A random walk approach to linear statistics in random tournament ensembles
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Publication:1990209
DOI10.1214/18-EJP199zbMATH Open1398.05094arXiv1711.02072MaRDI QIDQ1990209FDOQ1990209
Authors: C. H. Joyner, Uzy Smilansky 
Publication date: 25 October 2018
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Abstract: We investigate the linear statistics of random matrices with purely imaginary Bernoulli entries of the form , that are either independently distributed or exhibit global correlations imposed by the condition . These are related to ensembles of so-called random tournaments and random regular tournaments respectively. Specifically, we construct a random walk within the space of matrices and show that the induced motion of the first traces in a Chebyshev basis converges to a suitable Ornstein-Uhlenbeck process. Coupling this with Stein's method allows us to compute the rate of convergence to a Gaussian distribution in the limit of large matrix dimension.
Full work available at URL: https://arxiv.org/abs/1711.02072
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Directed graphs (digraphs), tournaments (05C20) Random graphs (graph-theoretic aspects) (05C80) Random matrices (algebraic aspects) (15B52) Random walks on graphs (05C81)
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