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Extremal Laws for Laplacian Random Matrices

Probability 2021-01-22 v1

Abstract

For an n×nn\times n Laplacian random matrix LL with Gaussian entries it is proven that the fluctuations of the largest eigenvalue and the largest diagonal entry of L/n1L/\sqrt{n-1} are Gumbel. We first establish suitable non-asymptotic estimates and bounds for the largest eigenvalue of LL in terms of the largest diagonal element of LL. An expository review of existing results for the asymptotic spectrum of a Laplacian random matrix is also presented, with the goal of noting the differences from the corresponding classical results for Wigner random matrices. Extensions to Laplacian block random matrices are indicated.

Keywords

Cite

@article{arxiv.2101.08318,
  title  = {Extremal Laws for Laplacian Random Matrices},
  author = {Santiago Arenas-Velilla and Victor Pérez-Abreu},
  journal= {arXiv preprint arXiv:2101.08318},
  year   = {2021}
}
R2 v1 2026-06-23T22:22:02.394Z