English

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 G(N,p)G(N,p). 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 pN2/3p\gg N^{-2/3} with a deterministic shift of order (Np)1(Np)^{-1}.

Keywords

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}
}
R2 v1 2026-06-22T14:11:35.518Z