English

Bulk eigenvalue fluctuations of sparse random matrices

Probability 2020-03-13 v3 Mathematical Physics math.MP

Abstract

We consider a class of sparse random matrices, which includes the adjacency matrix of Erd\H{o}s-R\'enyi graphs G(N,p)\mathcal G(N,p) for p[Nε1,Nε]p \in [N^{\varepsilon-1},N^{-\varepsilon}]. We identify the joint limiting distributions of the eigenvalues away from 0 and the spectral edges. Our result indicates that unlike Wigner matrices, the eigenvalues of sparse matrices satisfy central limit theorems with normalization NpN\sqrt{p}. In addition, the eigenvalues fluctuate simultaneously: the correlation of two eigenvalues of the same/different sign is asymptotically 1/-1. We also prove CLTs for the eigenvalue counting function and trace of the resolvent at mesoscopic scales.

Keywords

Cite

@article{arxiv.1904.07140,
  title  = {Bulk eigenvalue fluctuations of sparse random matrices},
  author = {Yukun He},
  journal= {arXiv preprint arXiv:1904.07140},
  year   = {2020}
}

Comments

33 pages, to appear in Annals of Applied Probability

R2 v1 2026-06-23T08:40:01.315Z