Related papers: Two CLTs for Sparse Random Matrices

We show that the multiplicity of the second normalized adjacency matrix eigenvalue of any connected graph of maximum degree $\Delta$ is bounded by $O(n \Delta^{7/5}/\log^{1/5-o(1)}n)$ for any $\Delta$, and by…

For random matrices with block correlation structure we show that the fluctuations of linear eigenvalue statistics are Gaussian on all mesoscopic scales with universal variance which coincides with that of the Gaussian unitary or Gaussian…

We consider a more generalized spiked covariance matrix $\Sigma$, which is a general non-definite matrix with the spiked eigenvalues scattered into a few bulks and the largest ones allowed to tend to infinity. By relaxing the matching of…

Let $X$ be a $p\times n$ independent identically distributed real Gaussian matrix with positive mean $\mu $ and variance $\sigma^2$ entries. The goal of this paper is to investigate the largest eigenvalue of the noncentral sample covariance…

The asymptotic behaviour of a generalised P\'olya--Eggenberger urn is well--known to depend on the spectrum of its replacement matrix: If its dominant eigenvalue $r$ is simple and no other eigenvalue is `large' in the sense that its real…

We review the application of the notion of local convergence on locally finite randomly rooted graphs, known as Benjamini-Schramm convergence, to the calculation of the global eigenvalue density of random matrices from the beta-Gaussian and…

We prove that, for any $t\ge 3$, there exists a constant $c=c(t)>0$ such that any $d$-regular $n$-vertex graph with the second largest eigenvalue in absolute value~$\lambda$ satisfying $\lambda\le c d^{t-1}/n^{t-2}$ contains vertex-disjoint…

The Central Limit Theorem (CLT) is one of the most fundamental results in statistics. It states that the standardized sample mean of a sequence of $n$ mutually independent and identically distributed random variables with finite first and…

For each $N\geq 1$, let $G_N$ be a simple random graph on the set of vertices $[N]=\{1,2, ..., N\}$, which is invariant by relabeling of the vertices. The asymptotic behavior as $N$ goes to infinity of correlation functions: $$ \mathfrak…

The theory of graphons comes with a natural sampling procedure, which results in an inhomogeneous variant of the Erd\H{o}s--R\'enyi random graph, called $W$-random graphs. We prove, via the method of moments, a limit theorem for the number…

For $N,n\in\mathbb N$, consider the sample covariance matrix $$S_N(T)=\frac{1}{N}XX^*$$ from a data set $X=C_N^{1/2}ZT_n^{1/2}$, where $Z=(Z_{i,j})$ is a $N\times n$ matrix having i.i.d. entries with mean zero and variance one, and $C_N,…

In this paper we consider the Erd\H{o}s-R\'enyi random graph in the sparse regime in the limit as the number of vertices $n$ tends to infinity. We are interested in what this graph looks like when it contains many triangles, in two…

Given i.i.d.\ samples $X_n =\{ x_1, \dots, x_n \}$ from a distribution supported on a low dimensional manifold ${M}$ embedded in Eucliden space, we consider the graph Laplacian operator $\Delta_n$ associated to an $\varepsilon$-proximity…

We continue the study of the Hermitian random matrix ensemble with external source $\frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM$ where $A$ has two distinct eigenvalues $\pm a$ of equal multiplicity. This model exhibits a phase transition for…

We study the asymptotic distributions of the spiked eigenvalues and the largest nonspiked eigenvalue of the sample covariance matrix under a general covariance matrix model with divergent spiked eigenvalues, while the other eigenvalues are…

Let $M_n$ be a class of symmetric sparse random matrices, with independent entries $M_{ij} = \delta_{ij} \xi_{ij}$ for $i \leq j$. $\delta_{ij}$ are i.i.d. Bernoulli random variables taking the value $1$ with probability $p \geq…

The paper deals with a random connection model, a random graph whose vertices are given by a homogeneous Poisson point process on $\mathbb{R}^d$, and edges are independently drawn with probability depending on the locations of the two end…

In this paper we show that all nodes can be found optimally for almost all random Erd\H{o}s-R\'enyi ${\mathcal G}(n,p)$ graphs using continuous-time quantum spatial search procedure. This works for both adjacency and Laplacian matrices,…

We consider sample covariance matrices of the form $\mathcal{Q}=(\Sigma^{1/2}X)(\Sigma^{1/2} X)^*$, where the sample $X$ is an $M\times N$ random matrix whose entries are real independent random variables with variance $1/N$ and where…

We study random k-lifts of large, but otherwise arbitrary graphs G. We prove that, with high probability, all eigenvalues of the adjacency matrix of the lift that are not eigenvalues of G are of the order (D ln (kn))^{1/2}, where D is the…