Transition from Tracy-Widom to Gaussian fluctuations of extremal eigenvalues of sparse Erdős-Rényi graphs (Q2179601)

This paper examines the statistics of eigenvalues of the edge of sparse E-R random graph \(G(N,p)\). By building a higher order self consistent equation for the Stieltjes transform of the empirical eigenvalue distributions, it is shown that the Tracy-Widom scale \(N^{-2/3}\) is influenced by the edge fluctuations of order \((\sqrt{p}N)^{-1}\) when \(N^{-7/9}\ll p\ll N^{-2/3}\). The fluctuation caused is asymptotic Gaussian as \(N\) goes to infinity. The distribution of the extreme eigenvalues of a random matrix with centered entries is shown to converge to an independent sum of a Gaussian and Tracy-Widom random variable in the regime of \(p=CN^{-2/3}\). The sparse ensembles and Gaussian divisible ensembles are also compared to exhibit Tracy-Widom fluctuations. Corrections are further investigated in some regimes.