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Spectrum of L\'evy-Khintchine Random Laplacian Matrices

Probability 2022-12-07 v2 Mathematical Physics math.MP

Abstract

We consider the spectrum of random Laplacian matrices of the form Ln=AnDnL_n=A_n-D_n where AnA_n is a real symmetric random matrix and DnD_n is a diagonal matrix whose entries are equal to the corresponding row sums of AnA_n. If AnA_n is a Wigner matrix with entries in the domain of attraction of a Gaussian distribution the empirical spectral measure of LnL_n is known to converge to the free convolution of a semicircle distribution and a standard real Gaussian distribution. We consider real symmetric random matrices AnA_n with independent entries (up to symmetry) whose row sums converge to a purely non-Gaussian infinitely divisible distribution, which fall into the class of L\'evy-Khintchine random matrices first introduced by Jung [Trans Am Math Soc, \textbf{370}, (2018)]. Our main result shows that the empirical spectral measure of LnL_n converges almost surely to a deterministic limit. A key step in the proof is to use the purely non-Gaussian nature of the row sums to build a random operator to which LnL_n converges in an appropriate sense. This operator leads to a recursive distributional equation uniquely describing the Stieltjes transform of the limiting empirical spectral measure.

Keywords

Cite

@article{arxiv.2210.07927,
  title  = {Spectrum of L\'evy-Khintchine Random Laplacian Matrices},
  author = {Andrew Campbell and Sean O'Rourke},
  journal= {arXiv preprint arXiv:2210.07927},
  year   = {2022}
}

Comments

32 pages, no figures. Minor corrections and updates