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Bulk eigenvalue fluctuations of sparse random matrices

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

Abstract

We consider a class of sparse random matrices, which includes the adjacency matrix of Erdős–Rényi graphs G(Np) 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 Np. 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 languageEnglish
Pages (from-to)2846-2879
JournalAnnals of Applied Probability
Volume30
Issue number6
Online published14 Dec 2020
DOIs
Publication statusPublished - Dec 2020
Externally publishedYes

Research Keywords

  • CLT
  • random matrices
  • sparse Erdős–Rényi graphs

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