Stability of large complex systems with heterogeneous relaxation dynamics

Abstract: We study the probability of stability of a large complex system of size $N$ within the framework of a generalized May model, which assumes a linear dynamics of each population size $n_i$ (with respect to its equilibrium value): $ \frac{\mathrm{d}\, n_i}{\mathrm{d}t} = - a_i n_i - \sqrt{T} \sum_{j} J_{ij} n_j $. The $a_i>0$'s are the intrinsic decay rates, $J_{ij}$ is a real symmetric $(N\times N)$ Gaussian random matrix and $\sqrt{T}$ measures the strength of pairwise interaction between different species. Unlike in May's original homogeneous model, each species has now an intrinsic damping $a_i$ that may differ from one another. As the interaction strength $T$ increases, the system undergoes a phase transition from a stable phase to an unstable phase at a critical value $T=T_c$. We reinterpret the probability of stability in terms of the hitting time of the level $b=0$ of an associated Dyson Brownian Motion (DBM), starting at the initial position $a_i$ and evolving in `time' $T$. In the large $N \to \infty$ limit, using this DBM picture, we are able to completely characterize $T_c$ for arbitrary density $\mu(a)$ of the $a_i$'s. For a specific flat configuration $a_i = 1 + \sigma \frac{i-1}{N}$, we obtain an explicit parametric solution for the limiting (as $N\to \infty$) spectral density for arbitrary $T$ and $\sigma$. For finite but large $N$, we also compute the large deviation properties of the probability of stability on the stable side $T < T_c$ using a Coulomb gas representation.