English

Two CLTs for Sparse Random Matrices

Probability 2024-12-24 v2

Abstract

Let G=G(n,pn)G=G(n,p_n) be a homogeneous Erd\"os-R\'enyi graph, and AA its adjacency matrix with eigenvalues λ1(A)λ2(A)...λn(A).\lambda_1(A) \geq \lambda_2(A) \geq ... \geq \lambda_n(A). Local laws have been used to show that lambda2(A)lambda_2(A) can exhibit fundamentally different behaviors: Tracy-Widom (pnn2/3p_n \gg n^{-2/3}), normal (n7/9pn n2/3n^{-7/9} \ll p_n \ll~n^{-2/3}), and a mix of both (pn=cn2/3p_n=cn^{-2/3}). Additionally, this technique renders the largest eigenvalue λ1(A),\lambda_1(A), separated from the rest of the spectrum for pnn1,p_n \gg n^{-1}, has Gaussian fluctuations when pnn1(logn)6+cp_n \geq n^{-1}(\log{n})^{6+c} for some c>0.c>0. This paper shows this remains true in the range Bn1(logn)4pn1Bn1(logn)4Bn^{-1}(\log{n})^4 \leq p_n \leq 1-Bn^{-1}(\log{n})^4 with B>0B>0 universal, the tool behind it being a central limit theorem for the eigenvalue statistics of AA that is justified via the method of moments.

Keywords

Cite

@article{arxiv.2210.09625,
  title  = {Two CLTs for Sparse Random Matrices},
  author = {Simona Diaconu},
  journal= {arXiv preprint arXiv:2210.09625},
  year   = {2024}
}
R2 v1 2026-06-28T03:53:24.893Z