English

Fluctuations of extreme eigenvalues of sparse Erd\H{o}s-R\'enyi graphs

Probability 2021-04-07 v2 Mathematical Physics math.MP

Abstract

We consider a class of sparse random matrices which includes the adjacency matrix of the Erd\H{o}s-R\'enyi graph G(N,p)\mathcal{G}(N,p). We show that if NεNpN1/3εN^{\varepsilon} \leq Np \leq N^{1/3-\varepsilon} then all nontrivial eigenvalues away from 0 have asymptotically Gaussian fluctuations. These fluctuations are governed by a single random variable, which has the interpretation of the total degree of the graph. This extends the result [19] on the fluctuations of the extreme eigenvalues from NpN2/9+εNp \geq N^{2/9 + \varepsilon} down to the optimal scale NpNεNp \geq N^{\varepsilon}. The main technical achievement of our proof is a rigidity bound of accuracy N1/2ε(Np)1/2N^{-1/2-\varepsilon} \, (Np)^{-1/2} for the extreme eigenvalues, which avoids the (Np)1(Np)^{-1}-expansions from [9,19,24]. Our result is the last missing piece, added to [8, 12, 19, 24], of a complete description of the eigenvalue fluctuations of sparse random matrices for NpNεNp \geq N^{\varepsilon}.

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Cite

@article{arxiv.2005.02254,
  title  = {Fluctuations of extreme eigenvalues of sparse Erd\H{o}s-R\'enyi graphs},
  author = {Yukun He and Antti Knowles},
  journal= {arXiv preprint arXiv:2005.02254},
  year   = {2021}
}