Bulk eigenvalue fluctuations of sparse random matrices

DOI10.1214/20-AAP1575MaRDI QIDQ2240477zbMATHFDO

Authors Yukun He

Publication date 4 November 2021

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

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

zbMATH Keywords

central limit theoremeigenvaluesfluctuationsrandom matricessparse Erdős-Rényi 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)

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.

Recommendations

• Bulk universality of sparse random matrices
• Eigenvector statistics of sparse random matrices
• Sparse random matrices: the eigenvalue spectrum revisited
• The eigenvalues of very sparse random symmetric matrices
• Extreme eigenvalues of sparse, heavy tailed random matrices
• Eigenvalue distribution of large dilute random matrices
• Spectra of sparse random matrices
• Fluctuations of eigenvalues of random normal matrices
• Eigenvalue distribution of large random matrices
• Fluctuations of eigenvalues of patterned random matrices

Cites work

• Asymptotic distribution of smoothed eigenvalue density. I. Gaussian random matrices
• Bulk universality for Wigner matrices
• Bulk universality of sparse random matrices
• Central limit theorem for fluctuations of linear eigenvalue statistics of large random graphs: diluted regime
• Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
• Central limit theorems for linear statistics of heavy tailed random matrices
• Gaussian fluctuations of eigenvalues in Wigner random matrices
• Gaussian fluctuations of eigenvalues in the GUE
• Gaussian fluctuations of the determinant of Wigner matrices
• Isotropic self-consistent equations for mean-field random matrices
• Local law and Tracy-Widom limit for sparse random matrices
• Local law and complete eigenvector delocalization for supercritical Erdős-Rényi graphs
• Local semicircle law for Wigner matrices
• Mesoscopic eigenvalue density correlations of Wigner matrices
• Mesoscopic eigenvalue statistics of Wigner matrices
• Random matrices: Universality of local eigenvalue statistics up to the edge
• Random matrices: universality of local eigenvalue statistics
• Semicircle law on short scales and delocalization of eigenvectors for Wigner random matrices
• Spectral statistics of Erdős-Rényi graphs II: eigenvalue spacing and the extreme eigenvalues
• Spectral statistics of Erdős-Rényi graphs. I: Local semicircle law
• The Functional Calculus
• Transition from Tracy-Widom to Gaussian fluctuations of extremal eigenvalues of sparse Erdős-Rényi graphs
• Universality of random matrices and local relaxation flow
• Wegner Estimate and Level Repulsion for Wigner Random Matrices

Cited in

(26)

• Fluctuations of extreme eigenvalues of sparse Erdős-Rényi graphs
• Transition from Tracy-Widom to Gaussian fluctuations of extremal eigenvalues of sparse Erdős-Rényi graphs
• Spectral ergodicity and normal modes in ensembles of sparse matrices
• Single eigenvalue fluctuations of general Wigner-type matrices
• Bulk universality of sparse random matrices
• Local law and Tracy-Widom limit for sparse sample covariance matrices
• Outliers in spectrum of sparse Wigner matrices
• First eigenvalue/eigenvector in sparse random symmetric matrices: influences of degree fluctuation
• Spectrum of random d‐regular graphs up to the edge
• Tail bounds for gaps between eigenvalues of sparse random matrices
• Spectral radii of sparse random matrices
• scientific article; zbMATH DE number 2195921 (Why is no real title available?)
• Higher order fluctuations of extremal eigenvalues of sparse random matrices
• Quantitative CLT for linear eigenvalue statistics of Wigner matrices
• Noise sensitivity for the top eigenvector of a sparse random matrix
• Spectral gap and edge universality of dense random regular graphs
• Spectral statistics of Erdős-Rényi graphs II: eigenvalue spacing and the extreme eigenvalues
• Bernoulli random matrices
• Eigenvector statistics of sparse random matrices
• Local law and Tracy-Widom limit for sparse random matrices
• Sparse random matrices: the eigenvalue spectrum revisited
• Sparse random matrices; Spectral edge and statistics of rooted trees
• Central limit theorem for fluctuations of linear eigenvalue statistics of large random graphs: diluted regime
• On the correlation functions of the characteristic polynomials of the sparse Hermitian random matrices
• Random matrices and random graphs
• The Tracy-Widom law for some sparse random matrices

This page was built for publication: Bulk eigenvalue fluctuations of sparse random matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2240477)