Fat-tailed distribution derived from the first eigenvector of a symmetric random sparse matrix

DOI10.1088/1751-8113/47/6/065003MaRDI QIDQ5404772zbMATH OpenOpenAlexFDO

Authors Hisanao Takahashi

Publication date 28 March 2014

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1212.4381

zbMATH Keywords

random networkeigenvalue problemfat-tailed distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (probabilistic aspects) (60B20) Stochastic network models in operations research (90B15)

Abstract: Many solutions for scientific problems rely on finding the first (largest) eigenvalue and eigenvector of a particular matrix. We explore the distribution of the first eigenvector of a symmetric random sparse matrix. To analyze the properties of the first eigenvalue/vector, we employ a methodology based on the cavity method, a well-established technique in the statistical physics. A symmetric random sparse matrix in this paper can be regarded as an adjacency matrix for a network. We show that if a network is constructed by nodes that have two different types of degrees then the distribution of its eigenvector has fat tails such as the stable distribution ($alpha<2$) under a certain condition; whereas if a network is constructed with nodes that have only one type of degree, the distribution of its first eigenvector becomes the Gaussian approximately. The cavity method is used to clarify these results.

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