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Eigenvalues of block structured asymmetric random matrices

  • University of California at San Diego
  • Salk Institute for Biological Studies
  • Hebrew University of Jerusalem
  • Columbia University

Research output: Contribution to journalArticlepeer-review

25 Scopus citations

Abstract

We study the spectrum of an asymmetric random matrix with block structured variances. The rows and columns of the random square matrix are divided into D partitions with arbitrary size (linear in N). The parameters of the model are the variances of elements in each block, summarized in g ∈ R+D×D. Using the Hermitization approach and by studying the matrix-valued Stieltjes transform we show that these matrices have a circularly symmetric spectrum, we give an explicit formula for their spectral radius and a set of implicit equations for the full density function. We discuss applications of this model to neural networks.

Original languageEnglish
Article number103502
JournalJournal of Mathematical Physics
Volume56
Issue number10
DOIs
StatePublished - Oct 2015

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