Local law and Tracy-Widom limit for sparse random matrices
Probability
2016-06-03 v2 Mathematical Physics
math.MP
Abstract
We consider spectral properties and the edge universality of sparse random matrices, the class of random matrices that includes the adjacency matrices of the Erdos-Renyi graph model . We prove a local law for the eigenvalue density up to the spectral edges. Under a suitable condition on the sparsity, we also prove that the rescaled extremal eigenvalues exhibit GOE Tracy-Widom fluctuations if a deterministic shift of the spectral edge due to the sparsity is included. For the adjacency matrix of the Erdos-Renyi graph this establishes the Tracy-Widom fluctuations of the second largest eigenvalue for with a deterministic shift of order .
Cite
@article{arxiv.1605.08767,
title = {Local law and Tracy-Widom limit for sparse random matrices},
author = {Ji Oon Lee and Kevin Schnelli},
journal= {arXiv preprint arXiv:1605.08767},
year = {2016}
}