging from neural networks to ecosystem dynamics. The spectral characteristics of these matrices provide crucial information on system stability and susceptibility, however, their study is greatly complicated by the twin challenges of a lack of symmetry and a sparse interaction structure. In this review we provide a concise and systematic introduction to the main tools and results in this field. We show how the spectra of sparse non-Hermitian matrices can be computed via an analogy with infinite dimensional operators obeying certain recursion relations. With reference to three illustrative examples --- adjacency matrices of regular oriented graphs, adjacency matrices of oriented Erd\H{o}s-R\'{e}nyi graphs, and adjacency matrices of weighted oriented Erd\H{o}s-R\'{e}nyi graphs --- we demonstrate the use of these methods to obtain both analytic and numerical results for the spectrum, the spectral distribution, the location of outlier eigenvalues, and the statistical properties of eigenvectors.Comment: 60 pages, 10 figure