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arxiv: 1411.2688 · v2 · pith:QM5LWSSZnew · submitted 2014-11-11 · 🧮 math.PR

Eigenvalues of block structured asymmetric random matrices

classification 🧮 math.PR
keywords blockrandomasymmetricmatricesmatrixmodelspectrumstructured
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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.

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