Fernando Lucas Metz

Spectra of sparse regular graphs with loops

We derive exact equations that determine the spectra of undirected and directed sparsely connected regular graphs containing loops of arbitrary lengths. The implications of our results for the structural and dynamical properties of network models are discussed by showing how loops influence the size of the spectral gap and the propensity for synchronization. Analytical formulas for the spectrum are obtained for specific lengths of the loops.

Eigenvalue Outliers of Non-Hermitian Random Matrices with a Local Tree Structure.

Spectra of sparse non-Hermitian random matrices determine the dynamics of complex processes on graphs. Eigenvalue outliers in the spectrum are of particular interest, since they determine the stationary state and the stability of dynamical processes. We present a general and exact theory for the eigenvalue outliers of random matrices with a local tree structure. For adjacency and Laplacian matrices of oriented random graphs, we derive analytical expressions for the eigenvalue outliers, the first moments of the distribution of eigenvector elements associated with an outlier, the support of the spectral density, and the spectral gap. We show that these spectral observables obey universal expressions, which hold for a broad class of oriented random matrices.

Index statistical properties of sparse random graphs

Using the replica method, we develop an analytical approach to compute the characteristic function for the probability P(N)(K,λ) that a large N×N adjacency matrix of sparse random graphs has K eigenvalues below a threshold λ. The method allows to determine, in principle, all moments of P(N)(K,λ), from which the typical sample-to-sample fluctuations can be fully characterized. For random graph models with localized eigenvectors, we show that the index variance scales linearly with N≫1 for |λ|>0, with a model-dependent prefactor that can be exactly calculated. Explicit results are discussed for Erdös-Rényi and regular random graphs, both exhibiting a prefactor with a nonmonotonic behavior as a function of λ. These results contrast with rotationally invariant random matrices, where the index variance scales only as lnN, with an universal prefactor that is independent of λ. Numerical diagonalization results confirm the exactness of our approach and, in addition, strongly support the Gaussian nature of the index fluctuations.

Publisher’s Note: Eigenvalue Outliers of Non-Hermitian Random Matrices with a Local Tree Structure [Phys. Rev. Lett. 117 , 224101 (2016)]

This corrects the article DOI: 10.1103/PhysRevLett.117.224101.

Period-two cycles in a feedforward layered neural network model with symmetric sequence processing.

The effects of dominant sequential interactions are investigated in an exactly solvable feedforward layered neural network model of binary units and patterns near saturation in which the interaction consists of a Hebbian part and a symmetric sequential term. Phase diagrams of stationary states are obtained and a phase of cyclic correlated states of period two is found for a weak Hebbian term, independently of the number of condensed patterns c.

Pattern reconstruction and sequence processing in feed-forward layered neural networks near saturation

The dynamics and the stationary states for the competition between pattern reconstruction and asymmetric sequence processing are studied here in an exactly solvable feed-forward layered neural network model of binary units and patterns near saturation. Earlier work by Coolen and Sherrington on a parallel dynamics far from saturation is extended here to account for finite stochastic noise due to a Hebbian and a sequential learning rule. Phase diagrams are obtained with stationary states and quasiperiodic nonstationary solutions. The relevant dependence of these diagrams and of the quasiperiodic solutions on the stochastic noise and on initial inputs for the overlaps is explicitly discussed.

Theory for the conditioned spectral density of noninvariant random matrices

We develop a theoretical approach to compute the conditioned spectral density of N×N noninvariant random matrices in the limit N→∞. This large deviation observable, defined as the eigenvalue distribution conditioned to have a fixed fraction k of eigenvalues smaller than x∈R, provides the spectrum of random matrix samples that deviate atypically from the average behavior. We apply our theory to sparse random matrices and unveil strikingly different and generic properties, namely, (i) their conditioned spectral density has compact support, (ii) it does not experience any abrupt transition for k around its typical value, and (iii) its eigenvalues do not accumulate at x. Moreover, our work points towards other types of transitions in the conditioned spectral density for values of k away from its typical value. These properties follow from the weak or absent eigenvalue repulsion in sparse ensembles and they are in sharp contrast to those displayed by classic or rotationally invariant random matrices. The exactness of our theoretical findings are confirmed through numerical diagonalization of finite random matrices.