Central limit theorem for linear spectral statistics of block-Wigner-type matrices

DOI10.1142/S2010326323500065arXiv2110.12171OpenAlexW4286895995WikidataQ123133851 ScholiaQ123133851MaRDI QIDQ6152151FDOQ6152151

Author name not available (Why is that?), Jian-Feng Yao

Publication date: 12 February 2024

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Abstract: Motivated by the stochastic block model, we investigate a class of Wigner-type matrices with certain block structures, and establish a CLT for the corresponding linear spectral statistics via the large-deviation bounds from local law and the cumulant expansion formula. We apply the results to the stochastic block model. Specifically, a class of renormalized adjacency matrices will be block-Wigner-type matrices. Further, we show that for certain estimator of such renormalized adjacency matrices, which will be no longer Wigner-type but share long-range non-decaying weak correlations among the entries, the linear spectral statistics of such estimators will still share the same limiting behavior as those of the block-Wigner-type matrices, thus enabling hypothesis testing about stochastic block model.

Full work available at URL: https://arxiv.org/abs/2110.12171

zbMATH Keywords

stochastic block modelGaussian processlarge deviationslinear spectral statisticscumulant expansionWigner-type matrices

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

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