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 for . 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 . 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.
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