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Complex systems in ecology: a guided tour with large Lotka–Volterra models and random matrices
Ecosystems represent archetypal complex dynamical systems, often modelled by coupled
differential equations of the form dxidt= xi ϕ i (x 1,…, x N), where N represents the number of …
differential equations of the form dxidt= xi ϕ i (x 1,…, x N), where N represents the number of …
[КНИГА][B] Free probability and random matrices
JA Mingo, R Speicher - 2017 - Springer
This book is an invitation to the world of free probability theory. Free probability is a quite
young mathematical theory with many avatars. It owes its existence to the visions of one …
young mathematical theory with many avatars. It owes its existence to the visions of one …
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 …
with asymmetric local interactions, and have applications ranging from neural networks to …
Progress on the study of the Ginibre ensembles I: GinUE
The Ginibre unitary ensemble (GinUE) consists of $ N\times N $ random matrices with
independent complex standard Gaussian entries. This was introduced in 1965 by Ginbre …
independent complex standard Gaussian entries. This was introduced in 1965 by Ginbre …
Random matrices: universality of local spectral statistics of non-Hermitian matrices
It is a classical result of Ginibre that the normalized bulk k-point correlation functions of a
complex n*n Gaussian matrix with independent entries of mean zero and unit variance are …
complex n*n Gaussian matrix with independent entries of mean zero and unit variance are …
Universality of extremal eigenvalues of large random matrices
We prove that the spectral radius of a large random matrix $ X $ with independent,
identically distributed complex entries follows the Gumbel law irrespective of the distribution …
identically distributed complex entries follows the Gumbel law irrespective of the distribution …
Learning better with Dale's Law: A spectral perspective
Most recurrent neural networks (RNNs) do not include a fundamental constraint of real
neural circuits: Dale's Law, which implies that neurons must be excitatory (E) or inhibitory (I) …
neural circuits: Dale's Law, which implies that neurons must be excitatory (E) or inhibitory (I) …
Small ball probability, inverse theorems, and applications
Let ξ be a real random variable with mean zero and variance one and A= a 1;…; an be a
multi-set in R d. The random sum S_A:= a_1 ξ _1+ ⋯+ a_n ξ _n where ξ i are iid copies of ξ is …
multi-set in R d. The random sum S_A:= a_1 ξ _1+ ⋯+ a_n ξ _n where ξ i are iid copies of ξ is …
Edge universality for non-Hermitian random matrices
We consider large non-Hermitian real or complex random matrices XX with independent,
identically distributed centred entries. We prove that their local eigenvalue statistics near the …
identically distributed centred entries. We prove that their local eigenvalue statistics near the …
First-order global asymptotics for confined particles with singular pair repulsion
We study a physical system of N interacting particles in R^d, d\geq1, subject to pair
repulsion and confined by an external field. We establish a large deviations principle for …
repulsion and confined by an external field. We establish a large deviations principle for …