- Open Access
Renormalization group for spectral collapse in random matrices with power-law variance profiles
Phys. Rev. E 113, 044107 – Published 2 April, 2026
DOI: https://doi.org/10.1103/zhz2-t8yz
Abstract
We propose an index-space renormalization group (RG) approach to compare and collapse eigenvalue densities across system sizes in structured random matrix ensembles with rank-ordered power-law variance profiles. The approach is to fix a natural spectral scale by letting the model normalization run with size, turning raw spectra into comparable, collapsed density curves. We illustrate this construction on generalizations of two classic random matrix ensembles—Wigner and Wishart—equipped with rank-ordered power-law variance profiles. We use random matrix theory methods to derive self-consistent fixed-point equations for the resolvent to compute their eigenvalue densities. We define an RG scheme based on index-space decimation and compute the Beta function controlling the RG flow as a function of the variance profile power-law exponent. The running normalization leads to spectral collapse which we confirm in simulations and solutions of the fixed-point equations. We expect that the scale-fixing principle underlying our RG construction extends to other structured ensembles, provided an appropriate renormalization map can be defined.
Physics Subject Headings (PhySH)
Article Text
References (49)
- J. P. Cunningham and B. M. Yu, Dimensionality reduction for large-scale neural recordings, Nat. Neurosci. 17, 1500 (2014).
- M. B. Eisen, P. T. Spellman, P. O. Brown, and D. Botstein, Cluster analysis and display of genome-wide expression patterns, Proc. Natl. Acad. Sci. USA 95, 14863 (1998).
- N. W. Ashcroft and N. D. Mermin, Solid State Physics (Holt, Rinehart and Winston, New York, 1976).
- R. Albert and A.-L. Barabási, Statistical mechanics of complex networks, Rev. Mod. Phys. 74, 47 (2002).
- W. Bialek, A. Cavagna, I. Giardina, T. Mora, E. Silvestri, M. Viale, and A. M. Walczak, Statistical mechanics for natural flocks of birds, Proc. Natl. Acad. Sci. USA 109, 4786 (2012).
- E. P. Wigner, On the distribution of the roots of certain symmetric matrices, Ann. Math. 67, 325 (1958).
- V. A. Marčenko and L. A. Pastur, Distribution of eigenvalues for some sets of random matrices, Math. USSR-Sbornik 1, 457 (1967).
- H. Sompolinsky, A. Crisanti, and H. J. Sommers, Chaos in random neural networks, Phys. Rev. Lett. 61, 259 (1988).
- F. Mastrogiuseppe and S. Ostojic, Linking connectivity, dynamics, and computations in low-rank recurrent neural networks, Neuron 99, 609 (2018).
- Z. D. Bai and J. W. Silverstein, Spectral Analysis of Large Dimensional Rrandom Matrices, 2nd ed. (Springer, Berlin, 2010).
- G. W. Anderson, A. Guionnet, and O. Zeitouni, An Introduction to Random Matrices, Cambridge Studies in Advanced Mathematics, Vol. 118 (Cambridge University Press, Cambridge, UK, 2010).
- M. Potters and J.-P. Bouchaud, A First Course in Random Matrix Theory: For Physicists, Engineers and Data Scientists (Cambridge University Press, Cambridge, UK, 2020).
- R. Couillet and M. Debbah, Random Matrix Methods for Wireless Communications (Cambridge University Press, Cambridge, UK, 2011).
- L. Laloux, P. Cizeau, J.-P. Bouchaud, and M. Potters, Noise dressing of financial correlation matrices, Phys. Rev. Lett. 83, 1467 (1999).
- P. Fleig and I. Nemenman, Statistical properties of large data sets with linear latent features, Phys. Rev. E 106, 014102 (2022).
- L. Zdeborová and F. Krzakala, Statistical physics of inference: Thresholds and algorithms, Adv. Phys. 65, 453 (2016).
- T. Lesieur, L. Miolane, M. Lelarge, F. Krzakala, and L. Zdeborová, in Proceedings of the IEEE International Symposium on Information Theory (ISIT'17) (IEEE, Los Alamitos, CA, 2017), pp. 511–515.
- C. A. Tracy and H. Widom, Level-spacing distributions and the Airy kernel, Commun. Math. Phys. 159, 151 (1994).
- L. P. Kadanoff, Scaling laws for Ising models near , Phys. Phys. Fiz. 2, 263 (1966).
- J. B. Kogut, An introduction to lattice gauge theory and spin systems, Rev. Mod. Phys. 51, 659 (1979).
- N. Goldenfeld, Lectures on Phase Transitions and the Renormalization Group (CRC Press, Boca Raton, FL, 2018).
- K. G. Wilson and J. Kogut, The renormalization group and the expansion, Phys. Rep. 12, 75 (1974).
- A. Atanasov, J. A. Zavatone-Veth, and C. Pehlevan, Scaling and renormalization in high-dimensional regression, arXiv:2405.00592.
- G. Buzsáki and K. Mizuseki, The log-dynamic brain: how skewed distributions affect network operations, Nat. Rev. Neurosci. 15, 264 (2014).
- K. Rajan and L. F. Abbott, Eigenvalue spectra of random matrices for neural networks, Phys. Rev. Lett. 97, 188104 (2006).
- N. Masuda, M. A. Porter, and R. Lambiotte, Random walks and diffusion on networks, Phys. Rep. 716-717, 1 (2017).
- O. Alter, P. O. Brown, and D. Botstein, Singular value decomposition for genome-wide expression data processing and modeling, Proc. Natl. Acad. Sci. USA 97, 10101 (2000).
- M. D. Luecken and F. J. Theis, Current best practices in single-cell RNA-seq analysis: A tutorial, Mol. Syst. Biol. 15, e8746 (2019).
- C. G. Callan, Broken scale invariance in scalar field theory, Phys. Rev. D 2, 1541 (1970).
- K. Symanzik, Small distance behaviour in field theory and power counting, Commun. Math. Phys. 18, 227 (1970).
- O. H. Ajanki, L. Erdős, and T. Krüger, Universality for general Wigner-type matrices, Probab. Theory Relat. Fields 169, 667 (2017).
- O. H. Ajanki, L. Erdős, and T. Krüger, Stability of the matrix Dyson equation and random matrices with correlations, Probab. Theory Relat. Fields 173, 293 (2019).
- A. Knowles and J. Yin, Anisotropic local laws for random matrices, Probab. Theory Relat. Fields 169, 257 (2017).
- J. Alt, T. Krüger, and L. Erdős, The Dyson equation with linear self-energy: Spectral bands, edges and cusps, Document. Math. 25, 1421 (2020).
- M. Mézard, G. Parisi, and M. A. Virasoro, Spin Glass Theory and Beyond, World Scientific Lecture Notes in Physics, Vol. 9 (World Scientific, Singapore, 1987).
- J. W. Silverstein and Z. D. Bai, On the empirical distribution of eigenvalues of a class of large dimensional random matrices, J. Multivar. Anal. 54, 175 (1995).
- R. B. Dozier and J. W. Silverstein, On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices, J. Multivar. Anal. 98, 678 (2007).
- R. Olfati-Saber, J. A. Fax, and R. M. Murray, Consensus and cooperation in networked multi-agent systems, Proc. IEEE 95, 215 (2007).
- F. Chung, L. Lu, and V. Vu, Spectra of random graphs with given expected degrees, Proc. Natl. Acad. Sci. USA 100, 6313 (2003).
- R. M. May, Will a large complex system be stable? Nature (London) 238, 413 (1972).
- P. Mehta and D. J. Schwab, An exact mapping between the variational renormalization group and deep learning, arXiv:1410.3831.
- M. Koch-Janusz and Z. Ringel, Mutual information, neural networks and the renormalization group, Nat. Phys. 14, 578 (2018).
- S. Bradde and W. Bialek, PCA meets RG, J. Stat. Phys. 167, 462 (2017).
- L. Meshulam, J. L. Gauthier, C. D. Brody, D. W. Tank, and W. Bialek, Coarse graining, fixed points, and scaling in a large population of neurons, Phys. Rev. Lett. 123, 178103 (2019).
- G. Nicoletti, S. Suweis, and A. Maritan, Scaling and criticality in a phenomenological renormalization group, Phys. Rev. Res. 2, 023144 (2020).
- A. Nguyen, D. J. Schwab, and V. Ngampruetikorn, Data coarse graining can improve model performance, arXiv:2509.14498.
- J. M. Ortega and W. C. Rheinboldt, Iterative Solution of Nonlinear Equations in Several Variables (SIAM, Philadelphia, 2000).
- T. M. Apostol, Introduction to Analytic Number Theory, Undergraduate Texts in Mathematics (Springer, New York, 1976).
- M. S. Bartlett, An inverse matrix adjustment arising in discriminant analysis, Ann. Math. Stat. 22, 107 (1951).