The Tracy-Widom law for some sparse random matrices

DOI10.1007/S10955-009-9813-2MaRDI QIDQ1040705zbMATHOpenAlexFDO

Authors Sasha Sodin

Publication date 25 November 2009

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0903.4295

zbMATH Keywords

random graphTracy-Widom distributionAiry point processedge of the spectrum

Mathematics Subject Classification ID

Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

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.

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Cites work

• scientific article; zbMATH DE number 3773632 (Why is no real title available?)
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• Universality of the edge distribution of eigenvalues of Wigner random matrices with polynomially decaying distributions of entries

Cited in

(17)

• Diluted banded random matrices: scaling behavior of eigenfunction and spectral properties
• Local law and Tracy-Widom limit for sparse stochastic block models
• Universality and the circular law for sparse random matrices
• Local law and Tracy-Widom limit for sparse sample covariance matrices
• Convergence to the Tracy-Widom distribution for longest paths in a directed random graph
• Universality of local spectral statistics of random matrices
• 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
• Spectral statistics of Erdős-Rényi graphs II: eigenvalue spacing and the extreme eigenvalues
• Local law and Tracy-Widom limit for sparse random matrices
• Discrete graphs -- a paradigm model for quantum chaos
• 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
• Sharp nonasymptotic bounds on the norm of random matrices with independent entries
• Erratum to: ``The Tracy-Widom law for some sparse random matrices

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