On the correlation functions of the characteristic polynomials of the sparse Hermitian random matrices

DOI10.1007/S10955-016-1486-ZMaRDI QIDQ300705zbMATH OpenOpenAlexFDO

Authors I. Afanasiev

Publication date 28 June 2016

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

Full work available at URL https://arxiv.org/abs/1508.06623

zbMATH Keywords

asymptoticscorrelation function of characteristic polynomialsGrassmann variablesrandom Erdős-Rényi graphsrandom matrix theorysparse random matrices

Mathematics Subject Classification ID

Random graphs (graph-theoretic aspects) (05C80) Random matrices (algebraic aspects) (15B52) Hermitian, skew-Hermitian, and related matrices (15B57) Random matrices (probabilistic aspects) (60B20)

Abstract: We consider asymptotics of the correlation functions of characteristic polynomials corresponding to random weighted $G(n,fracpn)$ Erd{H o}s -- R'enyi graphs with Gaussian weights in the case of finite $p$ and also when $poinfty$. It is shown that for finite $p$ the second correlation function demonstrates a kind of transition: when $p<2$ it factorizes in the limit $noinfty$, while for $p>2$ there appears an interval $(-lambd{a}_{\ast }(p),lambd{a}_{\ast }(p))$ such that for $lambd{a}_{0}in(-lambd{a}_{\ast }(p),lambd{a}_{\ast }(p))$ the second correlation function behaves like that for GUE, while for $lambd{a}_0$ outside the interval the second correlation function is still factorized. For $poinfty$ there is also a threshold in the behavior of the second correlation function near $lambd{a}_0=pm2$: for $pll{n}^{2/3}$ the second correlation function factorizes, whereas for $pgg{n}^{2/3}$ it behaves like that for GUE. For any rate of $poinfty$ the asymptotics of correlation functions of any even order for $lambd{a}_{0}in(-2,2)$ coincide with that for GUE.

Review text

The author considers asymptotics of the correlation functions of characteristic polynomials corresponding to random weighted \(G(n, \frac{p}{n})\) Erdős-Rényi graphs with Gaussian weights in the case of finite \(p\) and also when \(p\to\infty\). It is shown that for finite \(p\) the second correlation function demonstrates a kind of transition.

Recommendations

• scientific article; zbMATH DE number 2195921
• On the correlation functions of the characteristic polynomials of the Hermitian sample covariance matrices
• On the second-order correlation function of the characteristic polynomial of a Hermitian Wigner matrix
• On the correlation function of the characteristic polynomials of the Hermitian Wigner ensemble
• Bulk eigenvalue fluctuations of sparse random matrices

Cites work

• Bulk universality of sparse random matrices
• Central limit theorem for fluctuations of linear eigenvalue statistics of large random graphs
• Central limit theorem for fluctuations of linear eigenvalue statistics of large random graphs: diluted regime
• Characteristic polynomials of random matrices.
• Characteristic polynomials of real symmetric random matrices
• Cooperative Global Robust Output Regulation for a Class of Nonlinear Multi-Agent Systems With a Nonlinear Leader
• Density of states of sparse random matrices
• Eigenvalue distribution of large weighted random graphs
• scientific article; zbMATH DE number 51346 (Why is no real title available?)
• scientific article; zbMATH DE number 3485662 (Why is no real title available?)
• scientific article; zbMATH DE number 1930503 (Why is no real title available?)
• Moments of the characteristic polynomial in the three ensembles of random matrices.
• Negative moments of characteristic polynomials of random GOE matrices and singularity-dominated strong fluctuations
• On absolute moments of characteristic polynomials of a certain class of complex random matrices
• On high moments and the spectral norm of large dilute Wigner random matrices
• On high moments of strongly diluted large Wigner random matrices
• On the correlation function of the characteristic polynomials of the Hermitian Wigner ensemble
• On the correlation functions of the characteristic polynomials of the Hermitian sample covariance matrices
• On the second mixed moment of the characteristic polynomials of 1D band matrices
• On the second-order correlation function of the characteristic polynomial of a Hermitian Wigner matrix
• Random incidence matrices: moments of the spectral density
• Random matrix theory and (1/2+it).
• Spectra of sparse random matrices
• Spectral statistics of Erdős-Rényi graphs II: eigenvalue spacing and the extreme eigenvalues
• The Tracy-Widom law for some sparse random matrices
• Universal results for correlations of characteristic polynomials: Riemann-Hilbert approach
• Universality of level correlation function of sparse random matrices
• Universality of the second mixed moment of the characteristic polynomials of the 1D band matrices: real symmetric case

Cited in

(11)

• Empirical correlation operator and many-dimensional Hermite polynomials
• Characteristic polynomials for random band matrices near the threshold
• On the correlation functions of the characteristic polynomials of non-Hermitian random matrices with independent entries
• Products and ratios of characteristic polynomials of random Hermitian matrices
• Asymptotic joint spectra of Cartesian powers of strongly regular graphs and bivariate Charlier–Hermite polynomials
• Characteristic polynomials for 1D random band matrices from the localization side
• scientific article; zbMATH DE number 2195921 (Why is no real title available?)
• Superposition of random plane waves in high spatial dimensions: Random matrix approach to landscape complexity
• On the Correlation Functions of the Characteristic Polynomials of Random Matrices with Independent Entries: Interpolation Between Complex and Real Cases
• Characteristic polynomials of sparse non-Hermitian random matrices
• Characteristic polynomials of non-Hermitian random band matrices

This page was built for publication: On the correlation functions of the characteristic polynomials of the sparse Hermitian random matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q300705)