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Positive solutions for large random linear systems
Proceedings of the American Mathematical Society ( IF 0.8 ) Pub Date : 2021-03-25 , DOI: 10.1090/proc/15383
Pierre Bizeul , Jamal Najim

Abstract:Consider a large linear system where $ A_n$ is an $ n\times n$ matrix with independent real standard Gaussian entries, $ {\boldsymbol {1}}_n$ is an $ n\times 1$ vector of ones and with unknown the $ n\times 1$ vector $ {\boldsymbol {x}}_n$ satisfying
$\displaystyle {\boldsymbol {x}}_n = {\boldsymbol {1}}_n +\frac 1{\alpha _n\sqrt {n}} A_n {\boldsymbol {x}}_n\, .$

We investigate the (componentwise) positivity of the solution $ {\boldsymbol {x}}_n$ depending on the scaling factor $ \alpha _n$ as the dimension $ n$ goes to infinity. We prove that there is a sharp phase transition at the threshold $ \alpha ^*_n =\sqrt {2\log n}$: below the threshold ( $ \alpha _n\ll \sqrt {2\log n}$), $ {\boldsymbol {x}}_n$ has negative components with probability tending to 1 while above ( $ \alpha _n\gg \sqrt {2\log n}$), all the vector's components are eventually positive with probability tending to 1. At the critical scaling $ \alpha ^*_n$, we provide a heuristics to evaluate the probability that $ {\boldsymbol {x}}_n$ is positive. Such linear systems arise as solutions at equilibrium of large Lotka-Volterra (LV) systems of differential equations, widely used to describe large biological communities with interactions. In the domain of positivity of $ {\boldsymbol {x}}_n$ (a property known as feasibility in theoretical ecology), our results provide a stability criterion for such LV systems for which $ {\boldsymbol {x}}_n$ is the solution at equilibrium.
References [Enhancements On Off] (What's this?)
  • [1] S. Allesina and S. Tang,
    The stability-complexity relationship at age 40: a random matrix perspective,
    Population Ecology 57 (2015), no. 1, 63-75.
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中文翻译:

大型随机线性系统的正解

摘要:考虑一个大型线性系统,$ A_n $该系统是一个$ n \次n $具有独立的实际标准高斯项的矩阵,是一个矢量,而一个未知矢量满足 $ {\ boldsymbol {1}} _ n $$ n \次1 $$ n \次1 $ $ {\ boldsymbol {x}} _ n $
$ \ displaystyle {\ boldsymbol {x}} _ n = {\ boldsymbol {1}} _ n + \ frac 1 {\ alpha _n \ sqrt {n}} A_n {\ boldsymbol {x}} _ n \,。$

当维数趋于无穷大时,我们将根据比例因子调查解决方案的(分量方向)正性。我们证明了在阈值处有一个尖锐的相变:在阈值()以下,具有负分量,概率倾向于为1,而在()以上,所有矢量分量最终都是正的,概率倾向于为1 。我们提供了一种启发式方法来评估为正的概率。这种线性系统是作为大型Lotka-Volterra(LV)微分方程系统平衡时的解而出现的,广泛用于描述具有相互作用的大型生物群落。在正领域 $ {\ boldsymbol {x}} _ n $$ \ alpha _n $$ n $ $ \ alpha ^ * _ n = \ sqrt {2 \ log n} $ $ \ alpha _n \ ll \ sqrt {2 \ log n} $ $ {\ boldsymbol {x}} _ n $ $ \ alpha _n \ gg \ sqrt {2 \ log n} $ $ \ alpha ^ * _ n $ $ {\ boldsymbol {x}} _ n $ $ {\ boldsymbol {x}} _ n $(在理论生态学中称为可行性),我们的结果为此类LV系统提供了一个稳定的标准,对于该LV系统而言,它是平衡解决方案。 $ {\ boldsymbol {x}} _ n $
参考文献[增强功能 关](这是什么?)
  • [1] S. Allesina和S. Tang,
    《 40岁时的稳定性-复杂性关系:一个随机矩阵的观点》,《
    人口生态学》57(2015),否。1,63-75。
  • [2]
更新日期:2021-04-22
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