[HTML][HTML] Singular value distribution of dense random matrices with block Markovian dependence

J Sanders, A Van Werde - Stochastic Processes and their Applications, 2023 - Elsevier
A block Markov chain is a Markov chain whose state space can be partitioned into a finite
number of clusters such that the transition probabilities only depend on the clusters. Block …

Single eigenvalue fluctuations of general Wigner-type matrices

B Landon, P Lopatto, P Sosoe - Probability Theory and Related Fields, 2024 - Springer
We consider the single eigenvalue fluctuations of random matrices of general Wigner-type,
under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove …

A Deep Learning Neural Network Method Using Linear Eigenvalue Statistics for Schizophrenic EEG Data Classification

H Liu, L Li, Y Ye, C Pan, G Yang, T Chen, T Zhang… - Mathematics, 2023 - mdpi.com
Electroencephalography (EEG) signals can be used as a neuroimaging indicator to analyze
brain-related diseases and mental states, such as schizophrenia, which is a common and …

On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices

Y Li, Y Xu - 2021 - projecteuclid.org
We consider an N by N real or complex generalized Wigner matrix HN, whose entries are
independent centered random variables with uniformly bounded moments. We assume that …

Central limit theorem for linear spectral statistics of block-Wigner-type matrices

Z Wang, J Yao - Random Matrices: Theory and Applications, 2023 - World Scientific
Motivated by the stochastic block model, we investigate a class of Wigner-type matrices with
certain block structures and establish a CLT for the corresponding linear spectral statistics …

Central limit theorems for linear spectral statistics of inhomogeneous random graphs with graphon limits

X Zhu, Y Zhu - arXiv preprint arXiv:2412.19352, 2024 - arxiv.org
We establish central limit theorems (CLTs) for the linear spectral statistics of the adjacency
matrix of inhomogeneous random graphs across all sparsity regimes, providing explicit …

Global eigenvalue fluctuations of random biregular bipartite graphs

I Dumitriu, Y Zhu - Random Matrices: Theory and Applications, 2023 - World Scientific
We compute the eigenvalue fluctuations of uniformly distributed random biregular bipartite
graphs with fixed and growing degrees for a large class of analytic functions. As a key step …

Some estimates for generalized Wigner matrix linear spectral statistics

B Landon - arXiv preprint arXiv:2412.14070, 2024 - arxiv.org
We consider the characteristic function of linear spectral statistics of generalized Wigner
matrices. We provide an expansion of the characteristic function with error $\mathcal {O}(N …

CLT for non-Hermitian random band matrices with variance profiles

I Jana - Journal of Statistical Physics, 2022 - Springer
We study the linear eigenvalue statistics of a non-Hermitian random band matrix with a
continuous variance profile w ν (x) and increasing bandwidth bn. We show that the …

Directional phantom distribution functions for stationary random fields

A Jakubowski, I Rodionov, N Soja-Kukieła - 2021 - projecteuclid.org
We give necessary and sufficient conditions for the existence of a phantom distribution
function for a stationary random field on a regular lattice. We also introduce a less …