Spectrum of Lévy-Khintchine random Laplacian matrices

DOI10.1007/S10959-023-01275-4MaRDI QIDQ6204810zbMATH OpenFDO

Authors

Publication date 2 April 2024

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2210.07927

zbMATH Keywords

Poisson point processsymmetric random matricesempirical spectral measureinfinitely divisible laws\(\alpha\)-stable lawsheavy-tailed entriesrandom Laplacian matrices

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Abstract: We consider the spectrum of random Laplacian matrices of the form $L_n=A_n-D_n$ where $A_n$ is a real symmetric random matrix and $D_n$ is a diagonal matrix whose entries are equal to the corresponding row sums of $A_n$. If $A_n$ is a Wigner matrix with entries in the domain of attraction of a Gaussian distribution the empirical spectral measure of $L_n$ is known to converge to the free convolution of a semicircle distribution and a standard real Gaussian distribution. We consider real symmetric random matrices $A_n$ with independent entries (up to symmetry) whose row sums converge to a purely non-Gaussian infinitely divisible distribution, which fall into the class of L'evy-Khintchine random matrices first introduced by Jung [Trans Am Math Soc, extbf{370}, (2018)]. Our main result shows that the empirical spectral measure of $L_n$ converges almost surely to a deterministic limit. A key step in the proof is to use the purely non-Gaussian nature of the row sums to build a random operator to which $L_n$ converges in an appropriate sense. This operator leads to a recursive distributional equation uniquely describing the Stieltjes transform of the limiting empirical spectral measure.

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