English

Higher order fluctuations of extremal eigenvalues of sparse random matrices

Probability 2023-06-08 v4

Abstract

We consider extremal eigenvalues of sparse random matrices, a class of random matrices including the adjacency matrices of Erd\H{o}s-R\'{e}nyi graphs G(N,p)\mathcal{G}(N,p). Recently, it was shown that the leading order fluctuations of extremal eigenvalues are given by a single random variable associated with the total degree of the graph (Ann. Probab., 48(2):916-962, 2020; Probab. Theory Related Fields, 180:985-1056, 2021). We construct a sequence of random correction terms to capture higher (sub-leading) order fluctuations of extremal eigenvalues in the regime Nϵ<pN<N1/3ϵN^{\epsilon} < pN < N^{1/3-\epsilon}. Using these random correction terms, we prove a local law up to a shifted edge and recover the rigidity of extremal eigenvalues under some corrections for pN>NϵpN>N^{\epsilon}.

Keywords

Cite

@article{arxiv.2108.11634,
  title  = {Higher order fluctuations of extremal eigenvalues of sparse random matrices},
  author = {Jaehun Lee},
  journal= {arXiv preprint arXiv:2108.11634},
  year   = {2023}
}

Comments

39 pages, 1 figure, major revision, to appear in AIHP

R2 v1 2026-06-24T05:26:01.059Z