Eigenvalues of Euclidean Random Matrices

2006/06/24 by Charles Bordenave, Bordenave, Charles · 4 citations
Mathematics · #05C50 (Secondary) #15A52 (Primary) 60F99 #Advanced Algebra and Geometry #FOS: Mathematics #Point processes and geometric inequalities #Probability (math.PR) #Random Matrices and Applications

paper · pdf · doi:10.48550/arxiv.math/0606624

openalex publication_date 2006/06/24 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We study the spectral measure of large Euclidean random matrices. The entries of these matrices are determined by the relative position of n random points in a compact set Ω_n of \R^d. Under various assumptions we establish the almost sure convergence of the limiting spectral measure as the number of points goes to infinity. The moments of the limiting distribution are computed, and we prove that the limit of this limiting distribution as the density of points goes to infinity has a nice expression. We apply our results to the adjacency matrix of the geometric graph.

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