Abstract
We consider a class of sparse random matrices, which includes the adjacency matrix of Erdős–Rényi graphs G(N, p) for p ∈ [Nϵ-1, N-ϵ]. We identify the joint limiting distributions of the eigenvalues away from 0 and the spectral edges. Our result indicates that unlike Wigner matrices, the eigenvalues of sparse matrices satisfy central limit theorems with normalization N√p. In addition, the eigenvalues fluctuate simultaneously: the correlation of two eigenvalues of the same/different sign is asymptotically 1/-1. We also prove CLTs for the eigenvalue counting function and trace of the resolvent at mesoscopic scales.
| Original language | English |
|---|---|
| Pages (from-to) | 2846-2879 |
| Journal | Annals of Applied Probability |
| Volume | 30 |
| Issue number | 6 |
| Online published | 14 Dec 2020 |
| DOIs | |
| Publication status | Published - Dec 2020 |
| Externally published | Yes |
Research Keywords
- CLT
- random matrices
- sparse Erdős–Rényi graphs
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