Statistics of the non-zero eigenvalues and singular values of low-rank random matrices with non-negative entries

Abstract We compute analytically the probability distribution and moments of the sum and product of the non-zero eigenvalues and singular values of random matrices with (i) non-negative entries, (ii) fixed rank, and (iii) prescribed sums of the entries in each row. Applications of such matrices are discussed in the context of Markov chains, economics and social networks to name a few. All results are valid at finite matrix size and are given in terms of the statistics of vectors of general Dirichlet random variables. Analytical results are corroborated by numerical simulations throughout with excellent agreement.

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Publication Details

Journal
Journal of Physics A Mathematical and Theoretical
Published
2025-05-09
DOI
https://doi.org/10.1088/1751-8121/add6e9
Primary Topic
Statistical Mechanics and Entropy
Type
article
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article

Statistics of the non-zero eigenvalues and singular values of low-rank random matrices with non-negative entries

Yan V. Fyodorov, Mark J. Crumpton, Pierpaolo Vivo
Journal of Physics A Mathematical and Theoretical
Statistical Mechanics and Entropy
article

Statistics of the non-zero eigenvalues and singular values of low-rank random matrices with non-negative entries

Yan V. Fyodorov, Mark J. Crumpton, Pierpaolo Vivo
article en

Abstract

Abstract We compute analytically the probability distribution and moments of the sum and product of the non-zero eigenvalues and singular values of random matrices with (i) non-negative entries, (ii) fixed rank, and (iii) prescribed sums of the entries in each row. Applications of such matrices are discussed in the context of Markov chains, economics and social networks to name a few. All results are valid at finite matrix size and are given in terms of the statistics of vectors of general Dirichlet random variables. Analytical results are corroborated by numerical simulations throughout with excellent agreement.

Journal of Physics A Mathematical and TheoreticalVol. 58(22)
King's College London (GB)
Openalex Percentile: Top 92%
Statistical Mechanics and Entropy
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Statistics of the non-zero eigenvalues and singular values of low-rank random matrices with non-negative entries — Yan V. Fyodorov, Mark J. Crumpton, et al. · Journal of Physics A Mathematical and Theoretical (2025) | TGRS Research Map | TGRS