Largest eigenvalues and eigenvectors of band or sparse random matrices

DOI10.1214/ECP.V19-3027zbMATH Open1297.15038arXiv1309.4922MaRDI QIDQ743077FDOQ743077

Authors: Florent Benaych-Georges, S. Péché 

Publication date: 22 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: In this text, we consider an N by N random matrix X such that all but o(N) rows of X have W non identically zero entries, the other rows having lass than $W$ entries (such as, for example, standard or cyclic band matrices). We always suppose that 1 << W << N. We first prove that if the entries are independent, centered, have variance one, satisfy a certain tail upper-bound condition and W >> (log N)^{6(1+alpha)}, where alpha is a positive parameter depending on the distribution of the entries, then the largest eigenvalue of X/sqrt{W} converges to the upper bound of its limit spectral distribution, that is 2, as for Wigner matrices. This extends some previous results by Khorunzhiy and Sodin where less hypotheses were made on W, but more hypotheses were made about the law of the entries and the structure of the matrix. Then, under the same hypotheses, we prove a delocalization result for the eigenvectors of X, precisely that most of them cannot be essentially localized on less than W/log(N) entries. This lower bound on the localization length has to be compared to the recent result by Steinerberger, which states that either the localization length in the edge is << W^{7/5} or there is strong interaction between two eigenvectors in an interval of length W^{7/5}.

Full work available at URL: https://arxiv.org/abs/1309.4922

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zbMATH Keywords

sparse matriceslocalizationrandom matriceslargest eigenvalues

Mathematics Subject Classification ID

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

Cited In (11)

• Density of states for random band matrices in two dimensions
• Eigenvector delocalization for non‐Hermitian random matrices and applications
• Extreme eigenvalues of sparse, heavy tailed random matrices
• Localization and delocalization for heavy tailed band matrices
• Eigenvectors and controllability of non-Hermitian random matrices and directed graphs
• Weak convergence of the empirical spectral distribution of high-dimensional band sample covariance matrices
• On the Largest Eigenvalue of a Hermitian Random Matrix Model with Spiked External Source I. Rank 1 Case
• Eigenvector localization for random band matrices with power law band width
• Sharp nonasymptotic bounds on the norm of random matrices with independent entries
• Approximate message passing for sparse matrices with application to the equilibria of large ecological Lotka-Volterra systems
• A localization-delocalization transition for nonhomogeneous random matrices

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