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Edge universality of sparse Erd\H{o}s-R\'enyi digraphs

Probability 2025-09-16 v5 Mathematical Physics math.MP

Abstract

Let A\mathcal A be the adjacency matrix of the Erd\H{o}s-R\'{e}nyi directed graph G(N,p)\mathscr G(N,p). We denote the eigenvalues of A\mathcal A by λ1A,...,λNA\lambda_1^{\cal A},...,\lambda^{\cal A}_N, and λ1A=maxiλiA|\lambda_1^{\cal A}|=\max_i|\lambda_i^{\cal A}|. For N1+o(1)p1/2N^{-1+o(1)}\leq p\leq 1/2, we show that maxi=2,3,...,NλiANp(1p)=1+O(N1/2+o(1)) \max_{i=2,3,...,N} \bigg|\frac{\lambda_i^{\mathcal A}}{\sqrt{Np(1-p)}}\bigg| =1+O(N^{-1/2+o(1)}) with very high probability. In addition, we prove that near the unit circle, the local eigenvalue statistics of A/Np(1p){\mathcal A}/\sqrt{Np(1-p)} coincide with those of the real Ginibre ensemble. As a by-product, we also show that all non-trivial eigenvectors of A\mathcal A are completely delocalized. For Hermitian random matrices, it is known that the edge statistics are sensitive to the sparsity: in the very sparse regime, one needs to remove many noise random variables (which affect both the mean and the fluctuation) to recover the Tracy-Widom distribution. Our results imply that, compared to their analogues in the Hermitian case, the edge statistics of non-Hermitian sparse random matrices are more robust.

Keywords

Cite

@article{arxiv.2304.04723,
  title  = {Edge universality of sparse Erd\H{o}s-R\'enyi digraphs},
  author = {Yukun He},
  journal= {arXiv preprint arXiv:2304.04723},
  year   = {2025}
}

Comments

43 pages, 4 diagrams