Higher order fluctuations of extremal eigenvalues of sparse random matrices
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 . 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 . 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 .
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