Bulk eigenvalue fluctuations of sparse random matrices

DOI10.1214/20-AAP1575zbMATH Open1482.15037arXiv1904.07140MaRDI QIDQ2240477FDOQ2240477

Yukun He

Publication date: 4 November 2021

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Abstract: We consider a class of sparse random matrices, which includes the adjacency matrix of ErdH{o}s-R'enyi graphs $mathcalG(N,p)$ for $pin[N^{varepsilon-1},N^{-varepsilon}]$. We identify the joint limiting distributions of the eigenvalues away from 0 and the spectral edges. Our result indicates that unlike Wigner matrices, the eigenvalues of sparse matrices satisfy central limit theorems with normalization $Nsqrtp$. In addition, the eigenvalues fluctuate simultaneously: the correlation of two eigenvalues of the same/different sign is asymptotically 1/-1. We also prove CLTs for the eigenvalue counting function and trace of the resolvent at mesoscopic scales.

Full work available at URL: https://arxiv.org/abs/1904.07140

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zbMATH Keywords

central limit theoremeigenvaluesfluctuationsrandom matrices[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=sparse+Erd%EF%BF%BD%EF%BF%BDs-R%EF%BF%BD%EF%BF%BDnyi+graphs&go=Go sparse Erd��s-R��nyi graphs]

Mathematics Subject Classification ID

Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Random graphs (graph-theoretic aspects) (05C80) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

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Cited In (13)

• Noise sensitivity for the top eigenvector of a sparse random matrix
• Spectrum of random d‐regular graphs up to the edge
• Sparse random matrices; Spectral edge and statistics of rooted trees
• First eigenvalue/eigenvector in sparse random symmetric matrices: influences of degree fluctuation
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• Bernoulli random matrices
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• Title not available (Why is that?)

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