Universality and the circular law for sparse random matrices

DOI10.1214/11-AAP789zbMATH Open1250.15037arXiv1010.1726MaRDI QIDQ433915FDOQ433915

Authors: Philip Matchett Wood 

Publication date: 8 July 2012

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

Abstract: The universality phenomenon asserts that the distribution of the eigenvalues of random matrix with i.i.d. zero mean, unit variance entries does not depend on the underlying structure of the random entries. For example, a plot of the eigenvalues of a random sign matrix, where each entry is +1 or -1 with equal probability, looks the same as an analogous plot of the eigenvalues of a random matrix where each entry is complex Gaussian with zero mean and unit variance. In the current paper, we prove a universality result for sparse random n by n matrices where each entry is nonzero with probability $1/n^{1-alpha}$ where $0<alphale1$ is any constant. One consequence of the sparse universality principle is that the circular law holds for sparse random matrices so long as the entries have zero mean and unit variance, which is the most general result for sparse random matrices to date.

Full work available at URL: https://arxiv.org/abs/1010.1726

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zbMATH Keywords

random matrixsparse matrixdistribution of eigenvaluescircular lawsparse universality principle

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Limit theorems in probability theory (60F99)

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Cited In (26)

• Spacings: An Example for Universality in Random Matrix Theory
• From the Littlewood-Offord problem to the Circular Law: Universality of the spectral distribution of random matrices
• Some remarks on the Dozier-Silverstein theorem for random matrices with dependent entries
• Random matrices: universality of ESDs and the circular law
• The circular law for sparse non-Hermitian matrices
• Circular law for the sum of random permutation matrices
• Universality and arcsine laws for random matrices \(A+U^{m}B(U^{*})^{m}\)
• The circular law for random regular digraphs with random edge weights
• Distribution of the number of pivots needed using Gaussian elimination with partial pivoting on random matrices
• Limiting empirical spectral distribution for the non-backtracking matrix of an Erdős-Rényi random graph
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• Sharp transition of the invertibility of the adjacency matrices of sparse random graphs
• A note on the singularity probability of random directed \(d\)-regular graphs
• The circular law for random regular digraphs
• The Tracy-Widom law for some sparse random matrices
• Invertibility of sparse non-Hermitian matrices
• Circular law for random block band matrices with genuinely sublinear bandwidth
• The circular law for random matrices
• The local circular law. III: General case
• Sparse general Wigner-type matrices: local law and eigenvector delocalization
• Tail bounds for gaps between eigenvalues of sparse random matrices
• The sparse circular law under minimal assumptions
• Quantitative invertibility of non-Hermitian random matrices

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