Linear eigenvalue statistics of random matrices with a variance profile

DOI10.1142/S2010326322500046MaRDI QIDQ5019011zbMATH OpenOpenAlexFDO

Authors Kartick Adhikari, I. Jana, Koushik Saha

Publication date 27 December 2021

Published in Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1901.09404

zbMATH Keywords

band matrixcentral limit theoremErdős-Rényi random graphlinear eigenvalue statisticspatterned random matrixrandom matrixsparse matrixvariance profile

Mathematics Subject Classification ID

Random graphs (graph-theoretic aspects) (05C80) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Inequalities; stochastic orderings (60E15)

Abstract: We give an upper bound on the total variation distance between the linear eigenvalue statistic, properly scaled and centred, of a random matrix with a variance profile and the standard Gaussian random variable. The second order Poincar'e inequality type result is used to establish the bound. Using this bound we prove Central limit theorem for linear eigenvalue statistics of random matrices with different kind of variance profiles. We re-establish some existing results on fluctuations of linear eigenvalue statistics of some well known random matrix ensembles by choosing appropriate variance profiles.

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Cited in

(16)

• Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices
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