The Tracy-Widom law for some sparse random matrices
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Publication:1040705
DOI10.1007/S10955-009-9813-2zbMATH Open1177.82066arXiv0903.4295OpenAlexW2011281848MaRDI QIDQ1040705FDOQ1040705
Authors: Sasha Sodin 
Publication date: 25 November 2009
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Abstract: Consider the random matrix obtained from the adjacency matrix of a random d-regular graph by multiplying every entry by a random sign. The largest eigenvalue converges, after proper scaling, to the Tracy--Widom distribution.
Full work available at URL: https://arxiv.org/abs/0903.4295
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- Erratum to: ``The Tracy-Widom law for some sparse random matrices
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- Universality and the circular law for sparse random matrices
- On the correlation functions of the characteristic polynomials of the sparse Hermitian random matrices
- Random matrix theory in statistics: a review
- Tracy–Widom method for Jánossy density and joint distribution of extremal eigenvalues of random matrices
- Spectral statistics of Erdős-Rényi graphs II: eigenvalue spacing and the extreme eigenvalues
- Convergence to the Tracy-Widom distribution for longest paths in a directed random graph
- Discrete graphs -- a paradigm model for quantum chaos
- Local law and Tracy-Widom limit for sparse stochastic block models
- Diluted banded random matrices: scaling behavior of eigenfunction and spectral properties
- Tracy-Widom limit for free sum of random matrices
- Rigidity of eigenvalues of generalized Wigner matrices
- Lifshitz tails on the Bethe lattice: A combinatorial approach
- Sharp nonasymptotic bounds on the norm of random matrices with independent entries
- Local law and Tracy-Widom limit for sparse sample covariance matrices
- Local law and Tracy-Widom limit for sparse random matrices
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