Spectrum of large random reversible Markov chains: heavy-tailed weights on the complete graph

DOI10.1214/10-AOP587zbMath1245.60008arXiv0903.3528MaRDI QIDQ717890

Djalil Chafaï, Pietro Caputo, Charles Bordenave

Publication date: 10 October 2011

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

Full work available at URL: https://arxiv.org/abs/0903.3528

zbMATH Keywords

heavy-tailed distribution; empirical spectral measure; random stochastic matrix

Mathematics Subject Classification ID

60B20: Random matrices (probabilistic aspects)

47A10: Spectrum, resolvent

15B52: Random matrices (algebraic aspects)

Related Items

Lévy-Khintchine random matrices and the Poisson weighted infinite skeleton tree, Spectral properties of the trap model on sparse networks, Spectrum of large random Markov chains: Heavy-tailed weights on the oriented complete graph, Spectrum of Markov Generators on Sparse Random Graphs, Fluctuations of linear statistics of half-heavy-tailed random matrices, The limiting distributions of large heavy Wigner and arbitrary random matrices, Localization and delocalization of eigenvectors for heavy-tailed random matrices, Around the circular law, Explosion and linear transit times in infinite trees, Spectrum of non-Hermitian heavy tailed random matrices, Central limit theorems for linear statistics of heavy tailed random matrices, Delocalization at small energy for heavy-tailed random matrices, Circular law theorem for random Markov matrices, Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails, Resolvent of large random graphs, Aspects of large random Markov kernels

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