Spectra of sparse non-Hermitian random matrices: an analytical solution

preprint2012arXivOpen access

Abstract

We present the exact analytical expression for the spectrum of a sparse non-Hermitian random matrix ensemble, generalizing two classical results in random-matrix theory: this analytical expression forms a non-Hermitian version of the Kesten-Mckay law as well as a sparse realization of Girko's elliptic law. Our exact result opens new perspectives in the study of several physical problems modelled on sparse random graphs. In this context, we show analytically that the convergence rate of a transport process on a very sparse graph depends upon the degree of symmetry of the edges in a non-monotonous way.

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