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Eigenvalues of block structured asymmetric random matrices

Authors :
Aljadeff, Johnatan
Renfrew, David
Stern, Merav
Publication Year :
2014

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 $g\in\mathbb{R}^{D\times D}_+$. 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.

Subjects

Subjects :
Mathematics - Probability

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1411.2688
Document Type :
Working Paper
Full Text :
https://doi.org/10.1063/1.4931476