Spectral Theory of Sparse Non-Hermitian Random Matrices

TY - JOUR

T1 - Spectral Theory of Sparse Non-Hermitian Random Matrices

AU - Metz, Fernando Lucas

AU - Neri, Izaak

AU - Rogers, Tim

N1 - Invited Topical Review

PY - 2019/4/26

Y1 - 2019/4/26

N2 - 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 that have a locally tree-like topology 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\'enyi graphs, and adjacency matrices of weighted oriented Erd\H{o}s-R\'enyi 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.

AB - 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 that have a locally tree-like topology 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\'enyi graphs, and adjacency matrices of weighted oriented Erd\H{o}s-R\'enyi 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.

KW - cond-mat.stat-mech

KW - cond-mat.dis-nn

KW - math-ph

KW - math.MP

M3 - Article

JO - Journal of Physics A: Mathematical and Theoretical

T2 - Journal of Physics A: Mathematical and Theoretical

JF - Journal of Physics A: Mathematical and Theoretical

SN - 1751-8113

ER -