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
[11]   Fluctuations at the edges of the spectrum of the full rank deformed GUE [J].
Capitaine, Mireille ;
Peche, Sandrine .
PROBABILITY THEORY AND RELATED FIELDS, 2016, 165 (1-2) :117-161
[12]   THE LARGEST EIGENVALUES OF FINITE RANK DEFORMATION OF LARGE WIGNER MATRICES: CONVERGENCE AND NONUNIVERSALITY OF THE FLUCTUATIONS [J].
Capitaine, Mireille ;
Donati-Martin, Catherine ;
Feral, Delphine .
ANNALS OF PROBABILITY, 2009, 37 (01) :1-47
[13]   Spectra of adjacency and Laplacian matrices of inhomogeneous Erdos-Renyi random graphs [J].
Chakrabarty, Arijit ;
Hazra, Rajat Subhra ;
den Hollander, Frank ;
Sfragara, Matteo .
RANDOM MATRICES-THEORY AND APPLICATIONS, 2021, 10 (01)
[14]  
Chapon F, 2014, MARKOV PROCESS RELAT, V20, P183
[15]   Fluctuations of Spiked Random Matrix Models and Failure Diagnosis in Sensor Networks [J].
Couillet, Romain ;
Hachem, Walid .
IEEE TRANSACTIONS ON INFORMATION THEORY, 2013, 59 (01) :509-525
[16]   SPECTRAL DISTRIBUTIONS OF ADJACENCY AND LAPLACIAN MATRICES OF RANDOM GRAPHS [J].
Ding, Xue ;
Jiang, Tiefeng .
ANNALS OF APPLIED PROBABILITY, 2010, 20 (06) :2086-2117
[17]   SPECTRAL STATISTICS OF ERDOS-RENYI GRAPHS I: LOCAL SEMICIRCLE LAW [J].
Erdos, Laszlo ;
Knowles, Antti ;
Yau, Horng-Tzer ;
Yin, Jun .
ANNALS OF PROBABILITY, 2013, 41 (3B) :2279-2375
[18]   Spectral Statistics of ErdAs-R,nyi Graphs II: Eigenvalue Spacing and the Extreme Eigenvalues [J].
Erdos, Laszlo ;
Knowles, Antti ;
Yau, Horng-Tzer ;
Yin, Jun .
COMMUNICATIONS IN MATHEMATICAL PHYSICS, 2012, 314 (03) :587-640
[19]   The largest eigenvalue of rank one deformation of large Wigner matrices [J].
Feral, Delphine ;
Peche, Sandrine .
COMMUNICATIONS IN MATHEMATICAL PHYSICS, 2007, 272 (01) :185-228
[20]   THE EIGENVALUES OF RANDOM SYMMETRIC-MATRICES [J].
FUREDI, Z ;
KOMLOS, J .
COMBINATORICA, 1981, 1 (03) :233-241