Largest eigenvalue and top eigenvector statistics of large Euclidean random matrices

Abstract

Euclidean random matrices arise in a wide range of physical systems where interactions are determined by spatial configurations, including disordered media and cooperative phenomena in atomic ensembles. Unlike classical random matrix ensembles, their entries are strongly correlated through the geometry of the underlying random points, making their analytical treatment challenging. While global spectral properties such as the spectral density are relatively well understood, much less is known about extremal eigenvalues and the associated eigenvectors, despite their central role in applications. Here we address the problem of characterising the largest eigenvalue and the corresponding top eigenvector of large Euclidean random matrices with a generic symmetric kernel. For vectors in any dimension $d\geq 1$ drawn independently from a common distribution, we show that both quantities can be computed within a unified replica-based framework. In the large-$N$ limit, the replica saddle-point equations reduce to an eigenvalue problem for a Fredholm integral operator determined by the kernel and by the underlying distribution. We then specialise this general formulation to the quadratic distance kernel, for which the Fredholm problem reduces to a finite set of $d+2$ self-consistent equations. In this case, we obtain an explicit expression for the average largest eigenvalue, fully determined by low-order moments of the underlying distribution, and an analytical characterisation of the density of the top eigenvector's components. We further perform extensive numerical simulations that confirm these predictions. More broadly, our work provides a general framework to access extremal spectral properties of Euclidean random matrices.