Central limit theorem for fluctuations of linear eigenvalue statistics of large random graphs: diluted regime

DOI10.1063/1.3698291MaRDI QIDQ2860754zbMATH OpenOpenAlexFDO

Authors M. V. Shcherbina, Brunello Tirozzi

Publication date 20 November 2013

Published in Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1111.5492

zbMATH Keywords

linear eigenvalue statisticslarge random graphsWigner ensemble variance

Mathematics Subject Classification ID

Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Random graphs (graph-theoretic aspects) (05C80) Central limit and other weak theorems (60F05) Infinite-dimensional random dynamical systems; stochastic equations (37L55) Processes in random environments (60K37)

Abstract: We study the linear eigenvalue statistics of large random graphs in the regimes when the mean number of edges for each vertex tends to infinity. We prove that for a rather wide class of test functions the fluctuations of linear eigenvalue statistics converges in distribution to a Gaussian random variable with zero mean and variance which coincides with "non gaussian" part of the Wigner ensemble variance.

Recommendations

• Central limit theorem for fluctuations of linear eigenvalue statistics of large random graphs
• Eigenvalue distribution of large dilute random matrices
• Gaussian fluctuation for linear eigenvalue statistics of large dilute Wigner matrices
• Central limit theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices
• Bulk eigenvalue fluctuations of sparse random matrices

Cites work

• scientific article; zbMATH DE number 51346 (Why is no real title available?)
• CLT for linear spectral statistics of large-dimensional sample covariance matrices.
• Central limit theorem for fluctuations of linear eigenvalue statistics of large random graphs
• Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
• Density of states of sparse random matrices
• Eigenvalue distribution of large weighted random graphs
• On the distribution of the roots of certain symmetric matrices
• On the statistical mechanics approach in the random matrix theory: Integrated density of states.
• Random incidence matrices: moments of the spectral density
• The central limit theorem for local linear statistics in classical compact groups and related combinatorial identities
• Universality of level correlation function of sparse random matrices

Cited in

(16)

• Transition from Tracy-Widom to Gaussian fluctuations of extremal eigenvalues of sparse Erdős-Rényi graphs
• On fluctuations of eigenvalues of random band matrices
• Law of large numbers and central limit theorems through Jack generating functions
• On the central limit theorem for linear eigenvalue statistics on random surfaces of large genus
• Bulk universality of sparse random matrices
• A central limit theorem for diffusion in sparse random graphs
• Gaussian fluctuations for linear spectral statistics of Wigner beta ensembles
• Bulk eigenvalue fluctuations of sparse random matrices
• Central limit theorems for global and local empirical measures of diffusions on Erdős-Rényi graphs
• Empirical spectral distribution of a matrix under perturbation
• Local law and Tracy-Widom limit for sparse random matrices
• Central limit theorems in the configuration model
• Global eigenvalue fluctuations of random biregular bipartite graphs
• Regularity conditions in the CLT for linear eigenvalue statistics of Wigner matrices
• Central limit theorem for fluctuations of linear eigenvalue statistics of large random graphs
• On the correlation functions of the characteristic polynomials of the sparse Hermitian random matrices

This page was built for publication: Central limit theorem for fluctuations of linear eigenvalue statistics of large random graphs: diluted regime

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2860754)