Eigenvalues Outside the Bulk of Inhomogeneous Erdos-Renyi Random Graphs

被引:12
作者
Chakrabarty, Arijit [1 ]
Chakraborty, Sukrit [1 ]
Hazra, Rajat Subhra [1 ]
机构
[1] Indian Stat Inst, 203 BT Rd, Kolkata 700108, India
关键词
Adjacency matrices; Inhomogeneous Erdos-Renyi random graph; Largest eigenvalue; Scaling limit; Stochastic block model;
D O I
10.1007/s10955-020-02644-7
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
In this article, an inhomogeneous Erdos-Renyi random graph on {1,..., N} is considered, where an edge is placed between vertices i and j with probability epsilon(N) f (i/N, j/N), for i <= j, the choice being made independently for each pair. The integral operator I-f associated with the bounded function f is assumed to be symmetric, non-negative definite, and of finite rank k. We study the edge of the spectrum of the adjacency matrix of such an inhomogeneous Erdos-Renyi random graph under the assumption that N-epsilon N -> infinity sufficiently fast. Although the bulk of the spectrum of the adjacency matrix, scaled by root N epsilon(N), is compactly supported, the kth largest eigenvalue goes to infinity. It turns out that the largest eigenvalue after appropriate scaling and centering converges to a Gaussian law, if the largest eigenvalue of I f has multiplicity 1. If I-f has k distinct non-zero eigenvalues, then the joint distribution of the k largest eigenvalues converge jointly to a multivariate Gaussian law. The first order behaviour of the eigenvectors is derived as a byproduct of the above results. The results complement the homogeneous case derived by [18].
引用
收藏
页码:1746 / 1780
页数:35
相关论文
共 35 条
[1]  
Alt J., 2020, ARXIV200514180
[2]   Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices [J].
Baik, J ;
Ben Arous, G ;
Péché, S .
ANNALS OF PROBABILITY, 2005, 33 (05) :1643-1697
[3]   Eigenvalues of large sample covariance matrices of spiked population models [J].
Baik, Jinho ;
Silverstein, Jack W. .
JOURNAL OF MULTIVARIATE ANALYSIS, 2006, 97 (06) :1382-1408
[4]   Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices [J].
Benaych-Georges, F. ;
Guionnet, A. ;
Maida, M. .
ELECTRONIC JOURNAL OF PROBABILITY, 2011, 16 :1621-1662
[5]   Spectral radii of sparse random matrices [J].
Benaych-Georges, Florent ;
Bordenave, Charles ;
Knowles, Antti .
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2020, 56 (03) :2141-2161
[6]   LARGEST EIGENVALUES OF SPARSE INHOMOGENEOUS ERDOS-RENYI GRAPHS [J].
Benaych-Georges, Florent ;
Bordenave, Charles ;
Knowles, Antti .
ANNALS OF PROBABILITY, 2019, 47 (03) :1653-1676
[7]   The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices [J].
Benaych-Georges, Florent ;
Nadakuditi, Raj Rao .
ADVANCES IN MATHEMATICS, 2011, 227 (01) :494-521
[8]   Scaling limits for critical inhomogeneous random graphs with finite third moments [J].
Bhamidi, Shankar ;
van der Hofstad, Remco ;
van Leeuwaarden, Johan S. H. .
ELECTRONIC JOURNAL OF PROBABILITY, 2010, 15 :1682-1703
[9]   The phase transition in inhomogeneous random graphs [J].
Bollobas, Bela ;
Janson, Svante ;
Riordan, Oliver .
RANDOM STRUCTURES & ALGORITHMS, 2007, 31 (01) :3-122
[10]   Central limit theorems for eigenvalues of deformations of Wigner matrices [J].
Capitaine, M. ;
Donati-Martin, C. ;
Feral, D. .
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2012, 48 (01) :107-133