EXPONENTIAL GROWTH OF RANDOM DETERMINANTS BEYOND INVARIANCE

Gérard Ben Arous, Paul Bourgade, Benjamin McKenna

Research output: Contribution to journalArticlepeer-review

Abstract

We give simple criteria to identify the exponential order of magnitude of the absolute value of the determinant for wide classes of random matrix models, not requiring the assumption of invariance. These include Gaussian matrices with covariance profiles, Wigner matrices and covariance matrices with subexponential tails, Erdős–Rényi and d-regular graphs for any polynomial sparsity parameter, and non-mean-field random matrix models, such as random band matrices for any polynomial bandwidth. The proof builds on recent tools, including the theory of the matrix Dyson equation as developed by Ajanki, Erdős, and Krüger (2019). We use these asymptotics as an important input to identify the complexity of classes of Gaussian random landscapes in the companion papers by Ben Arous, Bourgade, and McKenna (2023+) and McKenna (2023+).

Original languageEnglish (US)
Pages (from-to)731-789
Number of pages59
JournalProbability and Mathematical Physics
Volume3
Issue number4
DOIs
StatePublished - 2022

Keywords

  • Erdős–Rényi
  • Kac–Rice
  • Wigner matrix
  • Wishart matrix
  • band matrix
  • d-regular
  • determinant
  • free addition
  • matrix Dyson equation
  • random matrix

ASJC Scopus subject areas

  • Statistics and Probability
  • Atomic and Molecular Physics, and Optics
  • Statistical and Nonlinear Physics

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