A random walk approach to linear statistics in random tournament ensembles

DOI10.1214/18-EJP199MaRDI QIDQ1990209zbMATHFDO

Authors C. H. Joyner, Uzy Smilansky

Publication date 25 October 2018

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1711.02072

zbMATH Keywords

random matrix theoryrandom walks

Mathematics Subject Classification ID

Directed graphs (digraphs), tournaments (05C20) Random graphs (graph-theoretic aspects) (05C80) Random matrices (algebraic aspects) (15B52) Random walks on graphs (05C81)

Abstract: We investigate the linear statistics of random matrices with purely imaginary Bernoulli entries of the form $H_{pq}=overline{H}_{qp}=pmi$, that are either independently distributed or exhibit global correlations imposed by the condition $su{m}_q{H}_{pq}=0$. 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 $k$ 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.

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Cited in

(3)

• Spectral statistics of Bernoulli matrix ensembles -- a random walk approach. I
• Fluctuations of the spectrum in rotationally invariant random matrix ensembles
• Random matrices with prescribed eigenvalues and expectation values for random quantum states

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