Noise sensitivity for the top eigenvector of a sparse random matrix

DOI10.1214/22-EJP770MaRDI QIDQ2136103zbMATH OpenOpenAlexFDO

Authors Charles Bordenave, Jaehun Lee

Publication date 10 May 2022

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

Full work available at URL https://arxiv.org/abs/2106.09570

zbMATH Keywords

noise sensitivitysparse random matrix

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Abstract: We investigate the noise sensitivity of the top eigenvector of a sparse random symmetric matrix. Let $v$ be the top eigenvector of an $NimesN$ sparse random symmetric matrix with an average of $d$ non-zero centered entries per row. We resample $k$ randomly chosen entries of the matrix and obtain another realization of the random matrix with top eigenvector $v^{[k]}$. Building on recent results on sparse random matrices and a noise sensitivity analysis previously developed for Wigner matrices, we prove that, if $dgeq{N}^{2/9}$, with high probability, when $kll{N}^{5/3}$, the vectors $v$ and $v^{[k]}$ are almost collinear and, on the contrary, when $kgg{N}^{5/3}$, the vectors $v$ and $v^{[k]}$ are almost orthogonal. A similar result holds for the eigenvector associated to the second largest eigenvalue of the adjacency matrix of an ErdH{o}s-R'enyi random graph with average degree $dgeq{N}^{2/9}$.

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Cited in

(3)

• Noise sensitivity of the top eigenvector of a Wigner matrix
• Higher order fluctuations of extremal eigenvalues of sparse random matrices
• Limiting Eigenvectors of Outliers for Spiked Information-Plus-Noise Type Matrices

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