activity
20042026
most citedDeterministic equivalents for certain functionals of large random matrices

201 citations · 621 across the 50 of their papers we have counts for

collaborators

55 papers

math-ph2026

The SK model with a sparse variance profile: free energy and AMP algorithm for TAP equations at high temperature

Walid Hachem

A generalization of the Sherrington-Kirkpatrick (SK) model for spin glasses is considered, in which the interaction matrix is endowed with a variance profile that has no particular…

math.PR2026

Extreme eigenvalues and eigenvectors for finite rank additive deformations of non-hermitian sparse random matrices

Walid Hachem, Michail Louvaris, Jamal Najim

Consider a sparse non-Hermitian random matrix defined as the Hadamard product between a random matrix with centered independent and identically distributed entrie…

math.PR2025

Spin glass analysis of the invariant distribution of a Lotka-Volterra SDE with a large random interaction matrix

Mohammed Younes Gueddari, Walid Hachem

The generalized Lotka-Volterra stochastic differential equation with a symmetric food interaction matrix is frequently used to model the dynamics of the abundances of the species l…

math.PR2025

Approximate Message Passing for general non-Symmetric random matrices

Mohammed-Younes Gueddari, Walid Hachem, Jamal Najim

Approximate Message Passing (AMP) algorithms are a family of iterative algorithms based on large random matrices with the special property of tracking the statistical properties of…

math.PR2025

On the spectral radius and the characteristic polynomial of a random matrix with independent elements and a variance profile

Walid Hachem, Michail Louvaris

In this paper, it is shown that with large probability, the spectral radius of a large non-Hermitian random matrix with a general variance profile does not exceed the square root o…

math.PR2024

Long run convergence of discrete-time interacting particle systems of the McKean-Vlasov type

Pascal Bianchi, Walid Hachem, Victor Priser

We consider a discrete-time system of n coupled random vectors, a.k.a. interacting particles. The dynamics involve a vanishing step size, some random centered perturbations, and a…